Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,165.0 |
4,183.0 |
18.0 |
0.4% |
4,217.0 |
High |
4,200.0 |
4,240.0 |
40.0 |
1.0% |
4,241.0 |
Low |
4,130.0 |
4,174.0 |
44.0 |
1.1% |
4,128.0 |
Close |
4,184.0 |
4,204.0 |
20.0 |
0.5% |
4,204.0 |
Range |
70.0 |
66.0 |
-4.0 |
-5.7% |
113.0 |
ATR |
57.8 |
58.4 |
0.6 |
1.0% |
0.0 |
Volume |
799,652 |
1,140,453 |
340,801 |
42.6% |
4,529,239 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,404.0 |
4,370.0 |
4,240.3 |
|
R3 |
4,338.0 |
4,304.0 |
4,222.2 |
|
R2 |
4,272.0 |
4,272.0 |
4,216.1 |
|
R1 |
4,238.0 |
4,238.0 |
4,210.1 |
4,255.0 |
PP |
4,206.0 |
4,206.0 |
4,206.0 |
4,214.5 |
S1 |
4,172.0 |
4,172.0 |
4,198.0 |
4,189.0 |
S2 |
4,140.0 |
4,140.0 |
4,191.9 |
|
S3 |
4,074.0 |
4,106.0 |
4,185.9 |
|
S4 |
4,008.0 |
4,040.0 |
4,167.7 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,530.0 |
4,480.0 |
4,266.2 |
|
R3 |
4,417.0 |
4,367.0 |
4,235.1 |
|
R2 |
4,304.0 |
4,304.0 |
4,224.7 |
|
R1 |
4,254.0 |
4,254.0 |
4,214.4 |
4,222.5 |
PP |
4,191.0 |
4,191.0 |
4,191.0 |
4,175.3 |
S1 |
4,141.0 |
4,141.0 |
4,193.6 |
4,109.5 |
S2 |
4,078.0 |
4,078.0 |
4,183.3 |
|
S3 |
3,965.0 |
4,028.0 |
4,172.9 |
|
S4 |
3,852.0 |
3,915.0 |
4,141.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,241.0 |
4,128.0 |
113.0 |
2.7% |
62.2 |
1.5% |
67% |
False |
False |
905,847 |
10 |
4,328.0 |
4,128.0 |
200.0 |
4.8% |
57.7 |
1.4% |
38% |
False |
False |
808,548 |
20 |
4,376.0 |
4,128.0 |
248.0 |
5.9% |
56.1 |
1.3% |
31% |
False |
False |
742,385 |
40 |
4,446.0 |
4,128.0 |
318.0 |
7.6% |
53.8 |
1.3% |
24% |
False |
False |
373,412 |
60 |
4,533.0 |
4,128.0 |
405.0 |
9.6% |
48.4 |
1.2% |
19% |
False |
False |
249,040 |
80 |
4,533.0 |
4,128.0 |
405.0 |
9.6% |
42.6 |
1.0% |
19% |
False |
False |
187,181 |
100 |
4,533.0 |
4,128.0 |
405.0 |
9.6% |
36.7 |
0.9% |
19% |
False |
False |
149,747 |
120 |
4,533.0 |
4,128.0 |
405.0 |
9.6% |
31.1 |
0.7% |
19% |
False |
False |
124,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,520.5 |
2.618 |
4,412.8 |
1.618 |
4,346.8 |
1.000 |
4,306.0 |
0.618 |
4,280.8 |
HIGH |
4,240.0 |
0.618 |
4,214.8 |
0.500 |
4,207.0 |
0.382 |
4,199.2 |
LOW |
4,174.0 |
0.618 |
4,133.2 |
1.000 |
4,108.0 |
1.618 |
4,067.2 |
2.618 |
4,001.2 |
4.250 |
3,893.5 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,207.0 |
4,197.3 |
PP |
4,206.0 |
4,190.7 |
S1 |
4,205.0 |
4,184.0 |
|