Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,370.25 |
4,365.00 |
-5.25 |
-0.1% |
4,499.50 |
High |
4,399.00 |
4,383.50 |
-15.50 |
-0.4% |
4,514.50 |
Low |
4,357.25 |
4,338.25 |
-19.00 |
-0.4% |
4,357.25 |
Close |
4,361.00 |
4,378.75 |
17.75 |
0.4% |
4,361.00 |
Range |
41.75 |
45.25 |
3.50 |
8.4% |
157.25 |
ATR |
49.31 |
49.02 |
-0.29 |
-0.6% |
0.00 |
Volume |
1,736,576 |
1,561,595 |
-174,981 |
-10.1% |
7,795,528 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,502.50 |
4,486.00 |
4,403.75 |
|
R3 |
4,457.25 |
4,440.75 |
4,391.25 |
|
R2 |
4,412.00 |
4,412.00 |
4,387.00 |
|
R1 |
4,395.50 |
4,395.50 |
4,383.00 |
4,403.75 |
PP |
4,366.75 |
4,366.75 |
4,366.75 |
4,371.00 |
S1 |
4,350.25 |
4,350.25 |
4,374.50 |
4,358.50 |
S2 |
4,321.50 |
4,321.50 |
4,370.50 |
|
S3 |
4,276.25 |
4,305.00 |
4,366.25 |
|
S4 |
4,231.00 |
4,259.75 |
4,353.75 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,882.75 |
4,779.00 |
4,447.50 |
|
R3 |
4,725.50 |
4,621.75 |
4,404.25 |
|
R2 |
4,568.25 |
4,568.25 |
4,389.75 |
|
R1 |
4,464.50 |
4,464.50 |
4,375.50 |
4,437.75 |
PP |
4,411.00 |
4,411.00 |
4,411.00 |
4,397.50 |
S1 |
4,307.25 |
4,307.25 |
4,346.50 |
4,280.50 |
S2 |
4,253.75 |
4,253.75 |
4,332.25 |
|
S3 |
4,096.50 |
4,150.00 |
4,317.75 |
|
S4 |
3,939.25 |
3,992.75 |
4,274.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,509.50 |
4,338.25 |
171.25 |
3.9% |
56.00 |
1.3% |
24% |
False |
True |
1,640,393 |
10 |
4,566.00 |
4,338.25 |
227.75 |
5.2% |
49.00 |
1.1% |
18% |
False |
True |
1,646,821 |
20 |
4,597.50 |
4,338.25 |
259.25 |
5.9% |
45.00 |
1.0% |
16% |
False |
True |
986,683 |
40 |
4,673.50 |
4,338.25 |
335.25 |
7.7% |
50.00 |
1.1% |
12% |
False |
True |
495,603 |
60 |
4,685.50 |
4,338.25 |
347.25 |
7.9% |
47.25 |
1.1% |
12% |
False |
True |
331,112 |
80 |
4,685.50 |
4,261.50 |
424.00 |
9.7% |
46.25 |
1.1% |
28% |
False |
False |
248,700 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.7% |
46.25 |
1.1% |
45% |
False |
False |
199,056 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.7% |
45.25 |
1.0% |
45% |
False |
False |
165,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,575.75 |
2.618 |
4,502.00 |
1.618 |
4,456.75 |
1.000 |
4,428.75 |
0.618 |
4,411.50 |
HIGH |
4,383.50 |
0.618 |
4,366.25 |
0.500 |
4,361.00 |
0.382 |
4,355.50 |
LOW |
4,338.25 |
0.618 |
4,310.25 |
1.000 |
4,293.00 |
1.618 |
4,265.00 |
2.618 |
4,219.75 |
4.250 |
4,146.00 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,372.75 |
4,392.50 |
PP |
4,366.75 |
4,388.00 |
S1 |
4,361.00 |
4,383.50 |
|