Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,365.00 |
4,382.00 |
17.00 |
0.4% |
4,499.50 |
High |
4,383.50 |
4,382.00 |
-1.50 |
0.0% |
4,514.50 |
Low |
4,338.25 |
4,305.50 |
-32.75 |
-0.8% |
4,357.25 |
Close |
4,378.75 |
4,314.75 |
-64.00 |
-1.5% |
4,361.00 |
Range |
45.25 |
76.50 |
31.25 |
69.1% |
157.25 |
ATR |
49.02 |
50.98 |
1.96 |
4.0% |
0.00 |
Volume |
1,561,595 |
1,758,048 |
196,453 |
12.6% |
7,795,528 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.50 |
4,515.75 |
4,356.75 |
|
R3 |
4,487.00 |
4,439.25 |
4,335.75 |
|
R2 |
4,410.50 |
4,410.50 |
4,328.75 |
|
R1 |
4,362.75 |
4,362.75 |
4,321.75 |
4,348.50 |
PP |
4,334.00 |
4,334.00 |
4,334.00 |
4,327.00 |
S1 |
4,286.25 |
4,286.25 |
4,307.75 |
4,272.00 |
S2 |
4,257.50 |
4,257.50 |
4,300.75 |
|
S3 |
4,181.00 |
4,209.75 |
4,293.75 |
|
S4 |
4,104.50 |
4,133.25 |
4,272.75 |
|
|
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 |
4,508.00 |
4,305.50 |
202.50 |
4.7% |
61.75 |
1.4% |
5% |
False |
True |
1,707,412 |
10 |
4,566.00 |
4,305.50 |
260.50 |
6.0% |
53.50 |
1.2% |
4% |
False |
True |
1,635,528 |
20 |
4,597.50 |
4,305.50 |
292.00 |
6.8% |
47.00 |
1.1% |
3% |
False |
True |
1,074,374 |
40 |
4,673.50 |
4,305.50 |
368.00 |
8.5% |
51.50 |
1.2% |
3% |
False |
True |
539,518 |
60 |
4,685.50 |
4,305.50 |
380.00 |
8.8% |
47.25 |
1.1% |
2% |
False |
True |
360,372 |
80 |
4,685.50 |
4,305.50 |
380.00 |
8.8% |
46.25 |
1.1% |
2% |
False |
True |
270,663 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.9% |
46.50 |
1.1% |
33% |
False |
False |
216,635 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.9% |
45.75 |
1.1% |
33% |
False |
False |
180,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,707.00 |
2.618 |
4,582.25 |
1.618 |
4,505.75 |
1.000 |
4,458.50 |
0.618 |
4,429.25 |
HIGH |
4,382.00 |
0.618 |
4,352.75 |
0.500 |
4,343.75 |
0.382 |
4,334.75 |
LOW |
4,305.50 |
0.618 |
4,258.25 |
1.000 |
4,229.00 |
1.618 |
4,181.75 |
2.618 |
4,105.25 |
4.250 |
3,980.50 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,343.75 |
4,352.25 |
PP |
4,334.00 |
4,339.75 |
S1 |
4,324.50 |
4,327.25 |
|