Trading Metrics calculated at close of trading on 27-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,382.00 |
4,320.25 |
-61.75 |
-1.4% |
4,499.50 |
High |
4,382.00 |
4,336.50 |
-45.50 |
-1.0% |
4,514.50 |
Low |
4,305.50 |
4,277.00 |
-28.50 |
-0.7% |
4,357.25 |
Close |
4,314.75 |
4,313.50 |
-1.25 |
0.0% |
4,361.00 |
Range |
76.50 |
59.50 |
-17.00 |
-22.2% |
157.25 |
ATR |
50.98 |
51.59 |
0.61 |
1.2% |
0.00 |
Volume |
1,758,048 |
1,965,913 |
207,865 |
11.8% |
7,795,528 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,487.50 |
4,460.00 |
4,346.25 |
|
R3 |
4,428.00 |
4,400.50 |
4,329.75 |
|
R2 |
4,368.50 |
4,368.50 |
4,324.50 |
|
R1 |
4,341.00 |
4,341.00 |
4,319.00 |
4,325.00 |
PP |
4,309.00 |
4,309.00 |
4,309.00 |
4,301.00 |
S1 |
4,281.50 |
4,281.50 |
4,308.00 |
4,265.50 |
S2 |
4,249.50 |
4,249.50 |
4,302.50 |
|
S3 |
4,190.00 |
4,222.00 |
4,297.25 |
|
S4 |
4,130.50 |
4,162.50 |
4,280.75 |
|
|
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 |
4,447.00 |
4,277.00 |
170.00 |
3.9% |
60.75 |
1.4% |
21% |
False |
True |
1,804,154 |
10 |
4,566.00 |
4,277.00 |
289.00 |
6.7% |
55.75 |
1.3% |
13% |
False |
True |
1,654,804 |
20 |
4,597.50 |
4,277.00 |
320.50 |
7.4% |
46.25 |
1.1% |
11% |
False |
True |
1,172,177 |
40 |
4,644.75 |
4,277.00 |
367.75 |
8.5% |
52.25 |
1.2% |
10% |
False |
True |
588,575 |
60 |
4,685.50 |
4,277.00 |
408.50 |
9.5% |
48.00 |
1.1% |
9% |
False |
True |
393,124 |
80 |
4,685.50 |
4,277.00 |
408.50 |
9.5% |
46.25 |
1.1% |
9% |
False |
True |
295,225 |
100 |
4,685.50 |
4,158.00 |
527.50 |
12.2% |
46.50 |
1.1% |
29% |
False |
False |
236,293 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.9% |
46.00 |
1.1% |
33% |
False |
False |
196,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,589.50 |
2.618 |
4,492.25 |
1.618 |
4,432.75 |
1.000 |
4,396.00 |
0.618 |
4,373.25 |
HIGH |
4,336.50 |
0.618 |
4,313.75 |
0.500 |
4,306.75 |
0.382 |
4,299.75 |
LOW |
4,277.00 |
0.618 |
4,240.25 |
1.000 |
4,217.50 |
1.618 |
4,180.75 |
2.618 |
4,121.25 |
4.250 |
4,024.00 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,311.25 |
4,330.25 |
PP |
4,309.00 |
4,324.75 |
S1 |
4,306.75 |
4,319.00 |
|