Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,320.25 |
4,323.25 |
3.00 |
0.1% |
4,499.50 |
High |
4,336.50 |
4,355.75 |
19.25 |
0.4% |
4,514.50 |
Low |
4,277.00 |
4,301.00 |
24.00 |
0.6% |
4,357.25 |
Close |
4,313.50 |
4,337.50 |
24.00 |
0.6% |
4,361.00 |
Range |
59.50 |
54.75 |
-4.75 |
-8.0% |
157.25 |
ATR |
51.59 |
51.82 |
0.23 |
0.4% |
0.00 |
Volume |
1,965,913 |
2,012,088 |
46,175 |
2.3% |
7,795,528 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,495.75 |
4,471.25 |
4,367.50 |
|
R3 |
4,441.00 |
4,416.50 |
4,352.50 |
|
R2 |
4,386.25 |
4,386.25 |
4,347.50 |
|
R1 |
4,361.75 |
4,361.75 |
4,342.50 |
4,374.00 |
PP |
4,331.50 |
4,331.50 |
4,331.50 |
4,337.50 |
S1 |
4,307.00 |
4,307.00 |
4,332.50 |
4,319.25 |
S2 |
4,276.75 |
4,276.75 |
4,327.50 |
|
S3 |
4,222.00 |
4,252.25 |
4,322.50 |
|
S4 |
4,167.25 |
4,197.50 |
4,307.50 |
|
|
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 |
4,399.00 |
4,277.00 |
122.00 |
2.8% |
55.50 |
1.3% |
50% |
False |
False |
1,806,844 |
10 |
4,566.00 |
4,277.00 |
289.00 |
6.7% |
57.00 |
1.3% |
21% |
False |
False |
1,691,913 |
20 |
4,597.50 |
4,277.00 |
320.50 |
7.4% |
47.25 |
1.1% |
19% |
False |
False |
1,272,059 |
40 |
4,611.00 |
4,277.00 |
334.00 |
7.7% |
51.75 |
1.2% |
18% |
False |
False |
638,797 |
60 |
4,685.50 |
4,277.00 |
408.50 |
9.4% |
48.50 |
1.1% |
15% |
False |
False |
426,634 |
80 |
4,685.50 |
4,277.00 |
408.50 |
9.4% |
46.50 |
1.1% |
15% |
False |
False |
320,369 |
100 |
4,685.50 |
4,185.75 |
499.75 |
11.5% |
46.25 |
1.1% |
30% |
False |
False |
256,406 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.8% |
46.25 |
1.1% |
37% |
False |
False |
213,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,588.50 |
2.618 |
4,499.00 |
1.618 |
4,444.25 |
1.000 |
4,410.50 |
0.618 |
4,389.50 |
HIGH |
4,355.75 |
0.618 |
4,334.75 |
0.500 |
4,328.50 |
0.382 |
4,322.00 |
LOW |
4,301.00 |
0.618 |
4,267.25 |
1.000 |
4,246.25 |
1.618 |
4,212.50 |
2.618 |
4,157.75 |
4.250 |
4,068.25 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,334.50 |
4,334.75 |
PP |
4,331.50 |
4,332.25 |
S1 |
4,328.50 |
4,329.50 |
|