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 |
4,323.25 |
4,342.00 |
18.75 |
0.4% |
4,365.00 |
High |
4,355.75 |
4,371.25 |
15.50 |
0.4% |
4,383.50 |
Low |
4,301.00 |
4,311.00 |
10.00 |
0.2% |
4,277.00 |
Close |
4,337.50 |
4,325.50 |
-12.00 |
-0.3% |
4,325.50 |
Range |
54.75 |
60.25 |
5.50 |
10.0% |
106.50 |
ATR |
51.82 |
52.42 |
0.60 |
1.2% |
0.00 |
Volume |
2,012,088 |
2,106,053 |
93,965 |
4.7% |
9,403,697 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,516.75 |
4,481.25 |
4,358.75 |
|
R3 |
4,456.50 |
4,421.00 |
4,342.00 |
|
R2 |
4,396.25 |
4,396.25 |
4,336.50 |
|
R1 |
4,360.75 |
4,360.75 |
4,331.00 |
4,348.50 |
PP |
4,336.00 |
4,336.00 |
4,336.00 |
4,329.75 |
S1 |
4,300.50 |
4,300.50 |
4,320.00 |
4,288.00 |
S2 |
4,275.75 |
4,275.75 |
4,314.50 |
|
S3 |
4,215.50 |
4,240.25 |
4,309.00 |
|
S4 |
4,155.25 |
4,180.00 |
4,292.25 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,648.25 |
4,593.25 |
4,384.00 |
|
R3 |
4,541.75 |
4,486.75 |
4,354.75 |
|
R2 |
4,435.25 |
4,435.25 |
4,345.00 |
|
R1 |
4,380.25 |
4,380.25 |
4,335.25 |
4,354.50 |
PP |
4,328.75 |
4,328.75 |
4,328.75 |
4,315.75 |
S1 |
4,273.75 |
4,273.75 |
4,315.75 |
4,248.00 |
S2 |
4,222.25 |
4,222.25 |
4,306.00 |
|
S3 |
4,115.75 |
4,167.25 |
4,296.25 |
|
S4 |
4,009.25 |
4,060.75 |
4,267.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,383.50 |
4,277.00 |
106.50 |
2.5% |
59.25 |
1.4% |
46% |
False |
False |
1,880,739 |
10 |
4,514.50 |
4,277.00 |
237.50 |
5.5% |
55.75 |
1.3% |
20% |
False |
False |
1,719,922 |
20 |
4,597.50 |
4,277.00 |
320.50 |
7.4% |
48.75 |
1.1% |
15% |
False |
False |
1,376,715 |
40 |
4,611.00 |
4,277.00 |
334.00 |
7.7% |
52.25 |
1.2% |
15% |
False |
False |
691,314 |
60 |
4,685.50 |
4,277.00 |
408.50 |
9.4% |
48.50 |
1.1% |
12% |
False |
False |
461,691 |
80 |
4,685.50 |
4,277.00 |
408.50 |
9.4% |
47.00 |
1.1% |
12% |
False |
False |
346,679 |
100 |
4,685.50 |
4,185.75 |
499.75 |
11.6% |
46.50 |
1.1% |
28% |
False |
False |
277,466 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.8% |
46.50 |
1.1% |
35% |
False |
False |
231,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,627.25 |
2.618 |
4,529.00 |
1.618 |
4,468.75 |
1.000 |
4,431.50 |
0.618 |
4,408.50 |
HIGH |
4,371.25 |
0.618 |
4,348.25 |
0.500 |
4,341.00 |
0.382 |
4,334.00 |
LOW |
4,311.00 |
0.618 |
4,273.75 |
1.000 |
4,250.75 |
1.618 |
4,213.50 |
2.618 |
4,153.25 |
4.250 |
4,055.00 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,341.00 |
4,325.00 |
PP |
4,336.00 |
4,324.50 |
S1 |
4,330.75 |
4,324.00 |
|