| 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 |
14,854.50 |
14,880.25 |
25.75 |
0.2% |
15,382.25 |
| High |
15,027.50 |
14,955.75 |
-71.75 |
-0.5% |
15,461.00 |
| Low |
14,836.25 |
14,782.25 |
-54.00 |
-0.4% |
14,836.25 |
| Close |
14,869.50 |
14,935.25 |
65.75 |
0.4% |
14,869.50 |
| Range |
191.25 |
173.50 |
-17.75 |
-9.3% |
624.75 |
| ATR |
238.03 |
233.42 |
-4.61 |
-1.9% |
0.00 |
| Volume |
624,056 |
568,859 |
-55,197 |
-8.8% |
2,993,865 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,411.50 |
15,347.00 |
15,030.75 |
|
| R3 |
15,238.00 |
15,173.50 |
14,983.00 |
|
| R2 |
15,064.50 |
15,064.50 |
14,967.00 |
|
| R1 |
15,000.00 |
15,000.00 |
14,951.25 |
15,032.25 |
| PP |
14,891.00 |
14,891.00 |
14,891.00 |
14,907.25 |
| S1 |
14,826.50 |
14,826.50 |
14,919.25 |
14,858.75 |
| S2 |
14,717.50 |
14,717.50 |
14,903.50 |
|
| S3 |
14,544.00 |
14,653.00 |
14,887.50 |
|
| S4 |
14,370.50 |
14,479.50 |
14,839.75 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,929.75 |
16,524.50 |
15,213.00 |
|
| R3 |
16,305.00 |
15,899.75 |
15,041.25 |
|
| R2 |
15,680.25 |
15,680.25 |
14,984.00 |
|
| R1 |
15,275.00 |
15,275.00 |
14,926.75 |
15,165.25 |
| PP |
15,055.50 |
15,055.50 |
15,055.50 |
15,000.75 |
| S1 |
14,650.25 |
14,650.25 |
14,812.25 |
14,540.50 |
| S2 |
14,430.75 |
14,430.75 |
14,755.00 |
|
| S3 |
13,806.00 |
14,025.50 |
14,697.75 |
|
| S4 |
13,181.25 |
13,400.75 |
14,526.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,442.25 |
14,782.25 |
660.00 |
4.4% |
235.25 |
1.6% |
23% |
False |
True |
610,595 |
| 10 |
15,719.75 |
14,782.25 |
937.50 |
6.3% |
226.25 |
1.5% |
16% |
False |
True |
631,600 |
| 20 |
15,855.50 |
14,782.25 |
1,073.25 |
7.2% |
215.75 |
1.4% |
14% |
False |
True |
357,612 |
| 40 |
16,117.00 |
14,782.25 |
1,334.75 |
8.9% |
242.75 |
1.6% |
11% |
False |
True |
179,956 |
| 60 |
16,264.25 |
14,782.25 |
1,482.00 |
9.9% |
237.50 |
1.6% |
10% |
False |
True |
120,533 |
| 80 |
16,264.25 |
14,596.75 |
1,667.50 |
11.2% |
237.25 |
1.6% |
20% |
False |
False |
90,586 |
| 100 |
16,264.25 |
13,303.00 |
2,961.25 |
19.8% |
225.00 |
1.5% |
55% |
False |
False |
72,481 |
| 120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.3% |
206.25 |
1.4% |
58% |
False |
False |
60,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,693.00 |
|
2.618 |
15,410.00 |
|
1.618 |
15,236.50 |
|
1.000 |
15,129.25 |
|
0.618 |
15,063.00 |
|
HIGH |
14,955.75 |
|
0.618 |
14,889.50 |
|
0.500 |
14,869.00 |
|
0.382 |
14,848.50 |
|
LOW |
14,782.25 |
|
0.618 |
14,675.00 |
|
1.000 |
14,608.75 |
|
1.618 |
14,501.50 |
|
2.618 |
14,328.00 |
|
4.250 |
14,045.00 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,913.25 |
14,965.50 |
| PP |
14,891.00 |
14,955.50 |
| S1 |
14,869.00 |
14,945.50 |
|