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 |
14,880.25 |
14,949.00 |
68.75 |
0.5% |
15,382.25 |
High |
14,955.75 |
14,949.00 |
-6.75 |
0.0% |
15,461.00 |
Low |
14,782.25 |
14,666.25 |
-116.00 |
-0.8% |
14,836.25 |
Close |
14,935.25 |
14,715.00 |
-220.25 |
-1.5% |
14,869.50 |
Range |
173.50 |
282.75 |
109.25 |
63.0% |
624.75 |
ATR |
233.42 |
236.94 |
3.52 |
1.5% |
0.00 |
Volume |
568,859 |
667,617 |
98,758 |
17.4% |
2,993,865 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,625.00 |
15,452.75 |
14,870.50 |
|
R3 |
15,342.25 |
15,170.00 |
14,792.75 |
|
R2 |
15,059.50 |
15,059.50 |
14,766.75 |
|
R1 |
14,887.25 |
14,887.25 |
14,741.00 |
14,832.00 |
PP |
14,776.75 |
14,776.75 |
14,776.75 |
14,749.00 |
S1 |
14,604.50 |
14,604.50 |
14,689.00 |
14,549.25 |
S2 |
14,494.00 |
14,494.00 |
14,663.25 |
|
S3 |
14,211.25 |
14,321.75 |
14,637.25 |
|
S4 |
13,928.50 |
14,039.00 |
14,559.50 |
|
|
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 |
15,436.25 |
14,666.25 |
770.00 |
5.2% |
253.00 |
1.7% |
6% |
False |
True |
633,706 |
10 |
15,719.75 |
14,666.25 |
1,053.50 |
7.2% |
235.00 |
1.6% |
5% |
False |
True |
634,009 |
20 |
15,855.50 |
14,666.25 |
1,189.25 |
8.1% |
222.50 |
1.5% |
4% |
False |
True |
390,915 |
40 |
16,088.75 |
14,666.25 |
1,422.50 |
9.7% |
246.75 |
1.7% |
3% |
False |
True |
196,612 |
60 |
16,264.25 |
14,666.25 |
1,598.00 |
10.9% |
237.50 |
1.6% |
3% |
False |
True |
131,600 |
80 |
16,264.25 |
14,612.75 |
1,651.50 |
11.2% |
237.50 |
1.6% |
6% |
False |
False |
98,930 |
100 |
16,264.25 |
13,303.00 |
2,961.25 |
20.1% |
226.00 |
1.5% |
48% |
False |
False |
79,157 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.6% |
208.25 |
1.4% |
51% |
False |
False |
65,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,150.75 |
2.618 |
15,689.25 |
1.618 |
15,406.50 |
1.000 |
15,231.75 |
0.618 |
15,123.75 |
HIGH |
14,949.00 |
0.618 |
14,841.00 |
0.500 |
14,807.50 |
0.382 |
14,774.25 |
LOW |
14,666.25 |
0.618 |
14,491.50 |
1.000 |
14,383.50 |
1.618 |
14,208.75 |
2.618 |
13,926.00 |
4.250 |
13,464.50 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,807.50 |
14,847.00 |
PP |
14,776.75 |
14,803.00 |
S1 |
14,746.00 |
14,759.00 |
|