| 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 |
14,949.00 |
14,725.25 |
-223.75 |
-1.5% |
15,382.25 |
| High |
14,949.00 |
14,821.50 |
-127.50 |
-0.9% |
15,461.00 |
| Low |
14,666.25 |
14,586.00 |
-80.25 |
-0.5% |
14,836.25 |
| Close |
14,715.00 |
14,739.00 |
24.00 |
0.2% |
14,869.50 |
| Range |
282.75 |
235.50 |
-47.25 |
-16.7% |
624.75 |
| ATR |
236.94 |
236.84 |
-0.10 |
0.0% |
0.00 |
| Volume |
667,617 |
716,200 |
48,583 |
7.3% |
2,993,865 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,422.00 |
15,316.00 |
14,868.50 |
|
| R3 |
15,186.50 |
15,080.50 |
14,803.75 |
|
| R2 |
14,951.00 |
14,951.00 |
14,782.25 |
|
| R1 |
14,845.00 |
14,845.00 |
14,760.50 |
14,898.00 |
| PP |
14,715.50 |
14,715.50 |
14,715.50 |
14,742.00 |
| S1 |
14,609.50 |
14,609.50 |
14,717.50 |
14,662.50 |
| S2 |
14,480.00 |
14,480.00 |
14,695.75 |
|
| S3 |
14,244.50 |
14,374.00 |
14,674.25 |
|
| S4 |
14,009.00 |
14,138.50 |
14,609.50 |
|
|
| 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 |
15,149.00 |
14,586.00 |
563.00 |
3.8% |
238.25 |
1.6% |
27% |
False |
True |
655,894 |
| 10 |
15,719.75 |
14,586.00 |
1,133.75 |
7.7% |
237.00 |
1.6% |
13% |
False |
True |
630,355 |
| 20 |
15,855.50 |
14,586.00 |
1,269.50 |
8.6% |
215.00 |
1.5% |
12% |
False |
True |
426,550 |
| 40 |
15,989.50 |
14,586.00 |
1,403.50 |
9.5% |
248.50 |
1.7% |
11% |
False |
True |
214,500 |
| 60 |
16,264.25 |
14,586.00 |
1,678.25 |
11.4% |
240.00 |
1.6% |
9% |
False |
True |
143,521 |
| 80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.4% |
238.75 |
1.6% |
9% |
False |
True |
107,878 |
| 100 |
16,264.25 |
13,370.00 |
2,894.25 |
19.6% |
227.25 |
1.5% |
47% |
False |
False |
86,319 |
| 120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.6% |
208.50 |
1.4% |
52% |
False |
False |
71,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,822.50 |
|
2.618 |
15,438.00 |
|
1.618 |
15,202.50 |
|
1.000 |
15,057.00 |
|
0.618 |
14,967.00 |
|
HIGH |
14,821.50 |
|
0.618 |
14,731.50 |
|
0.500 |
14,703.75 |
|
0.382 |
14,676.00 |
|
LOW |
14,586.00 |
|
0.618 |
14,440.50 |
|
1.000 |
14,350.50 |
|
1.618 |
14,205.00 |
|
2.618 |
13,969.50 |
|
4.250 |
13,585.00 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,727.25 |
14,771.00 |
| PP |
14,715.50 |
14,760.25 |
| S1 |
14,703.75 |
14,749.50 |
|