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 |
14,725.25 |
14,772.50 |
47.25 |
0.3% |
15,382.25 |
High |
14,821.50 |
14,947.50 |
126.00 |
0.9% |
15,461.00 |
Low |
14,586.00 |
14,658.00 |
72.00 |
0.5% |
14,836.25 |
Close |
14,739.00 |
14,859.75 |
120.75 |
0.8% |
14,869.50 |
Range |
235.50 |
289.50 |
54.00 |
22.9% |
624.75 |
ATR |
236.84 |
240.60 |
3.76 |
1.6% |
0.00 |
Volume |
716,200 |
734,472 |
18,272 |
2.6% |
2,993,865 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,690.25 |
15,564.50 |
15,019.00 |
|
R3 |
15,400.75 |
15,275.00 |
14,939.25 |
|
R2 |
15,111.25 |
15,111.25 |
14,912.75 |
|
R1 |
14,985.50 |
14,985.50 |
14,886.25 |
15,048.50 |
PP |
14,821.75 |
14,821.75 |
14,821.75 |
14,853.25 |
S1 |
14,696.00 |
14,696.00 |
14,833.25 |
14,759.00 |
S2 |
14,532.25 |
14,532.25 |
14,806.75 |
|
S3 |
14,242.75 |
14,406.50 |
14,780.25 |
|
S4 |
13,953.25 |
14,117.00 |
14,700.50 |
|
|
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 |
15,027.50 |
14,586.00 |
441.50 |
3.0% |
234.50 |
1.6% |
62% |
False |
False |
662,240 |
10 |
15,719.75 |
14,586.00 |
1,133.75 |
7.6% |
247.75 |
1.7% |
24% |
False |
False |
638,977 |
20 |
15,855.50 |
14,586.00 |
1,269.50 |
8.5% |
221.50 |
1.5% |
22% |
False |
False |
463,137 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.5% |
246.50 |
1.7% |
22% |
False |
False |
232,805 |
60 |
16,264.25 |
14,586.00 |
1,678.25 |
11.3% |
242.00 |
1.6% |
16% |
False |
False |
155,745 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.3% |
240.25 |
1.6% |
16% |
False |
False |
117,058 |
100 |
16,264.25 |
13,508.00 |
2,756.25 |
18.5% |
227.75 |
1.5% |
49% |
False |
False |
93,664 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.4% |
210.75 |
1.4% |
56% |
False |
False |
78,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,178.00 |
2.618 |
15,705.50 |
1.618 |
15,416.00 |
1.000 |
15,237.00 |
0.618 |
15,126.50 |
HIGH |
14,947.50 |
0.618 |
14,837.00 |
0.500 |
14,802.75 |
0.382 |
14,768.50 |
LOW |
14,658.00 |
0.618 |
14,479.00 |
1.000 |
14,368.50 |
1.618 |
14,189.50 |
2.618 |
13,900.00 |
4.250 |
13,427.50 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,840.75 |
14,829.00 |
PP |
14,821.75 |
14,798.25 |
S1 |
14,802.75 |
14,767.50 |
|