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 |
34,270 |
34,294 |
24 |
0.1% |
34,930 |
High |
34,358 |
34,294 |
-64 |
-0.2% |
35,083 |
Low |
34,040 |
33,815 |
-225 |
-0.7% |
34,211 |
Close |
34,273 |
33,875 |
-398 |
-1.2% |
34,232 |
Range |
318 |
479 |
161 |
50.6% |
872 |
ATR |
330 |
341 |
11 |
3.2% |
0 |
Volume |
169,719 |
182,086 |
12,367 |
7.3% |
849,306 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,432 |
35,132 |
34,139 |
|
R3 |
34,953 |
34,653 |
34,007 |
|
R2 |
34,474 |
34,474 |
33,963 |
|
R1 |
34,174 |
34,174 |
33,919 |
34,085 |
PP |
33,995 |
33,995 |
33,995 |
33,950 |
S1 |
33,695 |
33,695 |
33,831 |
33,606 |
S2 |
33,516 |
33,516 |
33,787 |
|
S3 |
33,037 |
33,216 |
33,743 |
|
S4 |
32,558 |
32,737 |
33,612 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,125 |
36,550 |
34,712 |
|
R3 |
36,253 |
35,678 |
34,472 |
|
R2 |
35,381 |
35,381 |
34,392 |
|
R1 |
34,806 |
34,806 |
34,312 |
34,658 |
PP |
34,509 |
34,509 |
34,509 |
34,434 |
S1 |
33,934 |
33,934 |
34,152 |
33,786 |
S2 |
33,637 |
33,637 |
34,072 |
|
S3 |
32,765 |
33,062 |
33,992 |
|
S4 |
31,893 |
32,190 |
33,753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,083 |
33,815 |
1,268 |
3.7% |
364 |
1.1% |
5% |
False |
True |
183,401 |
10 |
35,357 |
33,815 |
1,542 |
4.6% |
355 |
1.0% |
4% |
False |
True |
170,081 |
20 |
35,494 |
33,815 |
1,679 |
5.0% |
325 |
1.0% |
4% |
False |
True |
102,682 |
40 |
36,128 |
33,815 |
2,313 |
6.8% |
346 |
1.0% |
3% |
False |
True |
51,529 |
60 |
36,164 |
33,815 |
2,349 |
6.9% |
330 |
1.0% |
3% |
False |
True |
34,389 |
80 |
36,164 |
33,799 |
2,365 |
7.0% |
314 |
0.9% |
3% |
False |
False |
25,805 |
100 |
36,164 |
33,194 |
2,970 |
8.8% |
302 |
0.9% |
23% |
False |
False |
20,645 |
120 |
36,164 |
33,194 |
2,970 |
8.8% |
284 |
0.8% |
23% |
False |
False |
17,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,330 |
2.618 |
35,548 |
1.618 |
35,069 |
1.000 |
34,773 |
0.618 |
34,590 |
HIGH |
34,294 |
0.618 |
34,111 |
0.500 |
34,055 |
0.382 |
33,998 |
LOW |
33,815 |
0.618 |
33,519 |
1.000 |
33,336 |
1.618 |
33,040 |
2.618 |
32,561 |
4.250 |
31,779 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,055 |
34,118 |
PP |
33,995 |
34,037 |
S1 |
33,935 |
33,956 |
|