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 |
34,294 |
33,920 |
-374 |
-1.1% |
34,930 |
High |
34,294 |
34,012 |
-282 |
-0.8% |
35,083 |
Low |
33,815 |
33,544 |
-271 |
-0.8% |
34,211 |
Close |
33,875 |
33,791 |
-84 |
-0.2% |
34,232 |
Range |
479 |
468 |
-11 |
-2.3% |
872 |
ATR |
341 |
350 |
9 |
2.7% |
0 |
Volume |
182,086 |
207,623 |
25,537 |
14.0% |
849,306 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,186 |
34,957 |
34,049 |
|
R3 |
34,718 |
34,489 |
33,920 |
|
R2 |
34,250 |
34,250 |
33,877 |
|
R1 |
34,021 |
34,021 |
33,834 |
33,902 |
PP |
33,782 |
33,782 |
33,782 |
33,723 |
S1 |
33,553 |
33,553 |
33,748 |
33,434 |
S2 |
33,314 |
33,314 |
33,705 |
|
S3 |
32,846 |
33,085 |
33,662 |
|
S4 |
32,378 |
32,617 |
33,534 |
|
|
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 |
34,746 |
33,544 |
1,202 |
3.6% |
384 |
1.1% |
21% |
False |
True |
189,199 |
10 |
35,357 |
33,544 |
1,813 |
5.4% |
374 |
1.1% |
14% |
False |
True |
176,082 |
20 |
35,494 |
33,544 |
1,950 |
5.8% |
330 |
1.0% |
13% |
False |
True |
113,044 |
40 |
36,060 |
33,544 |
2,516 |
7.4% |
353 |
1.0% |
10% |
False |
True |
56,718 |
60 |
36,164 |
33,544 |
2,620 |
7.8% |
335 |
1.0% |
9% |
False |
True |
37,849 |
80 |
36,164 |
33,544 |
2,620 |
7.8% |
312 |
0.9% |
9% |
False |
True |
28,400 |
100 |
36,164 |
33,194 |
2,970 |
8.8% |
302 |
0.9% |
20% |
False |
False |
22,721 |
120 |
36,164 |
33,194 |
2,970 |
8.8% |
287 |
0.8% |
20% |
False |
False |
18,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,001 |
2.618 |
35,237 |
1.618 |
34,769 |
1.000 |
34,480 |
0.618 |
34,301 |
HIGH |
34,012 |
0.618 |
33,833 |
0.500 |
33,778 |
0.382 |
33,723 |
LOW |
33,544 |
0.618 |
33,255 |
1.000 |
33,076 |
1.618 |
32,787 |
2.618 |
32,319 |
4.250 |
31,555 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
33,787 |
33,951 |
PP |
33,782 |
33,898 |
S1 |
33,778 |
33,844 |
|