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 |
33,920 |
33,864 |
-56 |
-0.2% |
34,930 |
High |
34,012 |
34,010 |
-2 |
0.0% |
35,083 |
Low |
33,544 |
33,693 |
149 |
0.4% |
34,211 |
Close |
33,791 |
33,892 |
101 |
0.3% |
34,232 |
Range |
468 |
317 |
-151 |
-32.3% |
872 |
ATR |
350 |
348 |
-2 |
-0.7% |
0 |
Volume |
207,623 |
217,709 |
10,086 |
4.9% |
849,306 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,816 |
34,671 |
34,066 |
|
R3 |
34,499 |
34,354 |
33,979 |
|
R2 |
34,182 |
34,182 |
33,950 |
|
R1 |
34,037 |
34,037 |
33,921 |
34,110 |
PP |
33,865 |
33,865 |
33,865 |
33,901 |
S1 |
33,720 |
33,720 |
33,863 |
33,793 |
S2 |
33,548 |
33,548 |
33,834 |
|
S3 |
33,231 |
33,403 |
33,805 |
|
S4 |
32,914 |
33,086 |
33,718 |
|
|
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 |
34,421 |
33,544 |
877 |
2.6% |
359 |
1.1% |
40% |
False |
False |
190,128 |
10 |
35,357 |
33,544 |
1,813 |
5.3% |
365 |
1.1% |
19% |
False |
False |
179,965 |
20 |
35,494 |
33,544 |
1,950 |
5.8% |
334 |
1.0% |
18% |
False |
False |
123,899 |
40 |
35,978 |
33,544 |
2,434 |
7.2% |
351 |
1.0% |
14% |
False |
False |
62,152 |
60 |
36,164 |
33,544 |
2,620 |
7.7% |
337 |
1.0% |
13% |
False |
False |
41,477 |
80 |
36,164 |
33,544 |
2,620 |
7.7% |
313 |
0.9% |
13% |
False |
False |
31,122 |
100 |
36,164 |
33,194 |
2,970 |
8.8% |
300 |
0.9% |
24% |
False |
False |
24,898 |
120 |
36,164 |
33,194 |
2,970 |
8.8% |
289 |
0.9% |
24% |
False |
False |
20,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,357 |
2.618 |
34,840 |
1.618 |
34,523 |
1.000 |
34,327 |
0.618 |
34,206 |
HIGH |
34,010 |
0.618 |
33,889 |
0.500 |
33,852 |
0.382 |
33,814 |
LOW |
33,693 |
0.618 |
33,497 |
1.000 |
33,376 |
1.618 |
33,180 |
2.618 |
32,863 |
4.250 |
32,346 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
33,879 |
33,919 |
PP |
33,865 |
33,910 |
S1 |
33,852 |
33,901 |
|