Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
33,864 |
33,939 |
75 |
0.2% |
34,270 |
High |
34,010 |
34,127 |
117 |
0.3% |
34,358 |
Low |
33,693 |
33,623 |
-70 |
-0.2% |
33,544 |
Close |
33,892 |
33,725 |
-167 |
-0.5% |
33,725 |
Range |
317 |
504 |
187 |
59.0% |
814 |
ATR |
348 |
359 |
11 |
3.2% |
0 |
Volume |
217,709 |
241,693 |
23,984 |
11.0% |
1,018,830 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,337 |
35,035 |
34,002 |
|
R3 |
34,833 |
34,531 |
33,864 |
|
R2 |
34,329 |
34,329 |
33,818 |
|
R1 |
34,027 |
34,027 |
33,771 |
33,926 |
PP |
33,825 |
33,825 |
33,825 |
33,775 |
S1 |
33,523 |
33,523 |
33,679 |
33,422 |
S2 |
33,321 |
33,321 |
33,633 |
|
S3 |
32,817 |
33,019 |
33,587 |
|
S4 |
32,313 |
32,515 |
33,448 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,318 |
35,835 |
34,173 |
|
R3 |
35,504 |
35,021 |
33,949 |
|
R2 |
34,690 |
34,690 |
33,874 |
|
R1 |
34,207 |
34,207 |
33,800 |
34,042 |
PP |
33,876 |
33,876 |
33,876 |
33,793 |
S1 |
33,393 |
33,393 |
33,651 |
33,228 |
S2 |
33,062 |
33,062 |
33,576 |
|
S3 |
32,248 |
32,579 |
33,501 |
|
S4 |
31,434 |
31,765 |
33,277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,358 |
33,544 |
814 |
2.4% |
417 |
1.2% |
22% |
False |
False |
203,766 |
10 |
35,083 |
33,544 |
1,539 |
4.6% |
368 |
1.1% |
12% |
False |
False |
186,813 |
20 |
35,357 |
33,544 |
1,813 |
5.4% |
339 |
1.0% |
10% |
False |
False |
135,965 |
40 |
35,978 |
33,544 |
2,434 |
7.2% |
357 |
1.1% |
7% |
False |
False |
68,186 |
60 |
36,164 |
33,544 |
2,620 |
7.8% |
337 |
1.0% |
7% |
False |
False |
45,503 |
80 |
36,164 |
33,544 |
2,620 |
7.8% |
318 |
0.9% |
7% |
False |
False |
34,143 |
100 |
36,164 |
33,194 |
2,970 |
8.8% |
304 |
0.9% |
18% |
False |
False |
27,315 |
120 |
36,164 |
33,194 |
2,970 |
8.8% |
292 |
0.9% |
18% |
False |
False |
22,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,269 |
2.618 |
35,447 |
1.618 |
34,943 |
1.000 |
34,631 |
0.618 |
34,439 |
HIGH |
34,127 |
0.618 |
33,935 |
0.500 |
33,875 |
0.382 |
33,816 |
LOW |
33,623 |
0.618 |
33,312 |
1.000 |
33,119 |
1.618 |
32,808 |
2.618 |
32,304 |
4.250 |
31,481 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
33,875 |
33,836 |
PP |
33,825 |
33,799 |
S1 |
33,775 |
33,762 |
|