Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,626.0 |
15,643.0 |
17.0 |
0.1% |
16,051.0 |
High |
15,735.0 |
15,715.0 |
-20.0 |
-0.1% |
16,063.0 |
Low |
15,596.0 |
15,467.0 |
-129.0 |
-0.8% |
15,596.0 |
Close |
15,707.0 |
15,535.0 |
-172.0 |
-1.1% |
15,707.0 |
Range |
139.0 |
248.0 |
109.0 |
78.4% |
467.0 |
ATR |
167.6 |
173.3 |
5.7 |
3.4% |
0.0 |
Volume |
64,630 |
65,397 |
767 |
1.2% |
302,686 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,316.3 |
16,173.7 |
15,671.4 |
|
R3 |
16,068.3 |
15,925.7 |
15,603.2 |
|
R2 |
15,820.3 |
15,820.3 |
15,580.5 |
|
R1 |
15,677.7 |
15,677.7 |
15,557.7 |
15,625.0 |
PP |
15,572.3 |
15,572.3 |
15,572.3 |
15,546.0 |
S1 |
15,429.7 |
15,429.7 |
15,512.3 |
15,377.0 |
S2 |
15,324.3 |
15,324.3 |
15,489.5 |
|
S3 |
15,076.3 |
15,181.7 |
15,466.8 |
|
S4 |
14,828.3 |
14,933.7 |
15,398.6 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,189.7 |
16,915.3 |
15,963.9 |
|
R3 |
16,722.7 |
16,448.3 |
15,835.4 |
|
R2 |
16,255.7 |
16,255.7 |
15,792.6 |
|
R1 |
15,981.3 |
15,981.3 |
15,749.8 |
15,885.0 |
PP |
15,788.7 |
15,788.7 |
15,788.7 |
15,740.5 |
S1 |
15,514.3 |
15,514.3 |
15,664.2 |
15,418.0 |
S2 |
15,321.7 |
15,321.7 |
15,621.4 |
|
S3 |
14,854.7 |
15,047.3 |
15,578.6 |
|
S4 |
14,387.7 |
14,580.3 |
15,450.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,963.0 |
15,467.0 |
496.0 |
3.2% |
176.0 |
1.1% |
14% |
False |
True |
61,531 |
10 |
16,153.0 |
15,467.0 |
686.0 |
4.4% |
185.3 |
1.2% |
10% |
False |
True |
57,910 |
20 |
16,200.0 |
15,467.0 |
733.0 |
4.7% |
156.1 |
1.0% |
9% |
False |
True |
30,691 |
40 |
16,713.0 |
15,467.0 |
1,246.0 |
8.0% |
121.7 |
0.8% |
5% |
False |
True |
15,360 |
60 |
16,716.0 |
15,467.0 |
1,249.0 |
8.0% |
108.6 |
0.7% |
5% |
False |
True |
10,245 |
80 |
16,716.0 |
15,467.0 |
1,249.0 |
8.0% |
96.1 |
0.6% |
5% |
False |
True |
7,687 |
100 |
16,716.0 |
15,467.0 |
1,249.0 |
8.0% |
83.8 |
0.5% |
5% |
False |
True |
6,150 |
120 |
16,716.0 |
15,467.0 |
1,249.0 |
8.0% |
73.2 |
0.5% |
5% |
False |
True |
5,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,769.0 |
2.618 |
16,364.3 |
1.618 |
16,116.3 |
1.000 |
15,963.0 |
0.618 |
15,868.3 |
HIGH |
15,715.0 |
0.618 |
15,620.3 |
0.500 |
15,591.0 |
0.382 |
15,561.7 |
LOW |
15,467.0 |
0.618 |
15,313.7 |
1.000 |
15,219.0 |
1.618 |
15,065.7 |
2.618 |
14,817.7 |
4.250 |
14,413.0 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,591.0 |
15,657.0 |
PP |
15,572.3 |
15,616.3 |
S1 |
15,553.7 |
15,575.7 |
|