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 |
15,643.0 |
15,539.0 |
-104.0 |
-0.7% |
16,051.0 |
High |
15,715.0 |
15,547.0 |
-168.0 |
-1.1% |
16,063.0 |
Low |
15,467.0 |
15,332.0 |
-135.0 |
-0.9% |
15,596.0 |
Close |
15,535.0 |
15,391.0 |
-144.0 |
-0.9% |
15,707.0 |
Range |
248.0 |
215.0 |
-33.0 |
-13.3% |
467.0 |
ATR |
173.3 |
176.3 |
3.0 |
1.7% |
0.0 |
Volume |
65,397 |
67,422 |
2,025 |
3.1% |
302,686 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,068.3 |
15,944.7 |
15,509.3 |
|
R3 |
15,853.3 |
15,729.7 |
15,450.1 |
|
R2 |
15,638.3 |
15,638.3 |
15,430.4 |
|
R1 |
15,514.7 |
15,514.7 |
15,410.7 |
15,469.0 |
PP |
15,423.3 |
15,423.3 |
15,423.3 |
15,400.5 |
S1 |
15,299.7 |
15,299.7 |
15,371.3 |
15,254.0 |
S2 |
15,208.3 |
15,208.3 |
15,351.6 |
|
S3 |
14,993.3 |
15,084.7 |
15,331.9 |
|
S4 |
14,778.3 |
14,869.7 |
15,272.8 |
|
|
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 |
15,332.0 |
631.0 |
4.1% |
195.2 |
1.3% |
9% |
False |
True |
64,802 |
10 |
16,153.0 |
15,332.0 |
821.0 |
5.3% |
191.6 |
1.2% |
7% |
False |
True |
61,504 |
20 |
16,200.0 |
15,332.0 |
868.0 |
5.6% |
165.0 |
1.1% |
7% |
False |
True |
34,060 |
40 |
16,621.0 |
15,332.0 |
1,289.0 |
8.4% |
126.9 |
0.8% |
5% |
False |
True |
17,045 |
60 |
16,716.0 |
15,332.0 |
1,384.0 |
9.0% |
110.0 |
0.7% |
4% |
False |
True |
11,369 |
80 |
16,716.0 |
15,332.0 |
1,384.0 |
9.0% |
98.8 |
0.6% |
4% |
False |
True |
8,530 |
100 |
16,716.0 |
15,332.0 |
1,384.0 |
9.0% |
85.9 |
0.6% |
4% |
False |
True |
6,825 |
120 |
16,716.0 |
15,332.0 |
1,384.0 |
9.0% |
75.0 |
0.5% |
4% |
False |
True |
5,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,460.8 |
2.618 |
16,109.9 |
1.618 |
15,894.9 |
1.000 |
15,762.0 |
0.618 |
15,679.9 |
HIGH |
15,547.0 |
0.618 |
15,464.9 |
0.500 |
15,439.5 |
0.382 |
15,414.1 |
LOW |
15,332.0 |
0.618 |
15,199.1 |
1.000 |
15,117.0 |
1.618 |
14,984.1 |
2.618 |
14,769.1 |
4.250 |
14,418.3 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,439.5 |
15,533.5 |
PP |
15,423.3 |
15,486.0 |
S1 |
15,407.2 |
15,438.5 |
|