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 |
15,539.0 |
15,357.0 |
-182.0 |
-1.2% |
16,051.0 |
High |
15,547.0 |
15,434.0 |
-113.0 |
-0.7% |
16,063.0 |
Low |
15,332.0 |
15,265.0 |
-67.0 |
-0.4% |
15,596.0 |
Close |
15,391.0 |
15,347.0 |
-44.0 |
-0.3% |
15,707.0 |
Range |
215.0 |
169.0 |
-46.0 |
-21.4% |
467.0 |
ATR |
176.3 |
175.8 |
-0.5 |
-0.3% |
0.0 |
Volume |
67,422 |
67,207 |
-215 |
-0.3% |
302,686 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,855.7 |
15,770.3 |
15,440.0 |
|
R3 |
15,686.7 |
15,601.3 |
15,393.5 |
|
R2 |
15,517.7 |
15,517.7 |
15,378.0 |
|
R1 |
15,432.3 |
15,432.3 |
15,362.5 |
15,390.5 |
PP |
15,348.7 |
15,348.7 |
15,348.7 |
15,327.8 |
S1 |
15,263.3 |
15,263.3 |
15,331.5 |
15,221.5 |
S2 |
15,179.7 |
15,179.7 |
15,316.0 |
|
S3 |
15,010.7 |
15,094.3 |
15,300.5 |
|
S4 |
14,841.7 |
14,925.3 |
15,254.1 |
|
|
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 |
15,847.0 |
15,265.0 |
582.0 |
3.8% |
197.6 |
1.3% |
14% |
False |
True |
67,805 |
10 |
16,153.0 |
15,265.0 |
888.0 |
5.8% |
190.9 |
1.2% |
9% |
False |
True |
64,751 |
20 |
16,200.0 |
15,265.0 |
935.0 |
6.1% |
166.2 |
1.1% |
9% |
False |
True |
37,417 |
40 |
16,263.0 |
15,265.0 |
998.0 |
6.5% |
128.1 |
0.8% |
8% |
False |
True |
18,725 |
60 |
16,716.0 |
15,265.0 |
1,451.0 |
9.5% |
112.7 |
0.7% |
6% |
False |
True |
12,489 |
80 |
16,716.0 |
15,265.0 |
1,451.0 |
9.5% |
100.9 |
0.7% |
6% |
False |
True |
9,370 |
100 |
16,716.0 |
15,265.0 |
1,451.0 |
9.5% |
87.0 |
0.6% |
6% |
False |
True |
7,497 |
120 |
16,716.0 |
15,265.0 |
1,451.0 |
9.5% |
76.4 |
0.5% |
6% |
False |
True |
6,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,152.3 |
2.618 |
15,876.4 |
1.618 |
15,707.4 |
1.000 |
15,603.0 |
0.618 |
15,538.4 |
HIGH |
15,434.0 |
0.618 |
15,369.4 |
0.500 |
15,349.5 |
0.382 |
15,329.6 |
LOW |
15,265.0 |
0.618 |
15,160.6 |
1.000 |
15,096.0 |
1.618 |
14,991.6 |
2.618 |
14,822.6 |
4.250 |
14,546.8 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,349.5 |
15,490.0 |
PP |
15,348.7 |
15,442.3 |
S1 |
15,347.8 |
15,394.7 |
|