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 |
15,390.0 |
15,456.0 |
66.0 |
0.4% |
15,643.0 |
High |
15,498.0 |
15,647.0 |
149.0 |
1.0% |
15,715.0 |
Low |
15,264.0 |
15,422.0 |
158.0 |
1.0% |
15,264.0 |
Close |
15,441.0 |
15,526.0 |
85.0 |
0.6% |
15,526.0 |
Range |
234.0 |
225.0 |
-9.0 |
-3.8% |
451.0 |
ATR |
179.9 |
183.1 |
3.2 |
1.8% |
0.0 |
Volume |
74,720 |
74,437 |
-283 |
-0.4% |
349,183 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,206.7 |
16,091.3 |
15,649.8 |
|
R3 |
15,981.7 |
15,866.3 |
15,587.9 |
|
R2 |
15,756.7 |
15,756.7 |
15,567.3 |
|
R1 |
15,641.3 |
15,641.3 |
15,546.6 |
15,699.0 |
PP |
15,531.7 |
15,531.7 |
15,531.7 |
15,560.5 |
S1 |
15,416.3 |
15,416.3 |
15,505.4 |
15,474.0 |
S2 |
15,306.7 |
15,306.7 |
15,484.8 |
|
S3 |
15,081.7 |
15,191.3 |
15,464.1 |
|
S4 |
14,856.7 |
14,966.3 |
15,402.3 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,854.7 |
16,641.3 |
15,774.1 |
|
R3 |
16,403.7 |
16,190.3 |
15,650.0 |
|
R2 |
15,952.7 |
15,952.7 |
15,608.7 |
|
R1 |
15,739.3 |
15,739.3 |
15,567.3 |
15,620.5 |
PP |
15,501.7 |
15,501.7 |
15,501.7 |
15,442.3 |
S1 |
15,288.3 |
15,288.3 |
15,484.7 |
15,169.5 |
S2 |
15,050.7 |
15,050.7 |
15,443.3 |
|
S3 |
14,599.7 |
14,837.3 |
15,402.0 |
|
S4 |
14,148.7 |
14,386.3 |
15,278.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,715.0 |
15,264.0 |
451.0 |
2.9% |
218.2 |
1.4% |
58% |
False |
False |
69,836 |
10 |
16,063.0 |
15,264.0 |
799.0 |
5.1% |
193.9 |
1.2% |
33% |
False |
False |
65,186 |
20 |
16,175.0 |
15,264.0 |
911.0 |
5.9% |
179.2 |
1.2% |
29% |
False |
False |
44,858 |
40 |
16,250.0 |
15,264.0 |
986.0 |
6.4% |
136.5 |
0.9% |
27% |
False |
False |
22,453 |
60 |
16,716.0 |
15,264.0 |
1,452.0 |
9.4% |
115.2 |
0.7% |
18% |
False |
False |
14,974 |
80 |
16,716.0 |
15,264.0 |
1,452.0 |
9.4% |
106.6 |
0.7% |
18% |
False |
False |
11,235 |
100 |
16,716.0 |
15,264.0 |
1,452.0 |
9.4% |
90.5 |
0.6% |
18% |
False |
False |
8,988 |
120 |
16,716.0 |
15,264.0 |
1,452.0 |
9.4% |
80.3 |
0.5% |
18% |
False |
False |
7,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,603.3 |
2.618 |
16,236.1 |
1.618 |
16,011.1 |
1.000 |
15,872.0 |
0.618 |
15,786.1 |
HIGH |
15,647.0 |
0.618 |
15,561.1 |
0.500 |
15,534.5 |
0.382 |
15,508.0 |
LOW |
15,422.0 |
0.618 |
15,283.0 |
1.000 |
15,197.0 |
1.618 |
15,058.0 |
2.618 |
14,833.0 |
4.250 |
14,465.8 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,534.5 |
15,502.5 |
PP |
15,531.7 |
15,479.0 |
S1 |
15,528.8 |
15,455.5 |
|