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 |
7,685.0 |
7,648.0 |
-37.0 |
-0.5% |
7,780.0 |
High |
7,703.5 |
7,690.0 |
-13.5 |
-0.2% |
7,799.5 |
Low |
7,635.0 |
7,603.0 |
-32.0 |
-0.4% |
7,684.0 |
Close |
7,675.0 |
7,633.0 |
-42.0 |
-0.5% |
7,740.0 |
Range |
68.5 |
87.0 |
18.5 |
27.0% |
115.5 |
ATR |
79.3 |
79.9 |
0.5 |
0.7% |
0.0 |
Volume |
90,845 |
82,584 |
-8,261 |
-9.1% |
494,165 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,903.0 |
7,855.0 |
7,681.0 |
|
R3 |
7,816.0 |
7,768.0 |
7,657.0 |
|
R2 |
7,729.0 |
7,729.0 |
7,649.0 |
|
R1 |
7,681.0 |
7,681.0 |
7,641.0 |
7,661.5 |
PP |
7,642.0 |
7,642.0 |
7,642.0 |
7,632.0 |
S1 |
7,594.0 |
7,594.0 |
7,625.0 |
7,574.5 |
S2 |
7,555.0 |
7,555.0 |
7,617.0 |
|
S3 |
7,468.0 |
7,507.0 |
7,609.0 |
|
S4 |
7,381.0 |
7,420.0 |
7,585.0 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,087.5 |
8,029.5 |
7,803.5 |
|
R3 |
7,972.0 |
7,914.0 |
7,772.0 |
|
R2 |
7,856.5 |
7,856.5 |
7,761.0 |
|
R1 |
7,798.5 |
7,798.5 |
7,750.5 |
7,770.0 |
PP |
7,741.0 |
7,741.0 |
7,741.0 |
7,727.0 |
S1 |
7,683.0 |
7,683.0 |
7,729.5 |
7,654.0 |
S2 |
7,625.5 |
7,625.5 |
7,719.0 |
|
S3 |
7,510.0 |
7,567.5 |
7,708.0 |
|
S4 |
7,394.5 |
7,452.0 |
7,676.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,798.0 |
7,603.0 |
195.0 |
2.6% |
94.0 |
1.2% |
15% |
False |
True |
101,066 |
10 |
7,810.5 |
7,585.0 |
225.5 |
3.0% |
93.5 |
1.2% |
21% |
False |
False |
106,682 |
20 |
7,810.5 |
7,440.5 |
370.0 |
4.8% |
81.0 |
1.1% |
52% |
False |
False |
97,462 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
59.0 |
0.8% |
66% |
False |
False |
48,750 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
45.0 |
0.6% |
66% |
False |
False |
32,509 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
34.5 |
0.5% |
66% |
False |
False |
24,383 |
100 |
7,848.0 |
7,285.5 |
562.5 |
7.4% |
28.0 |
0.4% |
62% |
False |
False |
19,506 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.4% |
24.0 |
0.3% |
49% |
False |
False |
16,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,060.0 |
2.618 |
7,918.0 |
1.618 |
7,831.0 |
1.000 |
7,777.0 |
0.618 |
7,744.0 |
HIGH |
7,690.0 |
0.618 |
7,657.0 |
0.500 |
7,646.5 |
0.382 |
7,636.0 |
LOW |
7,603.0 |
0.618 |
7,549.0 |
1.000 |
7,516.0 |
1.618 |
7,462.0 |
2.618 |
7,375.0 |
4.250 |
7,233.0 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,646.5 |
7,668.0 |
PP |
7,642.0 |
7,656.0 |
S1 |
7,637.5 |
7,644.5 |
|