Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,648.0 |
7,644.5 |
-3.5 |
0.0% |
7,780.0 |
High |
7,690.0 |
7,669.5 |
-20.5 |
-0.3% |
7,799.5 |
Low |
7,603.0 |
7,569.0 |
-34.0 |
-0.4% |
7,684.0 |
Close |
7,633.0 |
7,651.5 |
18.5 |
0.2% |
7,740.0 |
Range |
87.0 |
100.5 |
13.5 |
15.5% |
115.5 |
ATR |
79.9 |
81.3 |
1.5 |
1.8% |
0.0 |
Volume |
82,584 |
101,137 |
18,553 |
22.5% |
494,165 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,931.5 |
7,892.0 |
7,707.0 |
|
R3 |
7,831.0 |
7,791.5 |
7,679.0 |
|
R2 |
7,730.5 |
7,730.5 |
7,670.0 |
|
R1 |
7,691.0 |
7,691.0 |
7,660.5 |
7,711.0 |
PP |
7,630.0 |
7,630.0 |
7,630.0 |
7,640.0 |
S1 |
7,590.5 |
7,590.5 |
7,642.5 |
7,610.0 |
S2 |
7,529.5 |
7,529.5 |
7,633.0 |
|
S3 |
7,429.0 |
7,490.0 |
7,624.0 |
|
S4 |
7,328.5 |
7,389.5 |
7,596.0 |
|
|
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 |
7,785.0 |
7,569.0 |
216.0 |
2.8% |
92.5 |
1.2% |
38% |
False |
True |
98,923 |
10 |
7,810.5 |
7,569.0 |
241.5 |
3.2% |
85.5 |
1.1% |
34% |
False |
True |
103,989 |
20 |
7,810.5 |
7,440.5 |
370.0 |
4.8% |
83.0 |
1.1% |
57% |
False |
False |
102,517 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
60.0 |
0.8% |
70% |
False |
False |
51,278 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
46.5 |
0.6% |
70% |
False |
False |
34,194 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
36.0 |
0.5% |
70% |
False |
False |
25,647 |
100 |
7,848.0 |
7,285.5 |
562.5 |
7.4% |
29.0 |
0.4% |
65% |
False |
False |
20,518 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.3% |
25.0 |
0.3% |
51% |
False |
False |
17,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,096.5 |
2.618 |
7,932.5 |
1.618 |
7,832.0 |
1.000 |
7,770.0 |
0.618 |
7,731.5 |
HIGH |
7,669.5 |
0.618 |
7,631.0 |
0.500 |
7,619.0 |
0.382 |
7,607.5 |
LOW |
7,569.0 |
0.618 |
7,507.0 |
1.000 |
7,468.5 |
1.618 |
7,406.5 |
2.618 |
7,306.0 |
4.250 |
7,142.0 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,641.0 |
7,646.5 |
PP |
7,630.0 |
7,641.5 |
S1 |
7,619.0 |
7,636.0 |
|