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 |
7,644.5 |
7,655.5 |
11.0 |
0.1% |
7,721.0 |
High |
7,669.5 |
7,722.5 |
53.0 |
0.7% |
7,732.5 |
Low |
7,569.0 |
7,621.5 |
52.5 |
0.7% |
7,569.0 |
Close |
7,651.5 |
7,671.0 |
19.5 |
0.3% |
7,671.0 |
Range |
100.5 |
101.0 |
0.5 |
0.5% |
163.5 |
ATR |
81.3 |
82.7 |
1.4 |
1.7% |
0.0 |
Volume |
101,137 |
122,718 |
21,581 |
21.3% |
493,027 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,974.5 |
7,924.0 |
7,726.5 |
|
R3 |
7,873.5 |
7,823.0 |
7,699.0 |
|
R2 |
7,772.5 |
7,772.5 |
7,689.5 |
|
R1 |
7,722.0 |
7,722.0 |
7,680.5 |
7,747.0 |
PP |
7,671.5 |
7,671.5 |
7,671.5 |
7,684.5 |
S1 |
7,621.0 |
7,621.0 |
7,661.5 |
7,646.0 |
S2 |
7,570.5 |
7,570.5 |
7,652.5 |
|
S3 |
7,469.5 |
7,520.0 |
7,643.0 |
|
S4 |
7,368.5 |
7,419.0 |
7,615.5 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,148.0 |
8,073.0 |
7,761.0 |
|
R3 |
7,984.5 |
7,909.5 |
7,716.0 |
|
R2 |
7,821.0 |
7,821.0 |
7,701.0 |
|
R1 |
7,746.0 |
7,746.0 |
7,686.0 |
7,702.0 |
PP |
7,657.5 |
7,657.5 |
7,657.5 |
7,635.5 |
S1 |
7,582.5 |
7,582.5 |
7,656.0 |
7,538.0 |
S2 |
7,494.0 |
7,494.0 |
7,641.0 |
|
S3 |
7,330.5 |
7,419.0 |
7,626.0 |
|
S4 |
7,167.0 |
7,255.5 |
7,581.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,732.5 |
7,569.0 |
163.5 |
2.1% |
92.5 |
1.2% |
62% |
False |
False |
98,605 |
10 |
7,799.5 |
7,569.0 |
230.5 |
3.0% |
90.0 |
1.2% |
44% |
False |
False |
98,719 |
20 |
7,810.5 |
7,440.5 |
370.0 |
4.8% |
86.5 |
1.1% |
62% |
False |
False |
108,651 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
60.0 |
0.8% |
73% |
False |
False |
54,346 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
47.0 |
0.6% |
73% |
False |
False |
36,238 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
37.0 |
0.5% |
73% |
False |
False |
27,181 |
100 |
7,848.0 |
7,285.5 |
562.5 |
7.3% |
30.0 |
0.4% |
69% |
False |
False |
21,745 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.3% |
25.5 |
0.3% |
54% |
False |
False |
18,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,152.0 |
2.618 |
7,987.0 |
1.618 |
7,886.0 |
1.000 |
7,823.5 |
0.618 |
7,785.0 |
HIGH |
7,722.5 |
0.618 |
7,684.0 |
0.500 |
7,672.0 |
0.382 |
7,660.0 |
LOW |
7,621.5 |
0.618 |
7,559.0 |
1.000 |
7,520.5 |
1.618 |
7,458.0 |
2.618 |
7,357.0 |
4.250 |
7,192.0 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,672.0 |
7,662.5 |
PP |
7,671.5 |
7,654.0 |
S1 |
7,671.5 |
7,646.0 |
|