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 |
26,765 |
27,000 |
235 |
0.9% |
27,405 |
High |
26,830 |
27,400 |
570 |
2.1% |
28,080 |
Low |
26,635 |
26,675 |
40 |
0.2% |
26,910 |
Close |
26,810 |
26,820 |
10 |
0.0% |
27,110 |
Range |
195 |
725 |
530 |
271.8% |
1,170 |
ATR |
705 |
706 |
1 |
0.2% |
0 |
Volume |
16 |
18 |
2 |
12.5% |
115 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,140 |
28,705 |
27,219 |
|
R3 |
28,415 |
27,980 |
27,019 |
|
R2 |
27,690 |
27,690 |
26,953 |
|
R1 |
27,255 |
27,255 |
26,886 |
27,110 |
PP |
26,965 |
26,965 |
26,965 |
26,893 |
S1 |
26,530 |
26,530 |
26,754 |
26,385 |
S2 |
26,240 |
26,240 |
26,687 |
|
S3 |
25,515 |
25,805 |
26,621 |
|
S4 |
24,790 |
25,080 |
26,421 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,877 |
30,163 |
27,754 |
|
R3 |
29,707 |
28,993 |
27,432 |
|
R2 |
28,537 |
28,537 |
27,325 |
|
R1 |
27,823 |
27,823 |
27,217 |
27,595 |
PP |
27,367 |
27,367 |
27,367 |
27,253 |
S1 |
26,653 |
26,653 |
27,003 |
26,425 |
S2 |
26,197 |
26,197 |
26,896 |
|
S3 |
25,027 |
25,483 |
26,788 |
|
S4 |
23,857 |
24,313 |
26,467 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,685 |
26,525 |
1,160 |
4.3% |
468 |
1.7% |
25% |
False |
False |
26 |
10 |
28,080 |
26,525 |
1,555 |
5.8% |
500 |
1.9% |
19% |
False |
False |
19 |
20 |
28,525 |
25,425 |
3,100 |
11.6% |
627 |
2.3% |
45% |
False |
False |
14 |
40 |
31,130 |
25,425 |
5,705 |
21.3% |
616 |
2.3% |
24% |
False |
False |
11 |
60 |
33,240 |
25,425 |
7,815 |
29.1% |
598 |
2.2% |
18% |
False |
False |
8 |
80 |
33,240 |
25,425 |
7,815 |
29.1% |
647 |
2.4% |
18% |
False |
False |
7 |
100 |
33,240 |
25,425 |
7,815 |
29.1% |
593 |
2.2% |
18% |
False |
False |
6 |
120 |
33,240 |
25,425 |
7,815 |
29.1% |
551 |
2.1% |
18% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,481 |
2.618 |
29,298 |
1.618 |
28,573 |
1.000 |
28,125 |
0.618 |
27,848 |
HIGH |
27,400 |
0.618 |
27,123 |
0.500 |
27,038 |
0.382 |
26,952 |
LOW |
26,675 |
0.618 |
26,227 |
1.000 |
25,950 |
1.618 |
25,502 |
2.618 |
24,777 |
4.250 |
23,594 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,038 |
26,963 |
PP |
26,965 |
26,915 |
S1 |
26,893 |
26,868 |
|