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 |
27,000 |
26,845 |
-155 |
-0.6% |
27,405 |
High |
27,400 |
27,905 |
505 |
1.8% |
28,080 |
Low |
26,675 |
26,845 |
170 |
0.6% |
26,910 |
Close |
26,820 |
27,745 |
925 |
3.4% |
27,110 |
Range |
725 |
1,060 |
335 |
46.2% |
1,170 |
ATR |
706 |
733 |
27 |
3.8% |
0 |
Volume |
18 |
119 |
101 |
561.1% |
115 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,678 |
30,272 |
28,328 |
|
R3 |
29,618 |
29,212 |
28,037 |
|
R2 |
28,558 |
28,558 |
27,939 |
|
R1 |
28,152 |
28,152 |
27,842 |
28,355 |
PP |
27,498 |
27,498 |
27,498 |
27,600 |
S1 |
27,092 |
27,092 |
27,648 |
27,295 |
S2 |
26,438 |
26,438 |
27,551 |
|
S3 |
25,378 |
26,032 |
27,454 |
|
S4 |
24,318 |
24,972 |
27,162 |
|
|
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 |
27,905 |
26,525 |
1,380 |
5.0% |
525 |
1.9% |
88% |
True |
False |
46 |
10 |
28,080 |
26,525 |
1,555 |
5.6% |
541 |
1.9% |
78% |
False |
False |
30 |
20 |
28,245 |
25,425 |
2,820 |
10.2% |
644 |
2.3% |
82% |
False |
False |
20 |
40 |
31,115 |
25,425 |
5,690 |
20.5% |
616 |
2.2% |
41% |
False |
False |
14 |
60 |
33,240 |
25,425 |
7,815 |
28.2% |
613 |
2.2% |
30% |
False |
False |
10 |
80 |
33,240 |
25,425 |
7,815 |
28.2% |
635 |
2.3% |
30% |
False |
False |
8 |
100 |
33,240 |
25,425 |
7,815 |
28.2% |
604 |
2.2% |
30% |
False |
False |
7 |
120 |
33,240 |
25,425 |
7,815 |
28.2% |
559 |
2.0% |
30% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,410 |
2.618 |
30,680 |
1.618 |
29,620 |
1.000 |
28,965 |
0.618 |
28,560 |
HIGH |
27,905 |
0.618 |
27,500 |
0.500 |
27,375 |
0.382 |
27,250 |
LOW |
26,845 |
0.618 |
26,190 |
1.000 |
25,785 |
1.618 |
25,130 |
2.618 |
24,070 |
4.250 |
22,340 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,622 |
27,587 |
PP |
27,498 |
27,428 |
S1 |
27,375 |
27,270 |
|