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 |
26,845 |
27,560 |
715 |
2.7% |
26,625 |
High |
27,905 |
27,770 |
-135 |
-0.5% |
27,905 |
Low |
26,845 |
27,210 |
365 |
1.4% |
26,525 |
Close |
27,745 |
27,470 |
-275 |
-1.0% |
27,470 |
Range |
1,060 |
560 |
-500 |
-47.2% |
1,380 |
ATR |
733 |
721 |
-12 |
-1.7% |
0 |
Volume |
119 |
18 |
-101 |
-84.9% |
204 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,163 |
28,877 |
27,778 |
|
R3 |
28,603 |
28,317 |
27,624 |
|
R2 |
28,043 |
28,043 |
27,573 |
|
R1 |
27,757 |
27,757 |
27,521 |
27,620 |
PP |
27,483 |
27,483 |
27,483 |
27,415 |
S1 |
27,197 |
27,197 |
27,419 |
27,060 |
S2 |
26,923 |
26,923 |
27,367 |
|
S3 |
26,363 |
26,637 |
27,316 |
|
S4 |
25,803 |
26,077 |
27,162 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,440 |
30,835 |
28,229 |
|
R3 |
30,060 |
29,455 |
27,850 |
|
R2 |
28,680 |
28,680 |
27,723 |
|
R1 |
28,075 |
28,075 |
27,597 |
28,378 |
PP |
27,300 |
27,300 |
27,300 |
27,451 |
S1 |
26,695 |
26,695 |
27,344 |
26,998 |
S2 |
25,920 |
25,920 |
27,217 |
|
S3 |
24,540 |
25,315 |
27,091 |
|
S4 |
23,160 |
23,935 |
26,711 |
|
|
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% |
598 |
2.2% |
68% |
False |
False |
40 |
10 |
28,080 |
26,525 |
1,555 |
5.7% |
577 |
2.1% |
61% |
False |
False |
31 |
20 |
28,080 |
25,425 |
2,655 |
9.7% |
592 |
2.2% |
77% |
False |
False |
20 |
40 |
31,115 |
25,425 |
5,690 |
20.7% |
621 |
2.3% |
36% |
False |
False |
14 |
60 |
33,240 |
25,425 |
7,815 |
28.4% |
595 |
2.2% |
26% |
False |
False |
10 |
80 |
33,240 |
25,425 |
7,815 |
28.4% |
621 |
2.3% |
26% |
False |
False |
9 |
100 |
33,240 |
25,425 |
7,815 |
28.4% |
609 |
2.2% |
26% |
False |
False |
7 |
120 |
33,240 |
25,425 |
7,815 |
28.4% |
563 |
2.1% |
26% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,150 |
2.618 |
29,236 |
1.618 |
28,676 |
1.000 |
28,330 |
0.618 |
28,116 |
HIGH |
27,770 |
0.618 |
27,556 |
0.500 |
27,490 |
0.382 |
27,424 |
LOW |
27,210 |
0.618 |
26,864 |
1.000 |
26,650 |
1.618 |
26,304 |
2.618 |
25,744 |
4.250 |
24,830 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,490 |
27,410 |
PP |
27,483 |
27,350 |
S1 |
27,477 |
27,290 |
|