Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,959.4 |
1,964.8 |
5.4 |
0.3% |
1,965.4 |
High |
1,968.5 |
1,966.0 |
-2.5 |
-0.1% |
1,988.7 |
Low |
1,959.2 |
1,953.6 |
-5.6 |
-0.3% |
1,953.0 |
Close |
1,965.4 |
1,956.4 |
-9.0 |
-0.5% |
1,965.4 |
Range |
9.3 |
12.4 |
3.1 |
33.3% |
35.7 |
ATR |
15.9 |
15.6 |
-0.2 |
-1.6% |
0.0 |
Volume |
1,660 |
2,296 |
636 |
38.3% |
16,880 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.9 |
1,988.5 |
1,963.2 |
|
R3 |
1,983.5 |
1,976.1 |
1,959.8 |
|
R2 |
1,971.1 |
1,971.1 |
1,958.7 |
|
R1 |
1,963.7 |
1,963.7 |
1,957.5 |
1,961.2 |
PP |
1,958.7 |
1,958.7 |
1,958.7 |
1,957.4 |
S1 |
1,951.3 |
1,951.3 |
1,955.3 |
1,948.8 |
S2 |
1,946.3 |
1,946.3 |
1,954.1 |
|
S3 |
1,933.9 |
1,938.9 |
1,953.0 |
|
S4 |
1,921.5 |
1,926.5 |
1,949.6 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.1 |
2,056.5 |
1,985.0 |
|
R3 |
2,040.4 |
2,020.8 |
1,975.2 |
|
R2 |
2,004.7 |
2,004.7 |
1,971.9 |
|
R1 |
1,985.1 |
1,985.1 |
1,968.7 |
1,983.3 |
PP |
1,969.0 |
1,969.0 |
1,969.0 |
1,968.1 |
S1 |
1,949.4 |
1,949.4 |
1,962.1 |
1,947.6 |
S2 |
1,933.3 |
1,933.3 |
1,958.9 |
|
S3 |
1,897.6 |
1,913.7 |
1,955.6 |
|
S4 |
1,861.9 |
1,878.0 |
1,945.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,988.7 |
1,953.0 |
35.7 |
1.8% |
13.5 |
0.7% |
10% |
False |
False |
3,382 |
10 |
1,988.7 |
1,942.0 |
46.7 |
2.4% |
13.8 |
0.7% |
31% |
False |
False |
3,254 |
20 |
2,000.3 |
1,942.0 |
58.3 |
3.0% |
14.2 |
0.7% |
25% |
False |
False |
2,482 |
40 |
2,031.2 |
1,933.8 |
97.4 |
5.0% |
15.5 |
0.8% |
23% |
False |
False |
2,078 |
60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
16.5 |
0.8% |
20% |
False |
False |
1,963 |
80 |
2,058.0 |
1,933.8 |
124.2 |
6.3% |
17.9 |
0.9% |
18% |
False |
False |
1,655 |
100 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
19.2 |
1.0% |
11% |
False |
False |
1,437 |
120 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
19.2 |
1.0% |
11% |
False |
False |
1,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,018.7 |
2.618 |
1,998.5 |
1.618 |
1,986.1 |
1.000 |
1,978.4 |
0.618 |
1,973.7 |
HIGH |
1,966.0 |
0.618 |
1,961.3 |
0.500 |
1,959.8 |
0.382 |
1,958.3 |
LOW |
1,953.6 |
0.618 |
1,945.9 |
1.000 |
1,941.2 |
1.618 |
1,933.5 |
2.618 |
1,921.1 |
4.250 |
1,900.9 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,959.8 |
1,962.1 |
PP |
1,958.7 |
1,960.2 |
S1 |
1,957.5 |
1,958.3 |
|