Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,964.8 |
1,955.2 |
-9.6 |
-0.5% |
1,965.4 |
High |
1,966.0 |
1,955.2 |
-10.8 |
-0.5% |
1,988.7 |
Low |
1,953.6 |
1,937.3 |
-16.3 |
-0.8% |
1,953.0 |
Close |
1,956.4 |
1,939.4 |
-17.0 |
-0.9% |
1,965.4 |
Range |
12.4 |
17.9 |
5.5 |
44.4% |
35.7 |
ATR |
15.6 |
15.9 |
0.2 |
1.6% |
0.0 |
Volume |
2,296 |
3,936 |
1,640 |
71.4% |
16,880 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.7 |
1,986.4 |
1,949.2 |
|
R3 |
1,979.8 |
1,968.5 |
1,944.3 |
|
R2 |
1,961.9 |
1,961.9 |
1,942.7 |
|
R1 |
1,950.6 |
1,950.6 |
1,941.0 |
1,947.3 |
PP |
1,944.0 |
1,944.0 |
1,944.0 |
1,942.3 |
S1 |
1,932.7 |
1,932.7 |
1,937.8 |
1,929.4 |
S2 |
1,926.1 |
1,926.1 |
1,936.1 |
|
S3 |
1,908.2 |
1,914.8 |
1,934.5 |
|
S4 |
1,890.3 |
1,896.9 |
1,929.6 |
|
|
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 |
1,937.3 |
51.4 |
2.7% |
15.5 |
0.8% |
4% |
False |
True |
3,520 |
10 |
1,988.7 |
1,937.3 |
51.4 |
2.7% |
13.9 |
0.7% |
4% |
False |
True |
3,319 |
20 |
2,000.3 |
1,937.3 |
63.0 |
3.2% |
14.5 |
0.7% |
3% |
False |
True |
2,611 |
40 |
2,023.2 |
1,933.8 |
89.4 |
4.6% |
15.4 |
0.8% |
6% |
False |
False |
2,129 |
60 |
2,047.9 |
1,933.8 |
114.1 |
5.9% |
16.4 |
0.8% |
5% |
False |
False |
2,020 |
80 |
2,057.5 |
1,933.8 |
123.7 |
6.4% |
17.7 |
0.9% |
5% |
False |
False |
1,697 |
100 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
19.1 |
1.0% |
3% |
False |
False |
1,475 |
120 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
19.0 |
1.0% |
3% |
False |
False |
1,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,031.3 |
2.618 |
2,002.1 |
1.618 |
1,984.2 |
1.000 |
1,973.1 |
0.618 |
1,966.3 |
HIGH |
1,955.2 |
0.618 |
1,948.4 |
0.500 |
1,946.3 |
0.382 |
1,944.1 |
LOW |
1,937.3 |
0.618 |
1,926.2 |
1.000 |
1,919.4 |
1.618 |
1,908.3 |
2.618 |
1,890.4 |
4.250 |
1,861.2 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,946.3 |
1,952.9 |
PP |
1,944.0 |
1,948.4 |
S1 |
1,941.7 |
1,943.9 |
|