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 |
1,955.2 |
1,938.6 |
-16.6 |
-0.8% |
1,965.4 |
High |
1,955.2 |
1,941.0 |
-14.2 |
-0.7% |
1,988.7 |
Low |
1,937.3 |
1,909.9 |
-27.4 |
-1.4% |
1,953.0 |
Close |
1,939.4 |
1,910.4 |
-29.0 |
-1.5% |
1,965.4 |
Range |
17.9 |
31.1 |
13.2 |
73.7% |
35.7 |
ATR |
15.9 |
17.0 |
1.1 |
6.8% |
0.0 |
Volume |
3,936 |
6,186 |
2,250 |
57.2% |
16,880 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,013.7 |
1,993.2 |
1,927.5 |
|
R3 |
1,982.6 |
1,962.1 |
1,919.0 |
|
R2 |
1,951.5 |
1,951.5 |
1,916.1 |
|
R1 |
1,931.0 |
1,931.0 |
1,913.3 |
1,925.7 |
PP |
1,920.4 |
1,920.4 |
1,920.4 |
1,917.8 |
S1 |
1,899.9 |
1,899.9 |
1,907.5 |
1,894.6 |
S2 |
1,889.3 |
1,889.3 |
1,904.7 |
|
S3 |
1,858.2 |
1,868.8 |
1,901.8 |
|
S4 |
1,827.1 |
1,837.7 |
1,893.3 |
|
|
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 |
1,971.2 |
1,909.9 |
61.3 |
3.2% |
17.8 |
0.9% |
1% |
False |
True |
3,974 |
10 |
1,988.7 |
1,909.9 |
78.8 |
4.1% |
16.0 |
0.8% |
1% |
False |
True |
3,674 |
20 |
2,000.3 |
1,909.9 |
90.4 |
4.7% |
14.8 |
0.8% |
1% |
False |
True |
2,819 |
40 |
2,012.4 |
1,909.9 |
102.5 |
5.4% |
15.5 |
0.8% |
0% |
False |
True |
2,232 |
60 |
2,047.9 |
1,909.9 |
138.0 |
7.2% |
16.6 |
0.9% |
0% |
False |
True |
2,101 |
80 |
2,047.9 |
1,909.9 |
138.0 |
7.2% |
17.7 |
0.9% |
0% |
False |
True |
1,763 |
100 |
2,133.1 |
1,909.9 |
223.2 |
11.7% |
19.1 |
1.0% |
0% |
False |
True |
1,528 |
120 |
2,140.3 |
1,909.9 |
230.4 |
12.1% |
19.2 |
1.0% |
0% |
False |
True |
1,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,073.2 |
2.618 |
2,022.4 |
1.618 |
1,991.3 |
1.000 |
1,972.1 |
0.618 |
1,960.2 |
HIGH |
1,941.0 |
0.618 |
1,929.1 |
0.500 |
1,925.5 |
0.382 |
1,921.8 |
LOW |
1,909.9 |
0.618 |
1,890.7 |
1.000 |
1,878.8 |
1.618 |
1,859.6 |
2.618 |
1,828.5 |
4.250 |
1,777.7 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,925.5 |
1,938.0 |
PP |
1,920.4 |
1,928.8 |
S1 |
1,915.4 |
1,919.6 |
|