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 |
1,938.6 |
1,913.6 |
-25.0 |
-1.3% |
1,965.4 |
High |
1,941.0 |
1,916.2 |
-24.8 |
-1.3% |
1,988.7 |
Low |
1,909.9 |
1,893.9 |
-16.0 |
-0.8% |
1,953.0 |
Close |
1,910.4 |
1,898.0 |
-12.4 |
-0.6% |
1,965.4 |
Range |
31.1 |
22.3 |
-8.8 |
-28.3% |
35.7 |
ATR |
17.0 |
17.3 |
0.4 |
2.2% |
0.0 |
Volume |
6,186 |
5,362 |
-824 |
-13.3% |
16,880 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,969.6 |
1,956.1 |
1,910.3 |
|
R3 |
1,947.3 |
1,933.8 |
1,904.1 |
|
R2 |
1,925.0 |
1,925.0 |
1,902.1 |
|
R1 |
1,911.5 |
1,911.5 |
1,900.0 |
1,907.1 |
PP |
1,902.7 |
1,902.7 |
1,902.7 |
1,900.5 |
S1 |
1,889.2 |
1,889.2 |
1,896.0 |
1,884.8 |
S2 |
1,880.4 |
1,880.4 |
1,893.9 |
|
S3 |
1,858.1 |
1,866.9 |
1,891.9 |
|
S4 |
1,835.8 |
1,844.6 |
1,885.7 |
|
|
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 |
1,968.5 |
1,893.9 |
74.6 |
3.9% |
18.6 |
1.0% |
5% |
False |
True |
3,888 |
10 |
1,988.7 |
1,893.9 |
94.8 |
5.0% |
17.1 |
0.9% |
4% |
False |
True |
3,671 |
20 |
2,000.3 |
1,893.9 |
106.4 |
5.6% |
15.2 |
0.8% |
4% |
False |
True |
2,985 |
40 |
2,004.4 |
1,893.9 |
110.5 |
5.8% |
15.5 |
0.8% |
4% |
False |
True |
2,306 |
60 |
2,047.9 |
1,893.9 |
154.0 |
8.1% |
16.7 |
0.9% |
3% |
False |
True |
2,183 |
80 |
2,047.9 |
1,893.9 |
154.0 |
8.1% |
17.7 |
0.9% |
3% |
False |
True |
1,822 |
100 |
2,129.1 |
1,893.9 |
235.2 |
12.4% |
18.8 |
1.0% |
2% |
False |
True |
1,570 |
120 |
2,140.3 |
1,893.9 |
246.4 |
13.0% |
19.3 |
1.0% |
2% |
False |
True |
1,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,011.0 |
2.618 |
1,974.6 |
1.618 |
1,952.3 |
1.000 |
1,938.5 |
0.618 |
1,930.0 |
HIGH |
1,916.2 |
0.618 |
1,907.7 |
0.500 |
1,905.1 |
0.382 |
1,902.4 |
LOW |
1,893.9 |
0.618 |
1,880.1 |
1.000 |
1,871.6 |
1.618 |
1,857.8 |
2.618 |
1,835.5 |
4.250 |
1,799.1 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,905.1 |
1,924.6 |
PP |
1,902.7 |
1,915.7 |
S1 |
1,900.4 |
1,906.9 |
|