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 |
1,913.6 |
1,902.3 |
-11.3 |
-0.6% |
1,964.8 |
High |
1,916.2 |
1,915.9 |
-0.3 |
0.0% |
1,966.0 |
Low |
1,893.9 |
1,881.5 |
-12.4 |
-0.7% |
1,881.5 |
Close |
1,898.0 |
1,885.4 |
-12.6 |
-0.7% |
1,885.4 |
Range |
22.3 |
34.4 |
12.1 |
54.3% |
84.5 |
ATR |
17.3 |
18.6 |
1.2 |
7.0% |
0.0 |
Volume |
5,362 |
5,682 |
320 |
6.0% |
23,462 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.5 |
1,975.8 |
1,904.3 |
|
R3 |
1,963.1 |
1,941.4 |
1,894.9 |
|
R2 |
1,928.7 |
1,928.7 |
1,891.7 |
|
R1 |
1,907.0 |
1,907.0 |
1,888.6 |
1,900.7 |
PP |
1,894.3 |
1,894.3 |
1,894.3 |
1,891.1 |
S1 |
1,872.6 |
1,872.6 |
1,882.2 |
1,866.3 |
S2 |
1,859.9 |
1,859.9 |
1,879.1 |
|
S3 |
1,825.5 |
1,838.2 |
1,875.9 |
|
S4 |
1,791.1 |
1,803.8 |
1,866.5 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,164.5 |
2,109.4 |
1,931.9 |
|
R3 |
2,080.0 |
2,024.9 |
1,908.6 |
|
R2 |
1,995.5 |
1,995.5 |
1,900.9 |
|
R1 |
1,940.4 |
1,940.4 |
1,893.1 |
1,925.7 |
PP |
1,911.0 |
1,911.0 |
1,911.0 |
1,903.6 |
S1 |
1,855.9 |
1,855.9 |
1,877.7 |
1,841.2 |
S2 |
1,826.5 |
1,826.5 |
1,869.9 |
|
S3 |
1,742.0 |
1,771.4 |
1,862.2 |
|
S4 |
1,657.5 |
1,686.9 |
1,838.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,966.0 |
1,881.5 |
84.5 |
4.5% |
23.6 |
1.3% |
5% |
False |
True |
4,692 |
10 |
1,988.7 |
1,881.5 |
107.2 |
5.7% |
18.4 |
1.0% |
4% |
False |
True |
4,034 |
20 |
2,000.3 |
1,881.5 |
118.8 |
6.3% |
16.5 |
0.9% |
3% |
False |
True |
3,186 |
40 |
2,004.4 |
1,881.5 |
122.9 |
6.5% |
16.1 |
0.9% |
3% |
False |
True |
2,400 |
60 |
2,047.9 |
1,881.5 |
166.4 |
8.8% |
16.8 |
0.9% |
2% |
False |
True |
2,262 |
80 |
2,047.9 |
1,881.5 |
166.4 |
8.8% |
18.0 |
1.0% |
2% |
False |
True |
1,887 |
100 |
2,129.1 |
1,881.5 |
247.6 |
13.1% |
19.0 |
1.0% |
2% |
False |
True |
1,623 |
120 |
2,140.3 |
1,881.5 |
258.8 |
13.7% |
19.5 |
1.0% |
2% |
False |
True |
1,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,062.1 |
2.618 |
2,006.0 |
1.618 |
1,971.6 |
1.000 |
1,950.3 |
0.618 |
1,937.2 |
HIGH |
1,915.9 |
0.618 |
1,902.8 |
0.500 |
1,898.7 |
0.382 |
1,894.6 |
LOW |
1,881.5 |
0.618 |
1,860.2 |
1.000 |
1,847.1 |
1.618 |
1,825.8 |
2.618 |
1,791.4 |
4.250 |
1,735.3 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,898.7 |
1,911.3 |
PP |
1,894.3 |
1,902.6 |
S1 |
1,889.8 |
1,894.0 |
|