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 |
4,193.0 |
4,244.0 |
51.0 |
1.2% |
4,256.0 |
High |
4,228.0 |
4,265.0 |
37.0 |
0.9% |
4,270.0 |
Low |
4,193.0 |
4,200.0 |
7.0 |
0.2% |
4,165.0 |
Close |
4,215.0 |
4,236.0 |
21.0 |
0.5% |
4,236.0 |
Range |
35.0 |
65.0 |
30.0 |
85.7% |
105.0 |
ATR |
37.2 |
39.2 |
2.0 |
5.3% |
0.0 |
Volume |
38 |
10,053 |
10,015 |
26,355.3% |
10,713 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,428.7 |
4,397.3 |
4,271.8 |
|
R3 |
4,363.7 |
4,332.3 |
4,253.9 |
|
R2 |
4,298.7 |
4,298.7 |
4,247.9 |
|
R1 |
4,267.3 |
4,267.3 |
4,242.0 |
4,250.5 |
PP |
4,233.7 |
4,233.7 |
4,233.7 |
4,225.3 |
S1 |
4,202.3 |
4,202.3 |
4,230.0 |
4,185.5 |
S2 |
4,168.7 |
4,168.7 |
4,224.1 |
|
S3 |
4,103.7 |
4,137.3 |
4,218.1 |
|
S4 |
4,038.7 |
4,072.3 |
4,200.3 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,538.7 |
4,492.3 |
4,293.8 |
|
R3 |
4,433.7 |
4,387.3 |
4,264.9 |
|
R2 |
4,328.7 |
4,328.7 |
4,255.3 |
|
R1 |
4,282.3 |
4,282.3 |
4,245.6 |
4,253.0 |
PP |
4,223.7 |
4,223.7 |
4,223.7 |
4,209.0 |
S1 |
4,177.3 |
4,177.3 |
4,226.4 |
4,148.0 |
S2 |
4,118.7 |
4,118.7 |
4,216.8 |
|
S3 |
4,013.7 |
4,072.3 |
4,207.1 |
|
S4 |
3,908.7 |
3,967.3 |
4,178.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,270.0 |
4,165.0 |
105.0 |
2.5% |
43.2 |
1.0% |
68% |
False |
False |
2,142 |
10 |
4,350.0 |
4,165.0 |
185.0 |
4.4% |
36.9 |
0.9% |
38% |
False |
False |
1,105 |
20 |
4,373.0 |
4,165.0 |
208.0 |
4.9% |
26.0 |
0.6% |
34% |
False |
False |
762 |
40 |
4,461.0 |
4,165.0 |
296.0 |
7.0% |
15.4 |
0.4% |
24% |
False |
False |
381 |
60 |
4,557.0 |
4,165.0 |
392.0 |
9.3% |
10.2 |
0.2% |
18% |
False |
False |
254 |
80 |
4,557.0 |
4,165.0 |
392.0 |
9.3% |
7.7 |
0.2% |
18% |
False |
False |
265 |
100 |
4,557.0 |
4,165.0 |
392.0 |
9.3% |
6.1 |
0.1% |
18% |
False |
False |
295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,541.3 |
2.618 |
4,435.2 |
1.618 |
4,370.2 |
1.000 |
4,330.0 |
0.618 |
4,305.2 |
HIGH |
4,265.0 |
0.618 |
4,240.2 |
0.500 |
4,232.5 |
0.382 |
4,224.8 |
LOW |
4,200.0 |
0.618 |
4,159.8 |
1.000 |
4,135.0 |
1.618 |
4,094.8 |
2.618 |
4,029.8 |
4.250 |
3,923.8 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,234.8 |
4,229.0 |
PP |
4,233.7 |
4,222.0 |
S1 |
4,232.5 |
4,215.0 |
|