Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,421.00 |
4,416.00 |
-5.00 |
-0.1% |
4,552.00 |
High |
4,448.00 |
4,432.00 |
-16.00 |
-0.4% |
4,565.50 |
Low |
4,407.25 |
4,387.75 |
-19.50 |
-0.4% |
4,407.25 |
Close |
4,410.25 |
4,427.75 |
17.50 |
0.4% |
4,410.25 |
Range |
40.75 |
44.25 |
3.50 |
8.6% |
158.25 |
ATR |
48.22 |
47.94 |
-0.28 |
-0.6% |
0.00 |
Volume |
1,710 |
1,583 |
-127 |
-7.4% |
6,595 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,548.50 |
4,532.50 |
4,452.00 |
|
R3 |
4,504.25 |
4,488.25 |
4,440.00 |
|
R2 |
4,460.00 |
4,460.00 |
4,435.75 |
|
R1 |
4,444.00 |
4,444.00 |
4,431.75 |
4,452.00 |
PP |
4,415.75 |
4,415.75 |
4,415.75 |
4,420.00 |
S1 |
4,399.75 |
4,399.75 |
4,423.75 |
4,407.75 |
S2 |
4,371.50 |
4,371.50 |
4,419.75 |
|
S3 |
4,327.25 |
4,355.50 |
4,415.50 |
|
S4 |
4,283.00 |
4,311.25 |
4,403.50 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,935.75 |
4,831.25 |
4,497.25 |
|
R3 |
4,777.50 |
4,673.00 |
4,453.75 |
|
R2 |
4,619.25 |
4,619.25 |
4,439.25 |
|
R1 |
4,514.75 |
4,514.75 |
4,424.75 |
4,488.00 |
PP |
4,461.00 |
4,461.00 |
4,461.00 |
4,447.50 |
S1 |
4,356.50 |
4,356.50 |
4,395.75 |
4,329.50 |
S2 |
4,302.75 |
4,302.75 |
4,381.25 |
|
S3 |
4,144.50 |
4,198.25 |
4,366.75 |
|
S4 |
3,986.25 |
4,040.00 |
4,323.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,560.75 |
4,387.75 |
173.00 |
3.9% |
55.75 |
1.3% |
23% |
False |
True |
1,461 |
10 |
4,618.25 |
4,387.75 |
230.50 |
5.2% |
48.50 |
1.1% |
17% |
False |
True |
1,654 |
20 |
4,648.50 |
4,387.75 |
260.75 |
5.9% |
43.50 |
1.0% |
15% |
False |
True |
976 |
40 |
4,726.00 |
4,387.75 |
338.25 |
7.6% |
48.25 |
1.1% |
12% |
False |
True |
571 |
60 |
4,738.50 |
4,387.75 |
350.75 |
7.9% |
44.25 |
1.0% |
11% |
False |
True |
398 |
80 |
4,738.50 |
4,310.75 |
427.75 |
9.7% |
39.75 |
0.9% |
27% |
False |
False |
329 |
100 |
4,738.50 |
4,175.00 |
563.50 |
12.7% |
37.00 |
0.8% |
45% |
False |
False |
277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,620.00 |
2.618 |
4,547.75 |
1.618 |
4,503.50 |
1.000 |
4,476.25 |
0.618 |
4,459.25 |
HIGH |
4,432.00 |
0.618 |
4,415.00 |
0.500 |
4,410.00 |
0.382 |
4,404.75 |
LOW |
4,387.75 |
0.618 |
4,360.50 |
1.000 |
4,343.50 |
1.618 |
4,316.25 |
2.618 |
4,272.00 |
4.250 |
4,199.75 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,421.75 |
4,443.00 |
PP |
4,415.75 |
4,437.75 |
S1 |
4,410.00 |
4,432.75 |
|