Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,416.00 |
4,429.25 |
13.25 |
0.3% |
4,552.00 |
High |
4,432.00 |
4,430.50 |
-1.50 |
0.0% |
4,565.50 |
Low |
4,387.75 |
4,354.50 |
-33.25 |
-0.8% |
4,407.25 |
Close |
4,427.75 |
4,363.25 |
-64.50 |
-1.5% |
4,410.25 |
Range |
44.25 |
76.00 |
31.75 |
71.8% |
158.25 |
ATR |
47.94 |
49.94 |
2.00 |
4.2% |
0.00 |
Volume |
1,583 |
3,109 |
1,526 |
96.4% |
6,595 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,610.75 |
4,563.00 |
4,405.00 |
|
R3 |
4,534.75 |
4,487.00 |
4,384.25 |
|
R2 |
4,458.75 |
4,458.75 |
4,377.25 |
|
R1 |
4,411.00 |
4,411.00 |
4,370.25 |
4,397.00 |
PP |
4,382.75 |
4,382.75 |
4,382.75 |
4,375.75 |
S1 |
4,335.00 |
4,335.00 |
4,356.25 |
4,321.00 |
S2 |
4,306.75 |
4,306.75 |
4,349.25 |
|
S3 |
4,230.75 |
4,259.00 |
4,342.25 |
|
S4 |
4,154.75 |
4,183.00 |
4,321.50 |
|
|
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 |
4,558.75 |
4,354.50 |
204.25 |
4.7% |
61.50 |
1.4% |
4% |
False |
True |
1,859 |
10 |
4,618.25 |
4,354.50 |
263.75 |
6.0% |
53.00 |
1.2% |
3% |
False |
True |
1,812 |
20 |
4,648.50 |
4,354.50 |
294.00 |
6.7% |
46.00 |
1.1% |
3% |
False |
True |
1,126 |
40 |
4,726.00 |
4,354.50 |
371.50 |
8.5% |
49.75 |
1.1% |
2% |
False |
True |
648 |
60 |
4,738.50 |
4,354.50 |
384.00 |
8.8% |
44.50 |
1.0% |
2% |
False |
True |
449 |
80 |
4,738.50 |
4,354.50 |
384.00 |
8.8% |
40.00 |
0.9% |
2% |
False |
True |
367 |
100 |
4,738.50 |
4,175.00 |
563.50 |
12.9% |
37.00 |
0.9% |
33% |
False |
False |
308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,753.50 |
2.618 |
4,629.50 |
1.618 |
4,553.50 |
1.000 |
4,506.50 |
0.618 |
4,477.50 |
HIGH |
4,430.50 |
0.618 |
4,401.50 |
0.500 |
4,392.50 |
0.382 |
4,383.50 |
LOW |
4,354.50 |
0.618 |
4,307.50 |
1.000 |
4,278.50 |
1.618 |
4,231.50 |
2.618 |
4,155.50 |
4.250 |
4,031.50 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,392.50 |
4,401.25 |
PP |
4,382.75 |
4,388.50 |
S1 |
4,373.00 |
4,376.00 |
|