Trading Metrics calculated at close of trading on 27-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,429.25 |
4,368.00 |
-61.25 |
-1.4% |
4,552.00 |
High |
4,430.50 |
4,384.25 |
-46.25 |
-1.0% |
4,565.50 |
Low |
4,354.50 |
4,325.75 |
-28.75 |
-0.7% |
4,407.25 |
Close |
4,363.25 |
4,362.00 |
-1.25 |
0.0% |
4,410.25 |
Range |
76.00 |
58.50 |
-17.50 |
-23.0% |
158.25 |
ATR |
49.94 |
50.55 |
0.61 |
1.2% |
0.00 |
Volume |
3,109 |
4,355 |
1,246 |
40.1% |
6,595 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,532.75 |
4,506.00 |
4,394.25 |
|
R3 |
4,474.25 |
4,447.50 |
4,378.00 |
|
R2 |
4,415.75 |
4,415.75 |
4,372.75 |
|
R1 |
4,389.00 |
4,389.00 |
4,367.25 |
4,373.00 |
PP |
4,357.25 |
4,357.25 |
4,357.25 |
4,349.50 |
S1 |
4,330.50 |
4,330.50 |
4,356.75 |
4,314.50 |
S2 |
4,298.75 |
4,298.75 |
4,351.25 |
|
S3 |
4,240.25 |
4,272.00 |
4,346.00 |
|
S4 |
4,181.75 |
4,213.50 |
4,329.75 |
|
|
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 |
4,498.00 |
4,325.75 |
172.25 |
3.9% |
60.25 |
1.4% |
21% |
False |
True |
2,498 |
10 |
4,618.25 |
4,325.75 |
292.50 |
6.7% |
55.50 |
1.3% |
12% |
False |
True |
2,179 |
20 |
4,648.50 |
4,325.75 |
322.75 |
7.4% |
45.25 |
1.0% |
11% |
False |
True |
1,322 |
40 |
4,698.25 |
4,325.75 |
372.50 |
8.5% |
50.50 |
1.2% |
10% |
False |
True |
755 |
60 |
4,738.50 |
4,325.75 |
412.75 |
9.5% |
45.25 |
1.0% |
9% |
False |
True |
522 |
80 |
4,738.50 |
4,325.75 |
412.75 |
9.5% |
40.50 |
0.9% |
9% |
False |
True |
420 |
100 |
4,738.50 |
4,223.00 |
515.50 |
11.8% |
37.75 |
0.9% |
27% |
False |
False |
351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,633.00 |
2.618 |
4,537.50 |
1.618 |
4,479.00 |
1.000 |
4,442.75 |
0.618 |
4,420.50 |
HIGH |
4,384.25 |
0.618 |
4,362.00 |
0.500 |
4,355.00 |
0.382 |
4,348.00 |
LOW |
4,325.75 |
0.618 |
4,289.50 |
1.000 |
4,267.25 |
1.618 |
4,231.00 |
2.618 |
4,172.50 |
4.250 |
4,077.00 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,359.75 |
4,379.00 |
PP |
4,357.25 |
4,373.25 |
S1 |
4,355.00 |
4,367.50 |
|