Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,368.00 |
4,370.25 |
2.25 |
0.1% |
4,552.00 |
High |
4,384.25 |
4,403.75 |
19.50 |
0.4% |
4,565.50 |
Low |
4,325.75 |
4,349.25 |
23.50 |
0.5% |
4,407.25 |
Close |
4,362.00 |
4,386.00 |
24.00 |
0.6% |
4,410.25 |
Range |
58.50 |
54.50 |
-4.00 |
-6.8% |
158.25 |
ATR |
50.55 |
50.83 |
0.28 |
0.6% |
0.00 |
Volume |
4,355 |
2,512 |
-1,843 |
-42.3% |
6,595 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,543.25 |
4,519.00 |
4,416.00 |
|
R3 |
4,488.75 |
4,464.50 |
4,401.00 |
|
R2 |
4,434.25 |
4,434.25 |
4,396.00 |
|
R1 |
4,410.00 |
4,410.00 |
4,391.00 |
4,422.00 |
PP |
4,379.75 |
4,379.75 |
4,379.75 |
4,385.75 |
S1 |
4,355.50 |
4,355.50 |
4,381.00 |
4,367.50 |
S2 |
4,325.25 |
4,325.25 |
4,376.00 |
|
S3 |
4,270.75 |
4,301.00 |
4,371.00 |
|
S4 |
4,216.25 |
4,246.50 |
4,356.00 |
|
|
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 |
4,448.00 |
4,325.75 |
122.25 |
2.8% |
54.75 |
1.2% |
49% |
False |
False |
2,653 |
10 |
4,618.25 |
4,325.75 |
292.50 |
6.7% |
56.75 |
1.3% |
21% |
False |
False |
2,105 |
20 |
4,648.50 |
4,325.75 |
322.75 |
7.4% |
46.50 |
1.1% |
19% |
False |
False |
1,433 |
40 |
4,664.75 |
4,325.75 |
339.00 |
7.7% |
50.25 |
1.1% |
18% |
False |
False |
816 |
60 |
4,738.50 |
4,325.75 |
412.75 |
9.4% |
45.75 |
1.0% |
15% |
False |
False |
564 |
80 |
4,738.50 |
4,325.75 |
412.75 |
9.4% |
41.00 |
0.9% |
15% |
False |
False |
449 |
100 |
4,738.50 |
4,223.00 |
515.50 |
11.8% |
38.25 |
0.9% |
32% |
False |
False |
375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,635.50 |
2.618 |
4,546.50 |
1.618 |
4,492.00 |
1.000 |
4,458.25 |
0.618 |
4,437.50 |
HIGH |
4,403.75 |
0.618 |
4,383.00 |
0.500 |
4,376.50 |
0.382 |
4,370.00 |
LOW |
4,349.25 |
0.618 |
4,315.50 |
1.000 |
4,294.75 |
1.618 |
4,261.00 |
2.618 |
4,206.50 |
4.250 |
4,117.50 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,382.75 |
4,383.50 |
PP |
4,379.75 |
4,380.75 |
S1 |
4,376.50 |
4,378.00 |
|