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 |
4,370.25 |
4,394.00 |
23.75 |
0.5% |
4,416.00 |
High |
4,403.75 |
4,419.00 |
15.25 |
0.3% |
4,432.00 |
Low |
4,349.25 |
4,359.50 |
10.25 |
0.2% |
4,325.75 |
Close |
4,386.00 |
4,373.75 |
-12.25 |
-0.3% |
4,373.75 |
Range |
54.50 |
59.50 |
5.00 |
9.2% |
106.25 |
ATR |
50.83 |
51.45 |
0.62 |
1.2% |
0.00 |
Volume |
2,512 |
3,079 |
567 |
22.6% |
14,638 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,562.50 |
4,527.75 |
4,406.50 |
|
R3 |
4,503.00 |
4,468.25 |
4,390.00 |
|
R2 |
4,443.50 |
4,443.50 |
4,384.75 |
|
R1 |
4,408.75 |
4,408.75 |
4,379.25 |
4,396.50 |
PP |
4,384.00 |
4,384.00 |
4,384.00 |
4,378.00 |
S1 |
4,349.25 |
4,349.25 |
4,368.25 |
4,337.00 |
S2 |
4,324.50 |
4,324.50 |
4,362.75 |
|
S3 |
4,265.00 |
4,289.75 |
4,357.50 |
|
S4 |
4,205.50 |
4,230.25 |
4,341.00 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,696.00 |
4,641.00 |
4,432.25 |
|
R3 |
4,589.75 |
4,534.75 |
4,403.00 |
|
R2 |
4,483.50 |
4,483.50 |
4,393.25 |
|
R1 |
4,428.50 |
4,428.50 |
4,383.50 |
4,403.00 |
PP |
4,377.25 |
4,377.25 |
4,377.25 |
4,364.25 |
S1 |
4,322.25 |
4,322.25 |
4,364.00 |
4,296.50 |
S2 |
4,271.00 |
4,271.00 |
4,354.25 |
|
S3 |
4,164.75 |
4,216.00 |
4,344.50 |
|
S4 |
4,058.50 |
4,109.75 |
4,315.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,432.00 |
4,325.75 |
106.25 |
2.4% |
58.50 |
1.3% |
45% |
False |
False |
2,927 |
10 |
4,565.50 |
4,325.75 |
239.75 |
5.5% |
55.25 |
1.3% |
20% |
False |
False |
2,123 |
20 |
4,648.50 |
4,325.75 |
322.75 |
7.4% |
48.00 |
1.1% |
15% |
False |
False |
1,579 |
40 |
4,664.75 |
4,325.75 |
339.00 |
7.8% |
50.75 |
1.2% |
14% |
False |
False |
890 |
60 |
4,738.50 |
4,325.75 |
412.75 |
9.4% |
45.75 |
1.0% |
12% |
False |
False |
614 |
80 |
4,738.50 |
4,325.75 |
412.75 |
9.4% |
41.50 |
1.0% |
12% |
False |
False |
487 |
100 |
4,738.50 |
4,223.00 |
515.50 |
11.8% |
38.75 |
0.9% |
29% |
False |
False |
406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,672.00 |
2.618 |
4,574.75 |
1.618 |
4,515.25 |
1.000 |
4,478.50 |
0.618 |
4,455.75 |
HIGH |
4,419.00 |
0.618 |
4,396.25 |
0.500 |
4,389.25 |
0.382 |
4,382.25 |
LOW |
4,359.50 |
0.618 |
4,322.75 |
1.000 |
4,300.00 |
1.618 |
4,263.25 |
2.618 |
4,203.75 |
4.250 |
4,106.50 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,389.25 |
4,373.25 |
PP |
4,384.00 |
4,372.75 |
S1 |
4,379.00 |
4,372.50 |
|