| 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 |
15,053.00 |
15,080.00 |
27.00 |
0.2% |
15,590.00 |
| High |
15,220.75 |
15,147.00 |
-73.75 |
-0.5% |
15,661.00 |
| Low |
15,032.25 |
14,976.50 |
-55.75 |
-0.4% |
15,032.25 |
| Close |
15,060.75 |
15,127.75 |
67.00 |
0.4% |
15,060.75 |
| Range |
188.50 |
170.50 |
-18.00 |
-9.5% |
628.75 |
| ATR |
227.87 |
223.77 |
-4.10 |
-1.8% |
0.00 |
| Volume |
958 |
579 |
-379 |
-39.6% |
4,516 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,595.25 |
15,532.00 |
15,221.50 |
|
| R3 |
15,424.75 |
15,361.50 |
15,174.75 |
|
| R2 |
15,254.25 |
15,254.25 |
15,159.00 |
|
| R1 |
15,191.00 |
15,191.00 |
15,143.50 |
15,222.50 |
| PP |
15,083.75 |
15,083.75 |
15,083.75 |
15,099.50 |
| S1 |
15,020.50 |
15,020.50 |
15,112.00 |
15,052.00 |
| S2 |
14,913.25 |
14,913.25 |
15,096.50 |
|
| S3 |
14,742.75 |
14,850.00 |
15,080.75 |
|
| S4 |
14,572.25 |
14,679.50 |
15,034.00 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,137.50 |
16,728.00 |
15,406.50 |
|
| R3 |
16,508.75 |
16,099.25 |
15,233.75 |
|
| R2 |
15,880.00 |
15,880.00 |
15,176.00 |
|
| R1 |
15,470.50 |
15,470.50 |
15,118.50 |
15,361.00 |
| PP |
15,251.25 |
15,251.25 |
15,251.25 |
15,196.50 |
| S1 |
14,841.75 |
14,841.75 |
15,003.00 |
14,732.00 |
| S2 |
14,622.50 |
14,622.50 |
14,945.50 |
|
| S3 |
13,993.75 |
14,213.00 |
14,887.75 |
|
| S4 |
13,365.00 |
13,584.25 |
14,715.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,642.50 |
14,976.50 |
666.00 |
4.4% |
234.75 |
1.6% |
23% |
False |
True |
826 |
| 10 |
15,919.00 |
14,976.50 |
942.50 |
6.2% |
220.00 |
1.5% |
16% |
False |
True |
666 |
| 20 |
16,063.50 |
14,976.50 |
1,087.00 |
7.2% |
207.00 |
1.4% |
14% |
False |
True |
391 |
| 40 |
16,306.75 |
14,976.50 |
1,330.25 |
8.8% |
231.75 |
1.5% |
11% |
False |
True |
238 |
| 60 |
16,436.50 |
14,976.50 |
1,460.00 |
9.7% |
198.00 |
1.3% |
10% |
False |
True |
160 |
| 80 |
16,436.50 |
14,857.00 |
1,579.50 |
10.4% |
160.50 |
1.1% |
17% |
False |
False |
120 |
| 100 |
16,436.50 |
13,453.00 |
2,983.50 |
19.7% |
128.50 |
0.9% |
56% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,871.50 |
|
2.618 |
15,593.25 |
|
1.618 |
15,422.75 |
|
1.000 |
15,317.50 |
|
0.618 |
15,252.25 |
|
HIGH |
15,147.00 |
|
0.618 |
15,081.75 |
|
0.500 |
15,061.75 |
|
0.382 |
15,041.75 |
|
LOW |
14,976.50 |
|
0.618 |
14,871.25 |
|
1.000 |
14,806.00 |
|
1.618 |
14,700.75 |
|
2.618 |
14,530.25 |
|
4.250 |
14,252.00 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,105.75 |
15,163.00 |
| PP |
15,083.75 |
15,151.25 |
| S1 |
15,061.75 |
15,139.50 |
|