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 |
15,080.00 |
15,137.25 |
57.25 |
0.4% |
15,590.00 |
High |
15,147.00 |
15,139.50 |
-7.50 |
0.0% |
15,661.00 |
Low |
14,976.50 |
14,857.50 |
-119.00 |
-0.8% |
15,032.25 |
Close |
15,127.75 |
14,905.75 |
-222.00 |
-1.5% |
15,060.75 |
Range |
170.50 |
282.00 |
111.50 |
65.4% |
628.75 |
ATR |
223.77 |
227.93 |
4.16 |
1.9% |
0.00 |
Volume |
579 |
880 |
301 |
52.0% |
4,516 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,813.50 |
15,641.75 |
15,060.75 |
|
R3 |
15,531.50 |
15,359.75 |
14,983.25 |
|
R2 |
15,249.50 |
15,249.50 |
14,957.50 |
|
R1 |
15,077.75 |
15,077.75 |
14,931.50 |
15,022.50 |
PP |
14,967.50 |
14,967.50 |
14,967.50 |
14,940.00 |
S1 |
14,795.75 |
14,795.75 |
14,880.00 |
14,740.50 |
S2 |
14,685.50 |
14,685.50 |
14,854.00 |
|
S3 |
14,403.50 |
14,513.75 |
14,828.25 |
|
S4 |
14,121.50 |
14,231.75 |
14,750.75 |
|
|
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 |
15,637.00 |
14,857.50 |
779.50 |
5.2% |
252.75 |
1.7% |
6% |
False |
True |
824 |
10 |
15,919.00 |
14,857.50 |
1,061.50 |
7.1% |
230.00 |
1.5% |
5% |
False |
True |
747 |
20 |
16,063.50 |
14,857.50 |
1,206.00 |
8.1% |
213.75 |
1.4% |
4% |
False |
True |
431 |
40 |
16,280.25 |
14,857.50 |
1,422.75 |
9.5% |
236.25 |
1.6% |
3% |
False |
True |
260 |
60 |
16,436.50 |
14,857.50 |
1,579.00 |
10.6% |
202.50 |
1.4% |
3% |
False |
True |
175 |
80 |
16,436.50 |
14,857.00 |
1,579.50 |
10.6% |
163.00 |
1.1% |
3% |
False |
False |
131 |
100 |
16,436.50 |
13,453.00 |
2,983.50 |
20.0% |
131.50 |
0.9% |
49% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,338.00 |
2.618 |
15,877.75 |
1.618 |
15,595.75 |
1.000 |
15,421.50 |
0.618 |
15,313.75 |
HIGH |
15,139.50 |
0.618 |
15,031.75 |
0.500 |
14,998.50 |
0.382 |
14,965.25 |
LOW |
14,857.50 |
0.618 |
14,683.25 |
1.000 |
14,575.50 |
1.618 |
14,401.25 |
2.618 |
14,119.25 |
4.250 |
13,659.00 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,998.50 |
15,039.00 |
PP |
14,967.50 |
14,994.75 |
S1 |
14,936.75 |
14,950.25 |
|