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 |
15,137.25 |
14,920.75 |
-216.50 |
-1.4% |
15,590.00 |
High |
15,139.50 |
15,010.50 |
-129.00 |
-0.9% |
15,661.00 |
Low |
14,857.50 |
14,777.50 |
-80.00 |
-0.5% |
15,032.25 |
Close |
14,905.75 |
14,929.50 |
23.75 |
0.2% |
15,060.75 |
Range |
282.00 |
233.00 |
-49.00 |
-17.4% |
628.75 |
ATR |
227.93 |
228.29 |
0.36 |
0.2% |
0.00 |
Volume |
880 |
1,286 |
406 |
46.1% |
4,516 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,604.75 |
15,500.25 |
15,057.75 |
|
R3 |
15,371.75 |
15,267.25 |
14,993.50 |
|
R2 |
15,138.75 |
15,138.75 |
14,972.25 |
|
R1 |
15,034.25 |
15,034.25 |
14,950.75 |
15,086.50 |
PP |
14,905.75 |
14,905.75 |
14,905.75 |
14,932.00 |
S1 |
14,801.25 |
14,801.25 |
14,908.25 |
14,853.50 |
S2 |
14,672.75 |
14,672.75 |
14,886.75 |
|
S3 |
14,439.75 |
14,568.25 |
14,865.50 |
|
S4 |
14,206.75 |
14,335.25 |
14,801.25 |
|
|
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 |
15,349.75 |
14,777.50 |
572.25 |
3.8% |
237.50 |
1.6% |
27% |
False |
True |
917 |
10 |
15,919.00 |
14,777.50 |
1,141.50 |
7.6% |
234.25 |
1.6% |
13% |
False |
True |
843 |
20 |
16,063.50 |
14,777.50 |
1,286.00 |
8.6% |
206.50 |
1.4% |
12% |
False |
True |
481 |
40 |
16,191.25 |
14,777.50 |
1,413.75 |
9.5% |
238.75 |
1.6% |
11% |
False |
True |
292 |
60 |
16,436.50 |
14,777.50 |
1,659.00 |
11.1% |
206.00 |
1.4% |
9% |
False |
True |
196 |
80 |
16,436.50 |
14,777.50 |
1,659.00 |
11.1% |
166.00 |
1.1% |
9% |
False |
True |
147 |
100 |
16,436.50 |
13,677.00 |
2,759.50 |
18.5% |
133.75 |
0.9% |
45% |
False |
False |
118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,000.75 |
2.618 |
15,620.50 |
1.618 |
15,387.50 |
1.000 |
15,243.50 |
0.618 |
15,154.50 |
HIGH |
15,010.50 |
0.618 |
14,921.50 |
0.500 |
14,894.00 |
0.382 |
14,866.50 |
LOW |
14,777.50 |
0.618 |
14,633.50 |
1.000 |
14,544.50 |
1.618 |
14,400.50 |
2.618 |
14,167.50 |
4.250 |
13,787.25 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,917.75 |
14,962.25 |
PP |
14,905.75 |
14,951.25 |
S1 |
14,894.00 |
14,940.50 |
|