| 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 |
14,920.75 |
14,940.00 |
19.25 |
0.1% |
15,590.00 |
| High |
15,010.50 |
15,138.75 |
128.25 |
0.9% |
15,661.00 |
| Low |
14,777.50 |
14,848.75 |
71.25 |
0.5% |
15,032.25 |
| Close |
14,929.50 |
15,051.25 |
121.75 |
0.8% |
15,060.75 |
| Range |
233.00 |
290.00 |
57.00 |
24.5% |
628.75 |
| ATR |
228.29 |
232.70 |
4.41 |
1.9% |
0.00 |
| Volume |
1,286 |
892 |
-394 |
-30.6% |
4,516 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,883.00 |
15,757.00 |
15,210.75 |
|
| R3 |
15,593.00 |
15,467.00 |
15,131.00 |
|
| R2 |
15,303.00 |
15,303.00 |
15,104.50 |
|
| R1 |
15,177.00 |
15,177.00 |
15,077.75 |
15,240.00 |
| PP |
15,013.00 |
15,013.00 |
15,013.00 |
15,044.50 |
| S1 |
14,887.00 |
14,887.00 |
15,024.75 |
14,950.00 |
| S2 |
14,723.00 |
14,723.00 |
14,998.00 |
|
| S3 |
14,433.00 |
14,597.00 |
14,971.50 |
|
| S4 |
14,143.00 |
14,307.00 |
14,891.75 |
|
|
| 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 |
15,220.75 |
14,777.50 |
443.25 |
2.9% |
232.75 |
1.5% |
62% |
False |
False |
919 |
| 10 |
15,919.00 |
14,777.50 |
1,141.50 |
7.6% |
246.00 |
1.6% |
24% |
False |
False |
900 |
| 20 |
16,063.50 |
14,777.50 |
1,286.00 |
8.5% |
213.50 |
1.4% |
21% |
False |
False |
523 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.5% |
237.00 |
1.6% |
21% |
False |
False |
313 |
| 60 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
208.75 |
1.4% |
17% |
False |
False |
211 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
169.50 |
1.1% |
17% |
False |
False |
158 |
| 100 |
16,436.50 |
13,677.00 |
2,759.50 |
18.3% |
136.75 |
0.9% |
50% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,371.25 |
|
2.618 |
15,898.00 |
|
1.618 |
15,608.00 |
|
1.000 |
15,428.75 |
|
0.618 |
15,318.00 |
|
HIGH |
15,138.75 |
|
0.618 |
15,028.00 |
|
0.500 |
14,993.75 |
|
0.382 |
14,959.50 |
|
LOW |
14,848.75 |
|
0.618 |
14,669.50 |
|
1.000 |
14,558.75 |
|
1.618 |
14,379.50 |
|
2.618 |
14,089.50 |
|
4.250 |
13,616.25 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,032.00 |
15,020.25 |
| PP |
15,013.00 |
14,989.50 |
| S1 |
14,993.75 |
14,958.50 |
|