| 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 |
14,940.00 |
15,078.50 |
138.50 |
0.9% |
15,080.00 |
| High |
15,138.75 |
15,251.75 |
113.00 |
0.7% |
15,251.75 |
| Low |
14,848.75 |
15,003.25 |
154.50 |
1.0% |
14,777.50 |
| Close |
15,051.25 |
15,057.00 |
5.75 |
0.0% |
15,057.00 |
| Range |
290.00 |
248.50 |
-41.50 |
-14.3% |
474.25 |
| ATR |
232.70 |
233.83 |
1.13 |
0.5% |
0.00 |
| Volume |
892 |
1,284 |
392 |
43.9% |
4,921 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,849.50 |
15,701.75 |
15,193.75 |
|
| R3 |
15,601.00 |
15,453.25 |
15,125.25 |
|
| R2 |
15,352.50 |
15,352.50 |
15,102.50 |
|
| R1 |
15,204.75 |
15,204.75 |
15,079.75 |
15,154.50 |
| PP |
15,104.00 |
15,104.00 |
15,104.00 |
15,078.75 |
| S1 |
14,956.25 |
14,956.25 |
15,034.25 |
14,906.00 |
| S2 |
14,855.50 |
14,855.50 |
15,011.50 |
|
| S3 |
14,607.00 |
14,707.75 |
14,988.75 |
|
| S4 |
14,358.50 |
14,459.25 |
14,920.25 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,451.50 |
16,228.50 |
15,317.75 |
|
| R3 |
15,977.25 |
15,754.25 |
15,187.50 |
|
| R2 |
15,503.00 |
15,503.00 |
15,144.00 |
|
| R1 |
15,280.00 |
15,280.00 |
15,100.50 |
15,154.50 |
| PP |
15,028.75 |
15,028.75 |
15,028.75 |
14,966.00 |
| S1 |
14,805.75 |
14,805.75 |
15,013.50 |
14,680.00 |
| S2 |
14,554.50 |
14,554.50 |
14,970.00 |
|
| S3 |
14,080.25 |
14,331.50 |
14,926.50 |
|
| S4 |
13,606.00 |
13,857.25 |
14,796.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,251.75 |
14,777.50 |
474.25 |
3.1% |
244.75 |
1.6% |
59% |
True |
False |
984 |
| 10 |
15,661.00 |
14,777.50 |
883.50 |
5.9% |
235.50 |
1.6% |
32% |
False |
False |
943 |
| 20 |
16,063.50 |
14,777.50 |
1,286.00 |
8.5% |
219.00 |
1.5% |
22% |
False |
False |
573 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.5% |
238.50 |
1.6% |
22% |
False |
False |
344 |
| 60 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
209.75 |
1.4% |
17% |
False |
False |
233 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
172.75 |
1.1% |
17% |
False |
False |
175 |
| 100 |
16,436.50 |
13,677.00 |
2,759.50 |
18.3% |
139.25 |
0.9% |
50% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,308.00 |
|
2.618 |
15,902.25 |
|
1.618 |
15,653.75 |
|
1.000 |
15,500.25 |
|
0.618 |
15,405.25 |
|
HIGH |
15,251.75 |
|
0.618 |
15,156.75 |
|
0.500 |
15,127.50 |
|
0.382 |
15,098.25 |
|
LOW |
15,003.25 |
|
0.618 |
14,849.75 |
|
1.000 |
14,754.75 |
|
1.618 |
14,601.25 |
|
2.618 |
14,352.75 |
|
4.250 |
13,947.00 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,127.50 |
15,043.00 |
| PP |
15,104.00 |
15,028.75 |
| S1 |
15,080.50 |
15,014.50 |
|