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 |
34,631 |
34,520 |
-111 |
-0.3% |
35,291 |
High |
34,700 |
34,627 |
-73 |
-0.2% |
35,426 |
Low |
34,389 |
34,169 |
-220 |
-0.6% |
34,564 |
Close |
34,615 |
34,217 |
-398 |
-1.1% |
34,581 |
Range |
311 |
458 |
147 |
47.3% |
862 |
ATR |
294 |
305 |
12 |
4.0% |
0 |
Volume |
94 |
79 |
-15 |
-16.0% |
361 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,712 |
35,422 |
34,469 |
|
R3 |
35,254 |
34,964 |
34,343 |
|
R2 |
34,796 |
34,796 |
34,301 |
|
R1 |
34,506 |
34,506 |
34,259 |
34,422 |
PP |
34,338 |
34,338 |
34,338 |
34,296 |
S1 |
34,048 |
34,048 |
34,175 |
33,964 |
S2 |
33,880 |
33,880 |
34,133 |
|
S3 |
33,422 |
33,590 |
34,091 |
|
S4 |
32,964 |
33,132 |
33,965 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,443 |
36,874 |
35,055 |
|
R3 |
36,581 |
36,012 |
34,818 |
|
R2 |
35,719 |
35,719 |
34,739 |
|
R1 |
35,150 |
35,150 |
34,660 |
35,004 |
PP |
34,857 |
34,857 |
34,857 |
34,784 |
S1 |
34,288 |
34,288 |
34,502 |
34,142 |
S2 |
33,995 |
33,995 |
34,423 |
|
S3 |
33,133 |
33,426 |
34,344 |
|
S4 |
32,271 |
32,564 |
34,107 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,426 |
34,169 |
1,257 |
3.7% |
349 |
1.0% |
4% |
False |
True |
74 |
10 |
35,666 |
34,169 |
1,497 |
4.4% |
331 |
1.0% |
3% |
False |
True |
66 |
20 |
35,780 |
34,169 |
1,611 |
4.7% |
282 |
0.8% |
3% |
False |
True |
38 |
40 |
36,433 |
34,169 |
2,264 |
6.6% |
267 |
0.8% |
2% |
False |
True |
22 |
60 |
36,433 |
34,169 |
2,264 |
6.6% |
221 |
0.6% |
2% |
False |
True |
15 |
80 |
36,433 |
34,169 |
2,264 |
6.6% |
181 |
0.5% |
2% |
False |
True |
11 |
100 |
36,433 |
33,387 |
3,046 |
8.9% |
148 |
0.4% |
27% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,574 |
2.618 |
35,826 |
1.618 |
35,368 |
1.000 |
35,085 |
0.618 |
34,910 |
HIGH |
34,627 |
0.618 |
34,452 |
0.500 |
34,398 |
0.382 |
34,344 |
LOW |
34,169 |
0.618 |
33,886 |
1.000 |
33,711 |
1.618 |
33,428 |
2.618 |
32,970 |
4.250 |
32,223 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,398 |
34,465 |
PP |
34,338 |
34,382 |
S1 |
34,277 |
34,300 |
|