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 |
34,520 |
34,264 |
-256 |
-0.7% |
35,291 |
High |
34,627 |
34,347 |
-280 |
-0.8% |
35,426 |
Low |
34,169 |
33,903 |
-266 |
-0.8% |
34,564 |
Close |
34,217 |
34,134 |
-83 |
-0.2% |
34,581 |
Range |
458 |
444 |
-14 |
-3.1% |
862 |
ATR |
305 |
315 |
10 |
3.2% |
0 |
Volume |
79 |
137 |
58 |
73.4% |
361 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,460 |
35,241 |
34,378 |
|
R3 |
35,016 |
34,797 |
34,256 |
|
R2 |
34,572 |
34,572 |
34,216 |
|
R1 |
34,353 |
34,353 |
34,175 |
34,241 |
PP |
34,128 |
34,128 |
34,128 |
34,072 |
S1 |
33,909 |
33,909 |
34,093 |
33,797 |
S2 |
33,684 |
33,684 |
34,053 |
|
S3 |
33,240 |
33,465 |
34,012 |
|
S4 |
32,796 |
33,021 |
33,890 |
|
|
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 |
35,094 |
33,903 |
1,191 |
3.5% |
369 |
1.1% |
19% |
False |
True |
84 |
10 |
35,666 |
33,903 |
1,763 |
5.2% |
350 |
1.0% |
13% |
False |
True |
79 |
20 |
35,780 |
33,903 |
1,877 |
5.5% |
289 |
0.8% |
12% |
False |
True |
44 |
40 |
36,190 |
33,903 |
2,287 |
6.7% |
275 |
0.8% |
10% |
False |
True |
25 |
60 |
36,433 |
33,903 |
2,530 |
7.4% |
228 |
0.7% |
9% |
False |
True |
17 |
80 |
36,433 |
33,903 |
2,530 |
7.4% |
187 |
0.5% |
9% |
False |
True |
13 |
100 |
36,433 |
33,387 |
3,046 |
8.9% |
153 |
0.4% |
25% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,234 |
2.618 |
35,510 |
1.618 |
35,066 |
1.000 |
34,791 |
0.618 |
34,622 |
HIGH |
34,347 |
0.618 |
34,178 |
0.500 |
34,125 |
0.382 |
34,073 |
LOW |
33,903 |
0.618 |
33,629 |
1.000 |
33,459 |
1.618 |
33,185 |
2.618 |
32,741 |
4.250 |
32,016 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,131 |
34,302 |
PP |
34,128 |
34,246 |
S1 |
34,125 |
34,190 |
|