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 |
34,264 |
34,157 |
-107 |
-0.3% |
35,291 |
High |
34,347 |
34,342 |
-5 |
0.0% |
35,426 |
Low |
33,903 |
34,051 |
148 |
0.4% |
34,564 |
Close |
34,134 |
34,234 |
100 |
0.3% |
34,581 |
Range |
444 |
291 |
-153 |
-34.5% |
862 |
ATR |
315 |
314 |
-2 |
-0.5% |
0 |
Volume |
137 |
125 |
-12 |
-8.8% |
361 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,082 |
34,949 |
34,394 |
|
R3 |
34,791 |
34,658 |
34,314 |
|
R2 |
34,500 |
34,500 |
34,287 |
|
R1 |
34,367 |
34,367 |
34,261 |
34,434 |
PP |
34,209 |
34,209 |
34,209 |
34,242 |
S1 |
34,076 |
34,076 |
34,207 |
34,143 |
S2 |
33,918 |
33,918 |
34,181 |
|
S3 |
33,627 |
33,785 |
34,154 |
|
S4 |
33,336 |
33,494 |
34,074 |
|
|
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 |
34,760 |
33,903 |
857 |
2.5% |
340 |
1.0% |
39% |
False |
False |
96 |
10 |
35,666 |
33,903 |
1,763 |
5.1% |
346 |
1.0% |
19% |
False |
False |
90 |
20 |
35,780 |
33,903 |
1,877 |
5.5% |
297 |
0.9% |
18% |
False |
False |
50 |
40 |
36,190 |
33,903 |
2,287 |
6.7% |
280 |
0.8% |
14% |
False |
False |
28 |
60 |
36,433 |
33,903 |
2,530 |
7.4% |
233 |
0.7% |
13% |
False |
False |
19 |
80 |
36,433 |
33,903 |
2,530 |
7.4% |
190 |
0.6% |
13% |
False |
False |
14 |
100 |
36,433 |
33,387 |
3,046 |
8.9% |
156 |
0.5% |
28% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,579 |
2.618 |
35,104 |
1.618 |
34,813 |
1.000 |
34,633 |
0.618 |
34,522 |
HIGH |
34,342 |
0.618 |
34,231 |
0.500 |
34,197 |
0.382 |
34,162 |
LOW |
34,051 |
0.618 |
33,871 |
1.000 |
33,760 |
1.618 |
33,580 |
2.618 |
33,289 |
4.250 |
32,814 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,222 |
34,265 |
PP |
34,209 |
34,255 |
S1 |
34,197 |
34,244 |
|