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 |
34,157 |
34,305 |
148 |
0.4% |
34,631 |
High |
34,342 |
34,461 |
119 |
0.3% |
34,700 |
Low |
34,051 |
33,969 |
-82 |
-0.2% |
33,903 |
Close |
34,234 |
34,061 |
-173 |
-0.5% |
34,061 |
Range |
291 |
492 |
201 |
69.1% |
797 |
ATR |
314 |
326 |
13 |
4.1% |
0 |
Volume |
125 |
88 |
-37 |
-29.6% |
523 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,640 |
35,342 |
34,332 |
|
R3 |
35,148 |
34,850 |
34,196 |
|
R2 |
34,656 |
34,656 |
34,151 |
|
R1 |
34,358 |
34,358 |
34,106 |
34,261 |
PP |
34,164 |
34,164 |
34,164 |
34,115 |
S1 |
33,866 |
33,866 |
34,016 |
33,769 |
S2 |
33,672 |
33,672 |
33,971 |
|
S3 |
33,180 |
33,374 |
33,926 |
|
S4 |
32,688 |
32,882 |
33,791 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,612 |
36,134 |
34,499 |
|
R3 |
35,815 |
35,337 |
34,280 |
|
R2 |
35,018 |
35,018 |
34,207 |
|
R1 |
34,540 |
34,540 |
34,134 |
34,381 |
PP |
34,221 |
34,221 |
34,221 |
34,142 |
S1 |
33,743 |
33,743 |
33,988 |
33,584 |
S2 |
33,424 |
33,424 |
33,915 |
|
S3 |
32,627 |
32,946 |
33,842 |
|
S4 |
31,830 |
32,149 |
33,623 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,700 |
33,903 |
797 |
2.3% |
399 |
1.2% |
20% |
False |
False |
104 |
10 |
35,426 |
33,903 |
1,523 |
4.5% |
352 |
1.0% |
10% |
False |
False |
88 |
20 |
35,666 |
33,903 |
1,763 |
5.2% |
304 |
0.9% |
9% |
False |
False |
52 |
40 |
36,190 |
33,903 |
2,287 |
6.7% |
287 |
0.8% |
7% |
False |
False |
30 |
60 |
36,433 |
33,903 |
2,530 |
7.4% |
240 |
0.7% |
6% |
False |
False |
21 |
80 |
36,433 |
33,903 |
2,530 |
7.4% |
197 |
0.6% |
6% |
False |
False |
15 |
100 |
36,433 |
33,387 |
3,046 |
8.9% |
161 |
0.5% |
22% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,552 |
2.618 |
35,749 |
1.618 |
35,257 |
1.000 |
34,953 |
0.618 |
34,765 |
HIGH |
34,461 |
0.618 |
34,273 |
0.500 |
34,215 |
0.382 |
34,157 |
LOW |
33,969 |
0.618 |
33,665 |
1.000 |
33,477 |
1.618 |
33,173 |
2.618 |
32,681 |
4.250 |
31,878 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,215 |
34,182 |
PP |
34,164 |
34,142 |
S1 |
34,112 |
34,101 |
|