Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
27,690 |
27,540 |
-150 |
-0.5% |
28,075 |
High |
27,690 |
27,540 |
-150 |
-0.5% |
28,460 |
Low |
27,650 |
27,100 |
-550 |
-2.0% |
27,520 |
Close |
27,690 |
27,540 |
-150 |
-0.5% |
27,690 |
Range |
40 |
440 |
400 |
1,000.0% |
940 |
ATR |
620 |
618 |
-2 |
-0.3% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,713 |
28,567 |
27,782 |
|
R3 |
28,273 |
28,127 |
27,661 |
|
R2 |
27,833 |
27,833 |
27,621 |
|
R1 |
27,687 |
27,687 |
27,580 |
27,760 |
PP |
27,393 |
27,393 |
27,393 |
27,430 |
S1 |
27,247 |
27,247 |
27,500 |
27,320 |
S2 |
26,953 |
26,953 |
27,459 |
|
S3 |
26,513 |
26,807 |
27,419 |
|
S4 |
26,073 |
26,367 |
27,298 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,710 |
30,140 |
28,207 |
|
R3 |
29,770 |
29,200 |
27,949 |
|
R2 |
28,830 |
28,830 |
27,862 |
|
R1 |
28,260 |
28,260 |
27,776 |
28,075 |
PP |
27,890 |
27,890 |
27,890 |
27,798 |
S1 |
27,320 |
27,320 |
27,604 |
27,135 |
S2 |
26,950 |
26,950 |
27,518 |
|
S3 |
26,010 |
26,380 |
27,432 |
|
S4 |
25,070 |
25,440 |
27,173 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,460 |
27,100 |
1,360 |
4.9% |
324 |
1.2% |
32% |
False |
True |
|
10 |
28,460 |
26,940 |
1,520 |
5.5% |
366 |
1.3% |
39% |
False |
False |
|
20 |
29,190 |
26,025 |
3,165 |
11.5% |
394 |
1.4% |
48% |
False |
False |
|
40 |
31,590 |
26,025 |
5,565 |
20.2% |
314 |
1.1% |
27% |
False |
False |
|
60 |
33,700 |
26,025 |
7,675 |
27.9% |
325 |
1.2% |
20% |
False |
False |
|
80 |
33,700 |
26,025 |
7,675 |
27.9% |
331 |
1.2% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,410 |
2.618 |
28,692 |
1.618 |
28,252 |
1.000 |
27,980 |
0.618 |
27,812 |
HIGH |
27,540 |
0.618 |
27,372 |
0.500 |
27,320 |
0.382 |
27,268 |
LOW |
27,100 |
0.618 |
26,828 |
1.000 |
26,660 |
1.618 |
26,388 |
2.618 |
25,948 |
4.250 |
25,230 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,467 |
27,514 |
PP |
27,393 |
27,488 |
S1 |
27,320 |
27,463 |
|