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 |
14,663.02 |
14,668.45 |
5.43 |
0.0% |
15,159.46 |
High |
14,771.02 |
14,678.48 |
-92.54 |
-0.6% |
15,268.96 |
Low |
14,615.45 |
14,505.68 |
-109.77 |
-0.8% |
14,686.84 |
Close |
14,768.90 |
14,545.83 |
-223.07 |
-1.5% |
14,701.10 |
Range |
155.57 |
172.80 |
17.23 |
11.1% |
582.12 |
ATR |
204.02 |
208.25 |
4.23 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,095.06 |
14,993.25 |
14,640.87 |
|
R3 |
14,922.26 |
14,820.45 |
14,593.35 |
|
R2 |
14,749.46 |
14,749.46 |
14,577.51 |
|
R1 |
14,647.65 |
14,647.65 |
14,561.67 |
14,612.16 |
PP |
14,576.66 |
14,576.66 |
14,576.66 |
14,558.92 |
S1 |
14,474.85 |
14,474.85 |
14,529.99 |
14,439.36 |
S2 |
14,403.86 |
14,403.86 |
14,514.15 |
|
S3 |
14,231.06 |
14,302.05 |
14,498.31 |
|
S4 |
14,058.26 |
14,129.25 |
14,450.79 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,631.99 |
16,248.67 |
15,021.27 |
|
R3 |
16,049.87 |
15,666.55 |
14,861.18 |
|
R2 |
15,467.75 |
15,467.75 |
14,807.82 |
|
R1 |
15,084.43 |
15,084.43 |
14,754.46 |
14,985.03 |
PP |
14,885.63 |
14,885.63 |
14,885.63 |
14,835.94 |
S1 |
14,502.31 |
14,502.31 |
14,647.74 |
14,402.91 |
S2 |
14,303.51 |
14,303.51 |
14,594.38 |
|
S3 |
13,721.39 |
13,920.19 |
14,541.02 |
|
S4 |
13,139.27 |
13,338.07 |
14,380.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,245.19 |
14,505.68 |
739.51 |
5.1% |
186.09 |
1.3% |
5% |
False |
True |
|
10 |
15,512.82 |
14,505.68 |
1,007.14 |
6.9% |
178.16 |
1.2% |
4% |
False |
True |
|
20 |
15,618.04 |
14,505.68 |
1,112.36 |
7.6% |
175.39 |
1.2% |
4% |
False |
True |
|
40 |
15,748.43 |
14,505.68 |
1,242.75 |
8.5% |
193.83 |
1.3% |
3% |
False |
True |
|
60 |
15,932.05 |
14,505.68 |
1,426.37 |
9.8% |
188.19 |
1.3% |
3% |
False |
True |
|
80 |
15,932.05 |
14,283.88 |
1,648.17 |
11.3% |
191.57 |
1.3% |
16% |
False |
False |
|
100 |
15,932.05 |
12,938.45 |
2,993.60 |
20.6% |
186.30 |
1.3% |
54% |
False |
False |
|
120 |
15,932.05 |
12,724.62 |
3,207.43 |
22.1% |
184.01 |
1.3% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,412.88 |
2.618 |
15,130.87 |
1.618 |
14,958.07 |
1.000 |
14,851.28 |
0.618 |
14,785.27 |
HIGH |
14,678.48 |
0.618 |
14,612.47 |
0.500 |
14,592.08 |
0.382 |
14,571.69 |
LOW |
14,505.68 |
0.618 |
14,398.89 |
1.000 |
14,332.88 |
1.618 |
14,226.09 |
2.618 |
14,053.29 |
4.250 |
13,771.28 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,592.08 |
14,680.80 |
PP |
14,576.66 |
14,635.81 |
S1 |
14,561.25 |
14,590.82 |
|