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 |
14,606.26 |
14,520.86 |
-85.40 |
-0.6% |
15,159.46 |
High |
14,657.21 |
14,787.58 |
130.37 |
0.9% |
15,268.96 |
Low |
14,432.60 |
14,510.17 |
77.57 |
0.5% |
14,686.84 |
Close |
14,580.16 |
14,702.77 |
122.61 |
0.8% |
14,701.10 |
Range |
224.61 |
277.41 |
52.80 |
23.5% |
582.12 |
ATR |
209.42 |
214.28 |
4.86 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,499.07 |
15,378.33 |
14,855.35 |
|
R3 |
15,221.66 |
15,100.92 |
14,779.06 |
|
R2 |
14,944.25 |
14,944.25 |
14,753.63 |
|
R1 |
14,823.51 |
14,823.51 |
14,728.20 |
14,883.88 |
PP |
14,666.84 |
14,666.84 |
14,666.84 |
14,697.03 |
S1 |
14,546.10 |
14,546.10 |
14,677.34 |
14,606.47 |
S2 |
14,389.43 |
14,389.43 |
14,651.91 |
|
S3 |
14,112.02 |
14,268.69 |
14,626.48 |
|
S4 |
13,834.61 |
13,991.28 |
14,550.19 |
|
|
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 |
14,855.92 |
14,432.60 |
423.32 |
2.9% |
199.89 |
1.4% |
64% |
False |
False |
|
10 |
15,429.90 |
14,432.60 |
997.30 |
6.8% |
194.99 |
1.3% |
27% |
False |
False |
|
20 |
15,618.04 |
14,432.60 |
1,185.44 |
8.1% |
175.83 |
1.2% |
23% |
False |
False |
|
40 |
15,618.04 |
14,432.60 |
1,185.44 |
8.1% |
197.60 |
1.3% |
23% |
False |
False |
|
60 |
15,932.05 |
14,432.60 |
1,499.45 |
10.2% |
193.36 |
1.3% |
18% |
False |
False |
|
80 |
15,932.05 |
14,283.88 |
1,648.17 |
11.2% |
194.13 |
1.3% |
25% |
False |
False |
|
100 |
15,932.05 |
13,193.08 |
2,738.97 |
18.6% |
187.75 |
1.3% |
55% |
False |
False |
|
120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.8% |
184.84 |
1.3% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,966.57 |
2.618 |
15,513.84 |
1.618 |
15,236.43 |
1.000 |
15,064.99 |
0.618 |
14,959.02 |
HIGH |
14,787.58 |
0.618 |
14,681.61 |
0.500 |
14,648.88 |
0.382 |
14,616.14 |
LOW |
14,510.17 |
0.618 |
14,338.73 |
1.000 |
14,232.76 |
1.618 |
14,061.32 |
2.618 |
13,783.91 |
4.250 |
13,331.18 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,684.81 |
14,671.88 |
PP |
14,666.84 |
14,640.98 |
S1 |
14,648.88 |
14,610.09 |
|