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 |
14,520.86 |
14,850.01 |
329.15 |
2.3% |
14,663.02 |
High |
14,787.58 |
14,901.85 |
114.27 |
0.8% |
14,901.85 |
Low |
14,510.17 |
14,664.78 |
154.61 |
1.1% |
14,432.60 |
Close |
14,702.77 |
14,715.24 |
12.47 |
0.1% |
14,715.24 |
Range |
277.41 |
237.07 |
-40.34 |
-14.5% |
469.25 |
ATR |
214.28 |
215.91 |
1.63 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,471.83 |
15,330.61 |
14,845.63 |
|
R3 |
15,234.76 |
15,093.54 |
14,780.43 |
|
R2 |
14,997.69 |
14,997.69 |
14,758.70 |
|
R1 |
14,856.47 |
14,856.47 |
14,736.97 |
14,808.55 |
PP |
14,760.62 |
14,760.62 |
14,760.62 |
14,736.66 |
S1 |
14,619.40 |
14,619.40 |
14,693.51 |
14,571.48 |
S2 |
14,523.55 |
14,523.55 |
14,671.78 |
|
S3 |
14,286.48 |
14,382.33 |
14,650.05 |
|
S4 |
14,049.41 |
14,145.26 |
14,584.85 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,090.98 |
15,872.36 |
14,973.33 |
|
R3 |
15,621.73 |
15,403.11 |
14,844.28 |
|
R2 |
15,152.48 |
15,152.48 |
14,801.27 |
|
R1 |
14,933.86 |
14,933.86 |
14,758.25 |
15,043.17 |
PP |
14,683.23 |
14,683.23 |
14,683.23 |
14,737.89 |
S1 |
14,464.61 |
14,464.61 |
14,672.23 |
14,573.92 |
S2 |
14,213.98 |
14,213.98 |
14,629.21 |
|
S3 |
13,744.73 |
13,995.36 |
14,586.20 |
|
S4 |
13,275.48 |
13,526.11 |
14,457.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,901.85 |
14,432.60 |
469.25 |
3.2% |
213.49 |
1.5% |
60% |
True |
False |
|
10 |
15,268.96 |
14,432.60 |
836.36 |
5.7% |
193.08 |
1.3% |
34% |
False |
False |
|
20 |
15,618.04 |
14,432.60 |
1,185.44 |
8.1% |
182.25 |
1.2% |
24% |
False |
False |
|
40 |
15,618.04 |
14,432.60 |
1,185.44 |
8.1% |
199.44 |
1.4% |
24% |
False |
False |
|
60 |
15,932.05 |
14,432.60 |
1,499.45 |
10.2% |
195.03 |
1.3% |
19% |
False |
False |
|
80 |
15,932.05 |
14,283.88 |
1,648.17 |
11.2% |
195.63 |
1.3% |
26% |
False |
False |
|
100 |
15,932.05 |
13,193.88 |
2,738.17 |
18.6% |
189.03 |
1.3% |
56% |
False |
False |
|
120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.8% |
185.23 |
1.3% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,909.40 |
2.618 |
15,522.50 |
1.618 |
15,285.43 |
1.000 |
15,138.92 |
0.618 |
15,048.36 |
HIGH |
14,901.85 |
0.618 |
14,811.29 |
0.500 |
14,783.32 |
0.382 |
14,755.34 |
LOW |
14,664.78 |
0.618 |
14,518.27 |
1.000 |
14,427.71 |
1.618 |
14,281.20 |
2.618 |
14,044.13 |
4.250 |
13,657.23 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,783.32 |
14,699.24 |
PP |
14,760.62 |
14,683.23 |
S1 |
14,737.93 |
14,667.23 |
|