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 |
427.09 |
425.48 |
-1.61 |
-0.4% |
443.05 |
High |
427.67 |
430.25 |
2.58 |
0.6% |
444.97 |
Low |
422.29 |
424.87 |
2.58 |
0.6% |
429.99 |
Close |
426.05 |
428.52 |
2.47 |
0.6% |
430.42 |
Range |
5.38 |
5.38 |
0.00 |
0.0% |
14.98 |
ATR |
4.66 |
4.72 |
0.05 |
1.1% |
0.00 |
Volume |
104,705,800 |
92,258,300 |
-12,447,500 |
-11.9% |
409,754,800 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444.02 |
441.65 |
431.48 |
|
R3 |
438.64 |
436.27 |
430.00 |
|
R2 |
433.26 |
433.26 |
429.51 |
|
R1 |
430.89 |
430.89 |
429.01 |
432.07 |
PP |
427.88 |
427.88 |
427.88 |
428.47 |
S1 |
425.51 |
425.51 |
428.03 |
426.70 |
S2 |
422.50 |
422.50 |
427.53 |
|
S3 |
417.12 |
420.13 |
427.04 |
|
S4 |
411.74 |
414.75 |
425.56 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
480.07 |
470.22 |
438.66 |
|
R3 |
465.09 |
455.24 |
434.54 |
|
R2 |
450.11 |
450.11 |
433.17 |
|
R1 |
440.26 |
440.26 |
431.79 |
437.70 |
PP |
435.13 |
435.13 |
435.13 |
433.84 |
S1 |
425.28 |
425.28 |
429.05 |
422.72 |
S2 |
420.15 |
420.15 |
427.67 |
|
S3 |
405.17 |
410.30 |
426.30 |
|
S4 |
390.19 |
395.32 |
422.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
434.10 |
422.29 |
11.81 |
2.8% |
4.64 |
1.1% |
53% |
False |
False |
92,967,320 |
10 |
447.48 |
422.29 |
25.19 |
5.9% |
4.43 |
1.0% |
25% |
False |
False |
88,561,060 |
20 |
453.67 |
422.29 |
31.38 |
7.3% |
3.72 |
0.9% |
20% |
False |
False |
77,018,155 |
40 |
453.67 |
422.29 |
31.38 |
7.3% |
4.28 |
1.0% |
20% |
False |
False |
77,003,940 |
60 |
459.44 |
422.29 |
37.15 |
8.7% |
3.98 |
0.9% |
17% |
False |
False |
75,219,255 |
80 |
459.44 |
422.29 |
37.15 |
8.7% |
3.85 |
0.9% |
17% |
False |
False |
76,357,163 |
100 |
459.44 |
408.87 |
50.57 |
11.8% |
3.85 |
0.9% |
39% |
False |
False |
76,947,861 |
120 |
459.44 |
403.74 |
55.70 |
13.0% |
3.90 |
0.9% |
44% |
False |
False |
77,233,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
453.11 |
2.618 |
444.33 |
1.618 |
438.95 |
1.000 |
435.63 |
0.618 |
433.57 |
HIGH |
430.25 |
0.618 |
428.19 |
0.500 |
427.56 |
0.382 |
426.93 |
LOW |
424.87 |
0.618 |
421.55 |
1.000 |
419.49 |
1.618 |
416.17 |
2.618 |
410.79 |
4.250 |
402.01 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
428.20 |
427.77 |
PP |
427.88 |
427.02 |
S1 |
427.56 |
426.27 |
|