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 |
33,907.59 |
33,862.68 |
-44.91 |
-0.1% |
34,612.29 |
High |
34,017.53 |
33,879.93 |
-137.60 |
-0.4% |
34,776.28 |
Low |
33,780.67 |
33,569.60 |
-211.07 |
-0.6% |
33,947.24 |
Close |
34,006.88 |
33,618.88 |
-388.00 |
-1.1% |
33,963.84 |
Range |
236.86 |
310.33 |
73.47 |
31.0% |
829.04 |
ATR |
293.87 |
304.11 |
10.24 |
3.5% |
0.00 |
Volume |
230,070,361 |
282,204,266 |
52,133,905 |
22.7% |
1,444,555,959 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,620.46 |
34,430.00 |
33,789.56 |
|
R3 |
34,310.13 |
34,119.67 |
33,704.22 |
|
R2 |
33,999.80 |
33,999.80 |
33,675.77 |
|
R1 |
33,809.34 |
33,809.34 |
33,647.33 |
33,749.41 |
PP |
33,689.47 |
33,689.47 |
33,689.47 |
33,659.50 |
S1 |
33,499.01 |
33,499.01 |
33,590.43 |
33,439.08 |
S2 |
33,379.14 |
33,379.14 |
33,561.99 |
|
S3 |
33,068.81 |
33,188.68 |
33,533.54 |
|
S4 |
32,758.48 |
32,878.35 |
33,448.20 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,716.24 |
36,169.08 |
34,419.81 |
|
R3 |
35,887.20 |
35,340.04 |
34,191.83 |
|
R2 |
35,058.16 |
35,058.16 |
34,115.83 |
|
R1 |
34,511.00 |
34,511.00 |
34,039.84 |
34,370.06 |
PP |
34,229.12 |
34,229.12 |
34,229.12 |
34,158.65 |
S1 |
33,681.96 |
33,681.96 |
33,887.84 |
33,541.02 |
S2 |
33,400.08 |
33,400.08 |
33,811.85 |
|
S3 |
32,571.04 |
32,852.92 |
33,735.85 |
|
S4 |
31,742.00 |
32,023.88 |
33,507.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,776.28 |
33,569.60 |
1,206.68 |
3.6% |
283.53 |
0.8% |
4% |
False |
True |
282,397,868 |
10 |
34,977.97 |
33,569.60 |
1,408.37 |
4.2% |
276.07 |
0.8% |
3% |
False |
True |
315,594,283 |
20 |
35,070.21 |
33,569.60 |
1,500.61 |
4.5% |
266.72 |
0.8% |
3% |
False |
True |
309,720,811 |
40 |
35,679.13 |
33,569.60 |
2,109.53 |
6.3% |
298.57 |
0.9% |
2% |
False |
True |
312,688,407 |
60 |
35,679.13 |
33,569.60 |
2,109.53 |
6.3% |
283.01 |
0.8% |
2% |
False |
True |
315,731,276 |
80 |
35,679.13 |
33,187.58 |
2,491.55 |
7.4% |
278.49 |
0.8% |
17% |
False |
False |
320,437,470 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
9.2% |
287.79 |
0.9% |
33% |
False |
False |
318,700,806 |
120 |
35,679.13 |
32,586.56 |
3,092.57 |
9.2% |
288.64 |
0.9% |
33% |
False |
False |
312,231,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,198.83 |
2.618 |
34,692.37 |
1.618 |
34,382.04 |
1.000 |
34,190.26 |
0.618 |
34,071.71 |
HIGH |
33,879.93 |
0.618 |
33,761.38 |
0.500 |
33,724.77 |
0.382 |
33,688.15 |
LOW |
33,569.60 |
0.618 |
33,377.82 |
1.000 |
33,259.27 |
1.618 |
33,067.49 |
2.618 |
32,757.16 |
4.250 |
32,250.70 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
33,724.77 |
33,862.88 |
PP |
33,689.47 |
33,781.54 |
S1 |
33,654.18 |
33,700.21 |
|