Trading Metrics calculated at close of trading on 27-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
33,862.68 |
33,682.81 |
-179.87 |
-0.5% |
34,612.29 |
High |
33,879.93 |
33,731.65 |
-148.28 |
-0.4% |
34,776.28 |
Low |
33,569.60 |
33,306.30 |
-263.30 |
-0.8% |
33,947.24 |
Close |
33,618.88 |
33,550.27 |
-68.61 |
-0.2% |
33,963.84 |
Range |
310.33 |
425.35 |
115.02 |
37.1% |
829.04 |
ATR |
304.11 |
312.77 |
8.66 |
2.8% |
0.00 |
Volume |
282,204,266 |
302,725,328 |
20,521,062 |
7.3% |
1,444,555,959 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,805.46 |
34,603.21 |
33,784.21 |
|
R3 |
34,380.11 |
34,177.86 |
33,667.24 |
|
R2 |
33,954.76 |
33,954.76 |
33,628.25 |
|
R1 |
33,752.51 |
33,752.51 |
33,589.26 |
33,640.96 |
PP |
33,529.41 |
33,529.41 |
33,529.41 |
33,473.63 |
S1 |
33,327.16 |
33,327.16 |
33,511.28 |
33,215.61 |
S2 |
33,104.06 |
33,104.06 |
33,472.29 |
|
S3 |
32,678.71 |
32,901.81 |
33,433.30 |
|
S4 |
32,253.36 |
32,476.46 |
33,316.33 |
|
|
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 |
34,378.30 |
33,306.30 |
1,072.00 |
3.2% |
300.21 |
0.9% |
23% |
False |
True |
284,121,537 |
10 |
34,977.97 |
33,306.30 |
1,671.67 |
5.0% |
292.88 |
0.9% |
15% |
False |
True |
316,009,646 |
20 |
35,070.21 |
33,306.30 |
1,763.91 |
5.3% |
271.32 |
0.8% |
14% |
False |
True |
311,651,982 |
40 |
35,578.58 |
33,306.30 |
2,272.28 |
6.8% |
305.39 |
0.9% |
11% |
False |
True |
313,731,658 |
60 |
35,679.13 |
33,306.30 |
2,372.83 |
7.1% |
287.11 |
0.9% |
10% |
False |
True |
318,150,048 |
80 |
35,679.13 |
33,306.30 |
2,372.83 |
7.1% |
276.09 |
0.8% |
10% |
False |
True |
319,355,824 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
9.2% |
287.87 |
0.9% |
31% |
False |
False |
318,554,832 |
120 |
35,679.13 |
32,586.56 |
3,092.57 |
9.2% |
290.78 |
0.9% |
31% |
False |
False |
312,352,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,539.39 |
2.618 |
34,845.22 |
1.618 |
34,419.87 |
1.000 |
34,157.00 |
0.618 |
33,994.52 |
HIGH |
33,731.65 |
0.618 |
33,569.17 |
0.500 |
33,518.98 |
0.382 |
33,468.78 |
LOW |
33,306.30 |
0.618 |
33,043.43 |
1.000 |
32,880.95 |
1.618 |
32,618.08 |
2.618 |
32,192.73 |
4.250 |
31,498.56 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
33,539.84 |
33,661.92 |
PP |
33,529.41 |
33,624.70 |
S1 |
33,518.98 |
33,587.49 |
|