| 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 |
1,594.1670 |
1,656.5080 |
62.3410 |
3.9% |
1,591.2840 |
| High |
1,667.4210 |
1,687.9000 |
20.4790 |
1.2% |
1,687.9000 |
| Low |
1,592.8110 |
1,644.1740 |
51.3630 |
3.2% |
1,564.2220 |
| Close |
1,656.7550 |
1,668.3960 |
11.6410 |
0.7% |
1,668.3960 |
| Range |
74.6100 |
43.7260 |
-30.8840 |
-41.4% |
123.6780 |
| ATR |
47.9829 |
47.6788 |
-0.3041 |
-0.6% |
0.0000 |
| Volume |
219,208 |
180,395 |
-38,813 |
-17.7% |
633,942 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,798.0013 |
1,776.9247 |
1,692.4453 |
|
| R3 |
1,754.2753 |
1,733.1987 |
1,680.4207 |
|
| R2 |
1,710.5493 |
1,710.5493 |
1,676.4124 |
|
| R1 |
1,689.4727 |
1,689.4727 |
1,672.4042 |
1,700.0110 |
| PP |
1,666.8233 |
1,666.8233 |
1,666.8233 |
1,672.0925 |
| S1 |
1,645.7467 |
1,645.7467 |
1,664.3878 |
1,656.2850 |
| S2 |
1,623.0973 |
1,623.0973 |
1,660.3796 |
|
| S3 |
1,579.3713 |
1,602.0207 |
1,656.3714 |
|
| S4 |
1,535.6453 |
1,558.2947 |
1,644.3467 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.2067 |
1,963.4793 |
1,736.4189 |
|
| R3 |
1,887.5287 |
1,839.8013 |
1,702.4075 |
|
| R2 |
1,763.8507 |
1,763.8507 |
1,691.0703 |
|
| R1 |
1,716.1233 |
1,716.1233 |
1,679.7332 |
1,739.9870 |
| PP |
1,640.1727 |
1,640.1727 |
1,640.1727 |
1,652.1045 |
| S1 |
1,592.4453 |
1,592.4453 |
1,657.0589 |
1,616.3090 |
| S2 |
1,516.4947 |
1,516.4947 |
1,645.7217 |
|
| S3 |
1,392.8167 |
1,468.7673 |
1,634.3846 |
|
| S4 |
1,269.1387 |
1,345.0893 |
1,600.3731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,687.9000 |
1,564.2220 |
123.6780 |
7.4% |
44.3616 |
2.7% |
84% |
True |
False |
126,788 |
| 10 |
1,687.9000 |
1,564.2220 |
123.6780 |
7.4% |
43.7345 |
2.6% |
84% |
True |
False |
112,303 |
| 20 |
1,687.9000 |
1,533.7810 |
154.1190 |
9.2% |
45.8191 |
2.7% |
87% |
True |
False |
119,683 |
| 40 |
1,872.9570 |
1,533.7810 |
339.1760 |
20.3% |
49.1595 |
2.9% |
40% |
False |
False |
136,669 |
| 60 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.5% |
49.8625 |
3.0% |
27% |
False |
False |
128,541 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.5% |
55.3862 |
3.3% |
27% |
False |
False |
131,102 |
| 100 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.5% |
55.9517 |
3.4% |
27% |
False |
False |
130,286 |
| 120 |
2,137.7700 |
1,533.7810 |
603.9890 |
36.2% |
62.3887 |
3.7% |
22% |
False |
False |
148,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,873.7355 |
|
2.618 |
1,802.3747 |
|
1.618 |
1,758.6487 |
|
1.000 |
1,731.6260 |
|
0.618 |
1,714.9227 |
|
HIGH |
1,687.9000 |
|
0.618 |
1,671.1967 |
|
0.500 |
1,666.0370 |
|
0.382 |
1,660.8773 |
|
LOW |
1,644.1740 |
|
0.618 |
1,617.1513 |
|
1.000 |
1,600.4480 |
|
1.618 |
1,573.4253 |
|
2.618 |
1,529.6993 |
|
4.250 |
1,458.3385 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,667.6097 |
1,657.5525 |
| PP |
1,666.8233 |
1,646.7090 |
| S1 |
1,666.0370 |
1,635.8655 |
|