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 |
1,900.66 |
1,875.07 |
-25.59 |
-1.3% |
1,923.78 |
High |
1,902.73 |
1,878.03 |
-24.70 |
-1.3% |
1,947.12 |
Low |
1,873.12 |
1,859.15 |
-13.97 |
-0.7% |
1,915.20 |
Close |
1,875.45 |
1,864.92 |
-10.53 |
-0.6% |
1,925.42 |
Range |
29.61 |
18.88 |
-10.73 |
-36.2% |
31.92 |
ATR |
14.50 |
14.81 |
0.31 |
2.2% |
0.00 |
Volume |
5,777 |
5,692 |
-85 |
-1.5% |
29,590 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.01 |
1,913.34 |
1,875.30 |
|
R3 |
1,905.13 |
1,894.46 |
1,870.11 |
|
R2 |
1,886.25 |
1,886.25 |
1,868.38 |
|
R1 |
1,875.58 |
1,875.58 |
1,866.65 |
1,871.48 |
PP |
1,867.37 |
1,867.37 |
1,867.37 |
1,865.31 |
S1 |
1,856.70 |
1,856.70 |
1,863.19 |
1,852.60 |
S2 |
1,848.49 |
1,848.49 |
1,861.46 |
|
S3 |
1,829.61 |
1,837.82 |
1,859.73 |
|
S4 |
1,810.73 |
1,818.94 |
1,854.54 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.01 |
2,007.13 |
1,942.98 |
|
R3 |
1,993.09 |
1,975.21 |
1,934.20 |
|
R2 |
1,961.17 |
1,961.17 |
1,931.27 |
|
R1 |
1,943.29 |
1,943.29 |
1,928.35 |
1,952.23 |
PP |
1,929.25 |
1,929.25 |
1,929.25 |
1,933.72 |
S1 |
1,911.37 |
1,911.37 |
1,922.49 |
1,920.31 |
S2 |
1,897.33 |
1,897.33 |
1,919.57 |
|
S3 |
1,865.41 |
1,879.45 |
1,916.64 |
|
S4 |
1,833.49 |
1,847.53 |
1,907.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,928.49 |
1,859.15 |
69.34 |
3.7% |
17.08 |
0.9% |
8% |
False |
True |
5,787 |
10 |
1,947.12 |
1,859.15 |
87.97 |
4.7% |
15.80 |
0.8% |
7% |
False |
True |
5,855 |
20 |
1,950.48 |
1,859.15 |
91.33 |
4.9% |
13.41 |
0.7% |
6% |
False |
True |
5,908 |
40 |
1,953.60 |
1,859.15 |
94.45 |
5.1% |
13.62 |
0.7% |
6% |
False |
True |
5,791 |
60 |
1,987.26 |
1,859.15 |
128.11 |
6.9% |
15.14 |
0.8% |
5% |
False |
True |
5,775 |
80 |
1,987.26 |
1,859.15 |
128.11 |
6.9% |
16.25 |
0.9% |
5% |
False |
True |
5,751 |
100 |
2,052.28 |
1,859.15 |
193.13 |
10.4% |
17.82 |
1.0% |
3% |
False |
True |
5,713 |
120 |
2,059.31 |
1,859.15 |
200.16 |
10.7% |
19.15 |
1.0% |
3% |
False |
True |
5,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.27 |
2.618 |
1,927.46 |
1.618 |
1,908.58 |
1.000 |
1,896.91 |
0.618 |
1,889.70 |
HIGH |
1,878.03 |
0.618 |
1,870.82 |
0.500 |
1,868.59 |
0.382 |
1,866.36 |
LOW |
1,859.15 |
0.618 |
1,847.48 |
1.000 |
1,840.27 |
1.618 |
1,828.60 |
2.618 |
1,809.72 |
4.250 |
1,778.91 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,868.59 |
1,887.95 |
PP |
1,867.37 |
1,880.27 |
S1 |
1,866.14 |
1,872.60 |
|