| 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 |
15,357.0 |
15,390.0 |
33.0 |
0.2% |
16,051.0 |
| High |
15,434.0 |
15,498.0 |
64.0 |
0.4% |
16,063.0 |
| Low |
15,265.0 |
15,264.0 |
-1.0 |
0.0% |
15,596.0 |
| Close |
15,347.0 |
15,441.0 |
94.0 |
0.6% |
15,707.0 |
| Range |
169.0 |
234.0 |
65.0 |
38.5% |
467.0 |
| ATR |
175.8 |
179.9 |
4.2 |
2.4% |
0.0 |
| Volume |
67,207 |
74,720 |
7,513 |
11.2% |
302,686 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,103.0 |
16,006.0 |
15,569.7 |
|
| R3 |
15,869.0 |
15,772.0 |
15,505.4 |
|
| R2 |
15,635.0 |
15,635.0 |
15,483.9 |
|
| R1 |
15,538.0 |
15,538.0 |
15,462.5 |
15,586.5 |
| PP |
15,401.0 |
15,401.0 |
15,401.0 |
15,425.3 |
| S1 |
15,304.0 |
15,304.0 |
15,419.6 |
15,352.5 |
| S2 |
15,167.0 |
15,167.0 |
15,398.1 |
|
| S3 |
14,933.0 |
15,070.0 |
15,376.7 |
|
| S4 |
14,699.0 |
14,836.0 |
15,312.3 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,189.7 |
16,915.3 |
15,963.9 |
|
| R3 |
16,722.7 |
16,448.3 |
15,835.4 |
|
| R2 |
16,255.7 |
16,255.7 |
15,792.6 |
|
| R1 |
15,981.3 |
15,981.3 |
15,749.8 |
15,885.0 |
| PP |
15,788.7 |
15,788.7 |
15,788.7 |
15,740.5 |
| S1 |
15,514.3 |
15,514.3 |
15,664.2 |
15,418.0 |
| S2 |
15,321.7 |
15,321.7 |
15,621.4 |
|
| S3 |
14,854.7 |
15,047.3 |
15,578.6 |
|
| S4 |
14,387.7 |
14,580.3 |
15,450.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,735.0 |
15,264.0 |
471.0 |
3.1% |
201.0 |
1.3% |
38% |
False |
True |
67,875 |
| 10 |
16,153.0 |
15,264.0 |
889.0 |
5.8% |
185.6 |
1.2% |
20% |
False |
True |
65,875 |
| 20 |
16,200.0 |
15,264.0 |
936.0 |
6.1% |
173.0 |
1.1% |
19% |
False |
True |
41,151 |
| 40 |
16,250.0 |
15,264.0 |
986.0 |
6.4% |
132.2 |
0.9% |
18% |
False |
True |
20,592 |
| 60 |
16,716.0 |
15,264.0 |
1,452.0 |
9.4% |
116.0 |
0.8% |
12% |
False |
True |
13,734 |
| 80 |
16,716.0 |
15,264.0 |
1,452.0 |
9.4% |
103.8 |
0.7% |
12% |
False |
True |
10,304 |
| 100 |
16,716.0 |
15,264.0 |
1,452.0 |
9.4% |
89.3 |
0.6% |
12% |
False |
True |
8,244 |
| 120 |
16,716.0 |
15,264.0 |
1,452.0 |
9.4% |
78.4 |
0.5% |
12% |
False |
True |
6,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,492.5 |
|
2.618 |
16,110.6 |
|
1.618 |
15,876.6 |
|
1.000 |
15,732.0 |
|
0.618 |
15,642.6 |
|
HIGH |
15,498.0 |
|
0.618 |
15,408.6 |
|
0.500 |
15,381.0 |
|
0.382 |
15,353.4 |
|
LOW |
15,264.0 |
|
0.618 |
15,119.4 |
|
1.000 |
15,030.0 |
|
1.618 |
14,885.4 |
|
2.618 |
14,651.4 |
|
4.250 |
14,269.5 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,421.0 |
15,429.2 |
| PP |
15,401.0 |
15,417.3 |
| S1 |
15,381.0 |
15,405.5 |
|