| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
7,688.0 |
7,721.0 |
33.0 |
0.4% |
7,780.0 |
| High |
7,785.0 |
7,732.5 |
-52.5 |
-0.7% |
7,799.5 |
| Low |
7,684.0 |
7,626.5 |
-57.5 |
-0.7% |
7,684.0 |
| Close |
7,740.0 |
7,664.5 |
-75.5 |
-1.0% |
7,740.0 |
| Range |
101.0 |
106.0 |
5.0 |
5.0% |
115.5 |
| ATR |
77.6 |
80.1 |
2.6 |
3.3% |
0.0 |
| Volume |
124,310 |
95,743 |
-28,567 |
-23.0% |
494,165 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,992.5 |
7,934.5 |
7,723.0 |
|
| R3 |
7,886.5 |
7,828.5 |
7,693.5 |
|
| R2 |
7,780.5 |
7,780.5 |
7,684.0 |
|
| R1 |
7,722.5 |
7,722.5 |
7,674.0 |
7,698.5 |
| PP |
7,674.5 |
7,674.5 |
7,674.5 |
7,662.5 |
| S1 |
7,616.5 |
7,616.5 |
7,655.0 |
7,592.5 |
| S2 |
7,568.5 |
7,568.5 |
7,645.0 |
|
| S3 |
7,462.5 |
7,510.5 |
7,635.5 |
|
| S4 |
7,356.5 |
7,404.5 |
7,606.0 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,087.5 |
8,029.5 |
7,803.5 |
|
| R3 |
7,972.0 |
7,914.0 |
7,772.0 |
|
| R2 |
7,856.5 |
7,856.5 |
7,761.0 |
|
| R1 |
7,798.5 |
7,798.5 |
7,750.5 |
7,770.0 |
| PP |
7,741.0 |
7,741.0 |
7,741.0 |
7,727.0 |
| S1 |
7,683.0 |
7,683.0 |
7,729.5 |
7,654.0 |
| S2 |
7,625.5 |
7,625.5 |
7,719.0 |
|
| S3 |
7,510.0 |
7,567.5 |
7,708.0 |
|
| S4 |
7,394.5 |
7,452.0 |
7,676.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,799.5 |
7,626.5 |
173.0 |
2.3% |
92.5 |
1.2% |
22% |
False |
True |
99,498 |
| 10 |
7,810.5 |
7,552.0 |
258.5 |
3.4% |
89.0 |
1.2% |
44% |
False |
False |
131,907 |
| 20 |
7,810.5 |
7,440.5 |
370.0 |
4.8% |
77.0 |
1.0% |
61% |
False |
False |
88,800 |
| 40 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
56.0 |
0.7% |
72% |
False |
False |
44,414 |
| 60 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
43.0 |
0.6% |
72% |
False |
False |
29,619 |
| 80 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
32.5 |
0.4% |
72% |
False |
False |
22,215 |
| 100 |
7,848.0 |
7,285.5 |
562.5 |
7.3% |
26.5 |
0.3% |
67% |
False |
False |
17,772 |
| 120 |
8,000.0 |
7,285.5 |
714.5 |
9.3% |
23.0 |
0.3% |
53% |
False |
False |
14,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,183.0 |
|
2.618 |
8,010.0 |
|
1.618 |
7,904.0 |
|
1.000 |
7,838.5 |
|
0.618 |
7,798.0 |
|
HIGH |
7,732.5 |
|
0.618 |
7,692.0 |
|
0.500 |
7,679.5 |
|
0.382 |
7,667.0 |
|
LOW |
7,626.5 |
|
0.618 |
7,561.0 |
|
1.000 |
7,520.5 |
|
1.618 |
7,455.0 |
|
2.618 |
7,349.0 |
|
4.250 |
7,176.0 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,679.5 |
7,712.0 |
| PP |
7,674.5 |
7,696.5 |
| S1 |
7,669.5 |
7,680.5 |
|