| 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 |
14,668.45 |
14,606.26 |
-62.19 |
-0.4% |
15,159.46 |
| High |
14,678.48 |
14,657.21 |
-21.27 |
-0.1% |
15,268.96 |
| Low |
14,505.68 |
14,432.60 |
-73.08 |
-0.5% |
14,686.84 |
| Close |
14,545.83 |
14,580.16 |
34.33 |
0.2% |
14,701.10 |
| Range |
172.80 |
224.61 |
51.81 |
30.0% |
582.12 |
| ATR |
208.25 |
209.42 |
1.17 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,230.49 |
15,129.93 |
14,703.70 |
|
| R3 |
15,005.88 |
14,905.32 |
14,641.93 |
|
| R2 |
14,781.27 |
14,781.27 |
14,621.34 |
|
| R1 |
14,680.71 |
14,680.71 |
14,600.75 |
14,618.69 |
| PP |
14,556.66 |
14,556.66 |
14,556.66 |
14,525.64 |
| S1 |
14,456.10 |
14,456.10 |
14,559.57 |
14,394.08 |
| S2 |
14,332.05 |
14,332.05 |
14,538.98 |
|
| S3 |
14,107.44 |
14,231.49 |
14,518.39 |
|
| S4 |
13,882.83 |
14,006.88 |
14,456.62 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,631.99 |
16,248.67 |
15,021.27 |
|
| R3 |
16,049.87 |
15,666.55 |
14,861.18 |
|
| R2 |
15,467.75 |
15,467.75 |
14,807.82 |
|
| R1 |
15,084.43 |
15,084.43 |
14,754.46 |
14,985.03 |
| PP |
14,885.63 |
14,885.63 |
14,885.63 |
14,835.94 |
| S1 |
14,502.31 |
14,502.31 |
14,647.74 |
14,402.91 |
| S2 |
14,303.51 |
14,303.51 |
14,594.38 |
|
| S3 |
13,721.39 |
13,920.19 |
14,541.02 |
|
| S4 |
13,139.27 |
13,338.07 |
14,380.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,855.92 |
14,432.60 |
423.32 |
2.9% |
175.49 |
1.2% |
35% |
False |
True |
|
| 10 |
15,512.82 |
14,432.60 |
1,080.22 |
7.4% |
184.82 |
1.3% |
14% |
False |
True |
|
| 20 |
15,618.04 |
14,432.60 |
1,185.44 |
8.1% |
168.77 |
1.2% |
12% |
False |
True |
|
| 40 |
15,618.04 |
14,432.60 |
1,185.44 |
8.1% |
196.65 |
1.3% |
12% |
False |
True |
|
| 60 |
15,932.05 |
14,432.60 |
1,499.45 |
10.3% |
190.61 |
1.3% |
10% |
False |
True |
|
| 80 |
15,932.05 |
14,283.88 |
1,648.17 |
11.3% |
192.48 |
1.3% |
18% |
False |
False |
|
| 100 |
15,932.05 |
13,059.91 |
2,872.14 |
19.7% |
187.29 |
1.3% |
53% |
False |
False |
|
| 120 |
15,932.05 |
12,724.62 |
3,207.43 |
22.0% |
184.46 |
1.3% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,611.80 |
|
2.618 |
15,245.24 |
|
1.618 |
15,020.63 |
|
1.000 |
14,881.82 |
|
0.618 |
14,796.02 |
|
HIGH |
14,657.21 |
|
0.618 |
14,571.41 |
|
0.500 |
14,544.91 |
|
0.382 |
14,518.40 |
|
LOW |
14,432.60 |
|
0.618 |
14,293.79 |
|
1.000 |
14,207.99 |
|
1.618 |
14,069.18 |
|
2.618 |
13,844.57 |
|
4.250 |
13,478.01 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,568.41 |
14,601.81 |
| PP |
14,556.66 |
14,594.59 |
| S1 |
14,544.91 |
14,587.38 |
|