| 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 |
33,682.81 |
33,519.44 |
-163.37 |
-0.5% |
34,612.29 |
| High |
33,731.65 |
33,777.90 |
46.25 |
0.1% |
34,776.28 |
| Low |
33,306.30 |
33,473.50 |
167.20 |
0.5% |
33,947.24 |
| Close |
33,550.27 |
33,666.34 |
116.07 |
0.3% |
33,963.84 |
| Range |
425.35 |
304.40 |
-120.95 |
-28.4% |
829.04 |
| ATR |
312.77 |
312.17 |
-0.60 |
-0.2% |
0.00 |
| Volume |
302,725,328 |
278,926,388 |
-23,798,940 |
-7.9% |
1,444,555,959 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,552.45 |
34,413.79 |
33,833.76 |
|
| R3 |
34,248.05 |
34,109.39 |
33,750.05 |
|
| R2 |
33,943.65 |
33,943.65 |
33,722.15 |
|
| R1 |
33,804.99 |
33,804.99 |
33,694.24 |
33,874.32 |
| PP |
33,639.25 |
33,639.25 |
33,639.25 |
33,673.91 |
| S1 |
33,500.59 |
33,500.59 |
33,638.44 |
33,569.92 |
| S2 |
33,334.85 |
33,334.85 |
33,610.53 |
|
| S3 |
33,030.45 |
33,196.19 |
33,582.63 |
|
| S4 |
32,726.05 |
32,891.79 |
33,498.92 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,716.24 |
36,169.08 |
34,419.81 |
|
| R3 |
35,887.20 |
35,340.04 |
34,191.83 |
|
| R2 |
35,058.16 |
35,058.16 |
34,115.83 |
|
| R1 |
34,511.00 |
34,511.00 |
34,039.84 |
34,370.06 |
| PP |
34,229.12 |
34,229.12 |
34,229.12 |
34,158.65 |
| S1 |
33,681.96 |
33,681.96 |
33,887.84 |
33,541.02 |
| S2 |
33,400.08 |
33,400.08 |
33,811.85 |
|
| S3 |
32,571.04 |
32,852.92 |
33,735.85 |
|
| S4 |
31,742.00 |
32,023.88 |
33,507.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,156.15 |
33,306.30 |
849.85 |
2.5% |
297.17 |
0.9% |
42% |
False |
False |
273,040,040 |
| 10 |
34,902.04 |
33,306.30 |
1,595.74 |
4.7% |
294.28 |
0.9% |
23% |
False |
False |
313,072,775 |
| 20 |
35,070.21 |
33,306.30 |
1,763.91 |
5.2% |
275.85 |
0.8% |
20% |
False |
False |
313,653,534 |
| 40 |
35,578.58 |
33,306.30 |
2,272.28 |
6.7% |
304.86 |
0.9% |
16% |
False |
False |
313,171,813 |
| 60 |
35,679.13 |
33,306.30 |
2,372.83 |
7.0% |
289.70 |
0.9% |
15% |
False |
False |
318,161,355 |
| 80 |
35,679.13 |
33,306.30 |
2,372.83 |
7.0% |
276.75 |
0.8% |
15% |
False |
False |
318,203,665 |
| 100 |
35,679.13 |
32,586.56 |
3,092.57 |
9.2% |
285.92 |
0.8% |
35% |
False |
False |
318,158,365 |
| 120 |
35,679.13 |
32,586.56 |
3,092.57 |
9.2% |
291.65 |
0.9% |
35% |
False |
False |
312,521,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,071.60 |
|
2.618 |
34,574.82 |
|
1.618 |
34,270.42 |
|
1.000 |
34,082.30 |
|
0.618 |
33,966.02 |
|
HIGH |
33,777.90 |
|
0.618 |
33,661.62 |
|
0.500 |
33,625.70 |
|
0.382 |
33,589.78 |
|
LOW |
33,473.50 |
|
0.618 |
33,285.38 |
|
1.000 |
33,169.10 |
|
1.618 |
32,980.98 |
|
2.618 |
32,676.58 |
|
4.250 |
32,179.80 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
33,652.79 |
33,641.93 |
| PP |
33,639.25 |
33,617.52 |
| S1 |
33,625.70 |
33,593.12 |
|