Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
97.02 |
97.79 |
0.77 |
0.8% |
96.80 |
High |
97.64 |
97.93 |
0.29 |
0.3% |
98.14 |
Low |
96.60 |
96.45 |
-0.16 |
-0.2% |
95.57 |
Close |
97.01 |
96.57 |
-0.44 |
-0.5% |
96.57 |
Range |
1.04 |
1.49 |
0.45 |
42.8% |
2.57 |
ATR |
1.58 |
1.57 |
-0.01 |
-0.4% |
0.00 |
Volume |
1,861,400 |
2,041,400 |
180,000 |
9.7% |
10,591,900 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.44 |
100.49 |
97.39 |
|
R3 |
99.95 |
99.00 |
96.98 |
|
R2 |
98.47 |
98.47 |
96.84 |
|
R1 |
97.52 |
97.52 |
96.71 |
97.25 |
PP |
96.98 |
96.98 |
96.98 |
96.85 |
S1 |
96.03 |
96.03 |
96.43 |
95.77 |
S2 |
95.50 |
95.50 |
96.30 |
|
S3 |
94.01 |
94.55 |
96.16 |
|
S4 |
92.53 |
93.06 |
95.75 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.47 |
103.09 |
97.98 |
|
R3 |
101.90 |
100.52 |
97.28 |
|
R2 |
99.33 |
99.33 |
97.04 |
|
R1 |
97.95 |
97.95 |
96.81 |
97.36 |
PP |
96.76 |
96.76 |
96.76 |
96.46 |
S1 |
95.38 |
95.38 |
96.33 |
94.79 |
S2 |
94.19 |
94.19 |
96.10 |
|
S3 |
91.62 |
92.81 |
95.86 |
|
S4 |
89.05 |
90.24 |
95.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.14 |
95.57 |
2.57 |
2.7% |
1.67 |
1.7% |
39% |
False |
False |
2,118,380 |
10 |
99.67 |
95.57 |
4.10 |
4.2% |
1.55 |
1.6% |
24% |
False |
False |
2,114,052 |
20 |
100.38 |
95.57 |
4.81 |
5.0% |
1.62 |
1.7% |
21% |
False |
False |
2,662,066 |
40 |
100.62 |
95.57 |
5.05 |
5.2% |
1.46 |
1.5% |
20% |
False |
False |
2,617,999 |
60 |
100.62 |
94.14 |
6.49 |
6.7% |
1.45 |
1.5% |
38% |
False |
False |
2,535,549 |
80 |
100.62 |
90.41 |
10.21 |
10.6% |
1.49 |
1.5% |
60% |
False |
False |
2,635,493 |
100 |
100.62 |
90.41 |
10.21 |
10.6% |
1.43 |
1.5% |
60% |
False |
False |
2,556,815 |
120 |
100.62 |
87.47 |
13.15 |
13.6% |
1.40 |
1.5% |
69% |
False |
False |
2,499,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.24 |
2.618 |
101.82 |
1.618 |
100.33 |
1.000 |
99.42 |
0.618 |
98.85 |
HIGH |
97.93 |
0.618 |
97.36 |
0.500 |
97.19 |
0.382 |
97.01 |
LOW |
96.45 |
0.618 |
95.53 |
1.000 |
94.96 |
1.618 |
94.04 |
2.618 |
92.56 |
4.250 |
90.13 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
97.19 |
96.75 |
PP |
96.98 |
96.69 |
S1 |
96.78 |
96.63 |
|