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 |
106.65 |
107.00 |
0.35 |
0.3% |
101.73 |
High |
107.21 |
107.67 |
0.46 |
0.4% |
107.67 |
Low |
105.38 |
105.94 |
0.56 |
0.5% |
101.44 |
Close |
105.95 |
107.22 |
1.27 |
1.2% |
107.22 |
Range |
1.83 |
1.73 |
-0.10 |
-5.5% |
6.23 |
ATR |
2.98 |
2.89 |
-0.09 |
-3.0% |
0.00 |
Volume |
1,295,900 |
1,472,800 |
176,900 |
13.7% |
10,922,800 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.13 |
111.41 |
108.17 |
|
R3 |
110.40 |
109.68 |
107.70 |
|
R2 |
108.67 |
108.67 |
107.54 |
|
R1 |
107.95 |
107.95 |
107.38 |
108.31 |
PP |
106.94 |
106.94 |
106.94 |
107.13 |
S1 |
106.22 |
106.22 |
107.06 |
106.58 |
S2 |
105.21 |
105.21 |
106.90 |
|
S3 |
103.48 |
104.49 |
106.74 |
|
S4 |
101.75 |
102.76 |
106.27 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.13 |
121.91 |
110.65 |
|
R3 |
117.90 |
115.68 |
108.93 |
|
R2 |
111.67 |
111.67 |
108.36 |
|
R1 |
109.45 |
109.45 |
107.79 |
110.56 |
PP |
105.44 |
105.44 |
105.44 |
106.00 |
S1 |
103.22 |
103.22 |
106.65 |
104.33 |
S2 |
99.21 |
99.21 |
106.08 |
|
S3 |
92.98 |
96.99 |
105.51 |
|
S4 |
86.75 |
90.76 |
103.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
107.67 |
102.33 |
5.34 |
5.0% |
2.45 |
2.3% |
92% |
True |
False |
1,591,600 |
10 |
107.67 |
99.14 |
8.53 |
8.0% |
2.68 |
2.5% |
95% |
True |
False |
1,565,530 |
20 |
107.67 |
95.53 |
12.15 |
11.3% |
2.77 |
2.6% |
96% |
True |
False |
1,781,974 |
40 |
108.26 |
95.53 |
12.74 |
11.9% |
2.77 |
2.6% |
92% |
False |
False |
1,392,046 |
60 |
109.34 |
95.53 |
13.82 |
12.9% |
2.78 |
2.6% |
85% |
False |
False |
1,317,055 |
80 |
109.34 |
95.53 |
13.82 |
12.9% |
2.91 |
2.7% |
85% |
False |
False |
1,298,380 |
100 |
109.34 |
95.53 |
13.82 |
12.9% |
2.96 |
2.8% |
85% |
False |
False |
1,291,950 |
120 |
109.34 |
95.53 |
13.82 |
12.9% |
2.92 |
2.7% |
85% |
False |
False |
1,270,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.02 |
2.618 |
112.20 |
1.618 |
110.47 |
1.000 |
109.40 |
0.618 |
108.74 |
HIGH |
107.67 |
0.618 |
107.01 |
0.500 |
106.81 |
0.382 |
106.60 |
LOW |
105.94 |
0.618 |
104.87 |
1.000 |
104.21 |
1.618 |
103.14 |
2.618 |
101.41 |
4.250 |
98.59 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
107.08 |
106.71 |
PP |
106.94 |
106.21 |
S1 |
106.81 |
105.70 |
|