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 |
10.03 |
10.24 |
0.21 |
2.1% |
10.30 |
High |
10.25 |
10.34 |
0.09 |
0.9% |
10.40 |
Low |
10.01 |
10.16 |
0.15 |
1.5% |
9.85 |
Close |
10.22 |
10.20 |
-0.02 |
-0.2% |
10.20 |
Range |
0.24 |
0.18 |
-0.06 |
-25.0% |
0.55 |
ATR |
0.27 |
0.26 |
-0.01 |
-2.3% |
0.00 |
Volume |
6,715,200 |
5,398,300 |
-1,316,900 |
-19.6% |
35,646,600 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.77 |
10.67 |
10.30 |
|
R3 |
10.59 |
10.49 |
10.25 |
|
R2 |
10.41 |
10.41 |
10.23 |
|
R1 |
10.31 |
10.31 |
10.22 |
10.27 |
PP |
10.23 |
10.23 |
10.23 |
10.22 |
S1 |
10.13 |
10.13 |
10.18 |
10.09 |
S2 |
10.05 |
10.05 |
10.17 |
|
S3 |
9.87 |
9.95 |
10.15 |
|
S4 |
9.69 |
9.77 |
10.10 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.80 |
11.55 |
10.50 |
|
R3 |
11.25 |
11.00 |
10.35 |
|
R2 |
10.70 |
10.70 |
10.30 |
|
R1 |
10.45 |
10.45 |
10.25 |
10.30 |
PP |
10.15 |
10.15 |
10.15 |
10.08 |
S1 |
9.90 |
9.90 |
10.15 |
9.75 |
S2 |
9.60 |
9.60 |
10.10 |
|
S3 |
9.05 |
9.35 |
10.05 |
|
S4 |
8.50 |
8.80 |
9.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10.40 |
9.85 |
0.55 |
5.4% |
0.26 |
2.5% |
64% |
False |
False |
7,129,320 |
10 |
10.72 |
9.85 |
0.87 |
8.5% |
0.27 |
2.6% |
40% |
False |
False |
7,418,260 |
20 |
10.72 |
9.85 |
0.87 |
8.5% |
0.25 |
2.5% |
40% |
False |
False |
8,612,992 |
40 |
10.72 |
9.26 |
1.46 |
14.3% |
0.23 |
2.2% |
64% |
False |
False |
8,229,306 |
60 |
10.72 |
9.22 |
1.50 |
14.7% |
0.22 |
2.1% |
65% |
False |
False |
7,703,194 |
80 |
10.72 |
8.21 |
2.51 |
24.6% |
0.25 |
2.5% |
79% |
False |
False |
8,757,086 |
100 |
10.72 |
7.95 |
2.77 |
27.2% |
0.24 |
2.4% |
81% |
False |
False |
9,077,097 |
120 |
10.72 |
7.42 |
3.30 |
32.4% |
0.24 |
2.3% |
84% |
False |
False |
9,482,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.11 |
2.618 |
10.81 |
1.618 |
10.63 |
1.000 |
10.52 |
0.618 |
10.45 |
HIGH |
10.34 |
0.618 |
10.27 |
0.500 |
10.25 |
0.382 |
10.23 |
LOW |
10.16 |
0.618 |
10.05 |
1.000 |
9.98 |
1.618 |
9.87 |
2.618 |
9.69 |
4.250 |
9.40 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
10.25 |
10.17 |
PP |
10.23 |
10.13 |
S1 |
10.22 |
10.10 |
|