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 |
13.24 |
13.57 |
0.33 |
2.5% |
12.82 |
High |
13.93 |
13.79 |
-0.15 |
-1.0% |
13.93 |
Low |
13.03 |
13.26 |
0.23 |
1.8% |
12.44 |
Close |
13.64 |
13.26 |
-0.38 |
-2.8% |
13.26 |
Range |
0.90 |
0.53 |
-0.38 |
-41.7% |
1.49 |
ATR |
0.63 |
0.62 |
-0.01 |
-1.2% |
0.00 |
Volume |
21,000 |
7,300 |
-13,700 |
-65.2% |
90,200 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.01 |
14.66 |
13.55 |
|
R3 |
14.49 |
14.14 |
13.40 |
|
R2 |
13.96 |
13.96 |
13.36 |
|
R1 |
13.61 |
13.61 |
13.31 |
13.52 |
PP |
13.44 |
13.44 |
13.44 |
13.39 |
S1 |
13.09 |
13.09 |
13.21 |
13.00 |
S2 |
12.91 |
12.91 |
13.16 |
|
S3 |
12.39 |
12.56 |
13.12 |
|
S4 |
11.86 |
12.04 |
12.97 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.68 |
16.96 |
14.08 |
|
R3 |
16.19 |
15.47 |
13.67 |
|
R2 |
14.70 |
14.70 |
13.53 |
|
R1 |
13.98 |
13.98 |
13.40 |
14.34 |
PP |
13.21 |
13.21 |
13.21 |
13.39 |
S1 |
12.49 |
12.49 |
13.12 |
12.85 |
S2 |
11.72 |
11.72 |
12.99 |
|
S3 |
10.23 |
11.00 |
12.85 |
|
S4 |
8.74 |
9.51 |
12.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.93 |
12.44 |
1.49 |
11.2% |
0.78 |
5.9% |
55% |
False |
False |
18,040 |
10 |
13.93 |
12.42 |
1.51 |
11.4% |
0.65 |
4.9% |
56% |
False |
False |
14,607 |
20 |
13.93 |
12.01 |
1.92 |
14.5% |
0.60 |
4.5% |
65% |
False |
False |
21,358 |
40 |
14.25 |
12.01 |
2.24 |
16.9% |
0.51 |
3.8% |
56% |
False |
False |
18,004 |
60 |
15.90 |
12.01 |
3.89 |
29.3% |
0.51 |
3.9% |
32% |
False |
False |
16,478 |
80 |
15.90 |
12.01 |
3.89 |
29.3% |
0.54 |
4.0% |
32% |
False |
False |
16,302 |
100 |
15.90 |
12.01 |
3.89 |
29.3% |
0.55 |
4.2% |
32% |
False |
False |
16,186 |
120 |
17.76 |
12.01 |
5.75 |
43.3% |
0.58 |
4.4% |
22% |
False |
False |
15,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16.02 |
2.618 |
15.16 |
1.618 |
14.63 |
1.000 |
14.31 |
0.618 |
14.11 |
HIGH |
13.79 |
0.618 |
13.58 |
0.500 |
13.52 |
0.382 |
13.46 |
LOW |
13.26 |
0.618 |
12.94 |
1.000 |
12.74 |
1.618 |
12.41 |
2.618 |
11.89 |
4.250 |
11.03 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
13.52 |
13.27 |
PP |
13.44 |
13.26 |
S1 |
13.35 |
13.26 |
|