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 |
130.69 |
134.08 |
3.39 |
2.6% |
130.77 |
High |
134.18 |
134.89 |
0.71 |
0.5% |
134.89 |
Low |
130.69 |
131.32 |
0.63 |
0.5% |
128.19 |
Close |
133.13 |
131.85 |
-1.28 |
-1.0% |
131.85 |
Range |
3.49 |
3.57 |
0.08 |
2.3% |
6.70 |
ATR |
2.72 |
2.79 |
0.06 |
2.2% |
0.00 |
Volume |
18,201,300 |
23,237,300 |
5,036,000 |
27.7% |
86,246,980 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.40 |
141.19 |
133.81 |
|
R3 |
139.83 |
137.62 |
132.83 |
|
R2 |
136.26 |
136.26 |
132.50 |
|
R1 |
134.05 |
134.05 |
132.18 |
133.37 |
PP |
132.69 |
132.69 |
132.69 |
132.35 |
S1 |
130.48 |
130.48 |
131.52 |
129.80 |
S2 |
129.12 |
129.12 |
131.20 |
|
S3 |
125.55 |
126.91 |
130.87 |
|
S4 |
121.98 |
123.34 |
129.89 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.74 |
148.50 |
135.54 |
|
R3 |
145.04 |
141.80 |
133.69 |
|
R2 |
138.34 |
138.34 |
133.08 |
|
R1 |
135.10 |
135.10 |
132.46 |
136.72 |
PP |
131.64 |
131.64 |
131.64 |
132.46 |
S1 |
128.40 |
128.40 |
131.24 |
130.02 |
S2 |
124.94 |
124.94 |
130.62 |
|
S3 |
118.24 |
121.70 |
130.01 |
|
S4 |
111.54 |
115.00 |
128.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.89 |
128.19 |
6.70 |
5.1% |
2.79 |
2.1% |
55% |
True |
False |
17,249,396 |
10 |
139.93 |
128.19 |
11.74 |
8.9% |
2.69 |
2.0% |
31% |
False |
False |
17,885,208 |
20 |
139.93 |
128.19 |
11.74 |
8.9% |
2.42 |
1.8% |
31% |
False |
False |
18,222,623 |
40 |
139.93 |
127.00 |
12.93 |
9.8% |
2.48 |
1.9% |
38% |
False |
False |
17,886,846 |
60 |
139.93 |
115.83 |
24.10 |
18.3% |
2.54 |
1.9% |
66% |
False |
False |
20,859,577 |
80 |
139.93 |
115.83 |
24.10 |
18.3% |
2.58 |
2.0% |
66% |
False |
False |
21,390,845 |
100 |
139.93 |
107.73 |
32.21 |
24.4% |
2.65 |
2.0% |
75% |
False |
False |
23,018,754 |
120 |
139.93 |
103.27 |
36.66 |
27.8% |
2.59 |
2.0% |
78% |
False |
False |
23,017,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.06 |
2.618 |
144.24 |
1.618 |
140.67 |
1.000 |
138.46 |
0.618 |
137.10 |
HIGH |
134.89 |
0.618 |
133.53 |
0.500 |
133.11 |
0.382 |
132.68 |
LOW |
131.32 |
0.618 |
129.11 |
1.000 |
127.75 |
1.618 |
125.54 |
2.618 |
121.97 |
4.250 |
116.15 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
133.11 |
132.14 |
PP |
132.69 |
132.04 |
S1 |
132.27 |
131.95 |
|