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 |
21.58 |
21.18 |
-0.40 |
-1.9% |
20.31 |
High |
21.68 |
21.32 |
-0.37 |
-1.7% |
21.71 |
Low |
21.17 |
20.83 |
-0.34 |
-1.6% |
20.31 |
Close |
21.23 |
20.90 |
-0.33 |
-1.6% |
20.90 |
Range |
0.52 |
0.49 |
-0.03 |
-5.8% |
1.40 |
ATR |
0.57 |
0.57 |
-0.01 |
-1.1% |
0.00 |
Volume |
3,625,400 |
4,280,400 |
655,000 |
18.1% |
18,670,300 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.47 |
22.17 |
21.17 |
|
R3 |
21.99 |
21.69 |
21.03 |
|
R2 |
21.50 |
21.50 |
20.99 |
|
R1 |
21.20 |
21.20 |
20.94 |
21.11 |
PP |
21.02 |
21.02 |
21.02 |
20.97 |
S1 |
20.72 |
20.72 |
20.86 |
20.62 |
S2 |
20.53 |
20.53 |
20.81 |
|
S3 |
20.05 |
20.23 |
20.77 |
|
S4 |
19.56 |
19.75 |
20.63 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25.17 |
24.44 |
21.67 |
|
R3 |
23.77 |
23.04 |
21.29 |
|
R2 |
22.37 |
22.37 |
21.16 |
|
R1 |
21.64 |
21.64 |
21.03 |
22.01 |
PP |
20.97 |
20.97 |
20.97 |
21.16 |
S1 |
20.24 |
20.24 |
20.77 |
20.61 |
S2 |
19.57 |
19.57 |
20.64 |
|
S3 |
18.17 |
18.84 |
20.52 |
|
S4 |
16.77 |
17.44 |
20.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21.71 |
20.31 |
1.40 |
6.7% |
0.57 |
2.7% |
42% |
False |
False |
3,734,060 |
10 |
21.71 |
20.20 |
1.51 |
7.2% |
0.51 |
2.4% |
46% |
False |
False |
2,990,027 |
20 |
21.71 |
20.20 |
1.51 |
7.2% |
0.52 |
2.5% |
46% |
False |
False |
3,284,164 |
40 |
21.91 |
20.20 |
1.71 |
8.2% |
0.50 |
2.4% |
41% |
False |
False |
3,473,802 |
60 |
21.91 |
19.70 |
2.21 |
10.6% |
0.53 |
2.5% |
54% |
False |
False |
3,291,606 |
80 |
21.91 |
19.66 |
2.25 |
10.7% |
0.52 |
2.5% |
55% |
False |
False |
3,292,261 |
100 |
21.91 |
18.04 |
3.87 |
18.5% |
0.55 |
2.6% |
74% |
False |
False |
3,604,196 |
120 |
21.91 |
15.72 |
6.19 |
29.6% |
0.56 |
2.7% |
84% |
False |
False |
3,771,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23.38 |
2.618 |
22.58 |
1.618 |
22.10 |
1.000 |
21.80 |
0.618 |
21.61 |
HIGH |
21.32 |
0.618 |
21.13 |
0.500 |
21.07 |
0.382 |
21.02 |
LOW |
20.83 |
0.618 |
20.53 |
1.000 |
20.35 |
1.618 |
20.05 |
2.618 |
19.56 |
4.250 |
18.77 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
21.07 |
21.27 |
PP |
21.02 |
21.15 |
S1 |
20.96 |
21.02 |
|