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 |
14,772.50 |
14,876.50 |
104.00 |
0.7% |
14,880.25 |
High |
14,947.50 |
15,060.75 |
113.25 |
0.8% |
15,060.75 |
Low |
14,658.00 |
14,811.00 |
153.00 |
1.0% |
14,586.00 |
Close |
14,859.75 |
14,866.50 |
6.75 |
0.0% |
14,866.50 |
Range |
289.50 |
249.75 |
-39.75 |
-13.7% |
474.75 |
ATR |
240.60 |
241.25 |
0.65 |
0.3% |
0.00 |
Volume |
734,472 |
734,533 |
61 |
0.0% |
3,421,681 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,662.00 |
15,514.00 |
15,003.75 |
|
R3 |
15,412.25 |
15,264.25 |
14,935.25 |
|
R2 |
15,162.50 |
15,162.50 |
14,912.25 |
|
R1 |
15,014.50 |
15,014.50 |
14,889.50 |
14,963.50 |
PP |
14,912.75 |
14,912.75 |
14,912.75 |
14,887.25 |
S1 |
14,764.75 |
14,764.75 |
14,843.50 |
14,714.00 |
S2 |
14,663.00 |
14,663.00 |
14,820.75 |
|
S3 |
14,413.25 |
14,515.00 |
14,797.75 |
|
S4 |
14,163.50 |
14,265.25 |
14,729.25 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,262.00 |
16,039.00 |
15,127.50 |
|
R3 |
15,787.25 |
15,564.25 |
14,997.00 |
|
R2 |
15,312.50 |
15,312.50 |
14,953.50 |
|
R1 |
15,089.50 |
15,089.50 |
14,910.00 |
14,963.50 |
PP |
14,837.75 |
14,837.75 |
14,837.75 |
14,774.75 |
S1 |
14,614.75 |
14,614.75 |
14,823.00 |
14,489.00 |
S2 |
14,363.00 |
14,363.00 |
14,779.50 |
|
S3 |
13,888.25 |
14,140.00 |
14,736.00 |
|
S4 |
13,413.50 |
13,665.25 |
14,605.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,060.75 |
14,586.00 |
474.75 |
3.2% |
246.25 |
1.7% |
59% |
True |
False |
684,336 |
10 |
15,461.00 |
14,586.00 |
875.00 |
5.9% |
236.50 |
1.6% |
32% |
False |
False |
641,554 |
20 |
15,855.50 |
14,586.00 |
1,269.50 |
8.5% |
226.75 |
1.5% |
22% |
False |
False |
499,722 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.5% |
247.50 |
1.7% |
22% |
False |
False |
251,098 |
60 |
16,264.25 |
14,586.00 |
1,678.25 |
11.3% |
242.00 |
1.6% |
17% |
False |
False |
167,966 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.3% |
242.00 |
1.6% |
17% |
False |
False |
126,238 |
100 |
16,264.25 |
13,508.00 |
2,756.25 |
18.5% |
229.50 |
1.5% |
49% |
False |
False |
101,009 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.4% |
211.75 |
1.4% |
56% |
False |
False |
84,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,122.25 |
2.618 |
15,714.50 |
1.618 |
15,464.75 |
1.000 |
15,310.50 |
0.618 |
15,215.00 |
HIGH |
15,060.75 |
0.618 |
14,965.25 |
0.500 |
14,936.00 |
0.382 |
14,906.50 |
LOW |
14,811.00 |
0.618 |
14,656.75 |
1.000 |
14,561.25 |
1.618 |
14,407.00 |
2.618 |
14,157.25 |
4.250 |
13,749.50 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,936.00 |
14,852.00 |
PP |
14,912.75 |
14,837.75 |
S1 |
14,889.50 |
14,823.50 |
|