| 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 |
26,400 |
27,255 |
855 |
3.2% |
26,500 |
| High |
27,590 |
27,460 |
-130 |
-0.5% |
27,590 |
| Low |
26,400 |
26,800 |
400 |
1.5% |
26,115 |
| Close |
27,355 |
27,100 |
-255 |
-0.9% |
27,100 |
| Range |
1,190 |
660 |
-530 |
-44.5% |
1,475 |
| ATR |
808 |
797 |
-11 |
-1.3% |
0 |
| Volume |
13,005 |
6,417 |
-6,588 |
-50.7% |
37,093 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,100 |
28,760 |
27,463 |
|
| R3 |
28,440 |
28,100 |
27,282 |
|
| R2 |
27,780 |
27,780 |
27,221 |
|
| R1 |
27,440 |
27,440 |
27,161 |
27,280 |
| PP |
27,120 |
27,120 |
27,120 |
27,040 |
| S1 |
26,780 |
26,780 |
27,040 |
26,620 |
| S2 |
26,460 |
26,460 |
26,979 |
|
| S3 |
25,800 |
26,120 |
26,919 |
|
| S4 |
25,140 |
25,460 |
26,737 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,360 |
30,705 |
27,911 |
|
| R3 |
29,885 |
29,230 |
27,506 |
|
| R2 |
28,410 |
28,410 |
27,370 |
|
| R1 |
27,755 |
27,755 |
27,235 |
28,083 |
| PP |
26,935 |
26,935 |
26,935 |
27,099 |
| S1 |
26,280 |
26,280 |
26,965 |
26,608 |
| S2 |
25,460 |
25,460 |
26,830 |
|
| S3 |
23,985 |
24,805 |
26,694 |
|
| S4 |
22,510 |
23,330 |
26,289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,590 |
26,115 |
1,475 |
5.4% |
711 |
2.6% |
67% |
False |
False |
7,418 |
| 10 |
27,770 |
26,115 |
1,655 |
6.1% |
725 |
2.7% |
60% |
False |
False |
4,079 |
| 20 |
27,770 |
25,070 |
2,700 |
10.0% |
764 |
2.8% |
75% |
False |
False |
2,316 |
| 40 |
30,765 |
25,070 |
5,695 |
21.0% |
786 |
2.9% |
36% |
False |
False |
1,481 |
| 60 |
32,940 |
25,070 |
7,870 |
29.0% |
712 |
2.6% |
26% |
False |
False |
996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,265 |
|
2.618 |
29,188 |
|
1.618 |
28,528 |
|
1.000 |
28,120 |
|
0.618 |
27,868 |
|
HIGH |
27,460 |
|
0.618 |
27,208 |
|
0.500 |
27,130 |
|
0.382 |
27,052 |
|
LOW |
26,800 |
|
0.618 |
26,392 |
|
1.000 |
26,140 |
|
1.618 |
25,732 |
|
2.618 |
25,072 |
|
4.250 |
23,995 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
27,130 |
27,042 |
| PP |
27,120 |
26,983 |
| S1 |
27,110 |
26,925 |
|