Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
27,094.41 |
26,909.96 |
-184.45 |
-0.7% |
26,534.11 |
High |
27,222.61 |
28,547.64 |
1,325.03 |
4.9% |
27,280.10 |
Low |
26,732.62 |
26,866.90 |
134.28 |
0.5% |
26,012.56 |
Close |
26,909.96 |
27,845.38 |
935.42 |
3.5% |
26,909.96 |
Range |
489.99 |
1,680.74 |
1,190.75 |
243.0% |
1,267.54 |
ATR |
716.69 |
785.55 |
68.86 |
9.6% |
0.00 |
Volume |
23,892 |
523 |
-23,369 |
-97.8% |
99,560 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,795.53 |
32,001.19 |
28,769.79 |
|
R3 |
31,114.79 |
30,320.45 |
28,307.58 |
|
R2 |
29,434.05 |
29,434.05 |
28,153.52 |
|
R1 |
28,639.71 |
28,639.71 |
27,999.45 |
29,036.88 |
PP |
27,753.31 |
27,753.31 |
27,753.31 |
27,951.89 |
S1 |
26,958.97 |
26,958.97 |
27,691.31 |
27,356.14 |
S2 |
26,072.57 |
26,072.57 |
27,537.24 |
|
S3 |
24,391.83 |
25,278.23 |
27,383.18 |
|
S4 |
22,711.09 |
23,597.49 |
26,920.97 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,536.83 |
29,990.93 |
27,607.11 |
|
R3 |
29,269.29 |
28,723.39 |
27,258.53 |
|
R2 |
28,001.75 |
28,001.75 |
27,142.34 |
|
R1 |
27,455.85 |
27,455.85 |
27,026.15 |
27,728.80 |
PP |
26,734.21 |
26,734.21 |
26,734.21 |
26,870.68 |
S1 |
26,188.31 |
26,188.31 |
26,793.77 |
26,461.26 |
S2 |
25,466.67 |
25,466.67 |
26,677.58 |
|
S3 |
24,199.13 |
24,920.77 |
26,561.39 |
|
S4 |
22,931.59 |
23,653.23 |
26,212.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,547.64 |
26,097.62 |
2,450.02 |
8.8% |
848.15 |
3.0% |
71% |
True |
False |
19,967 |
10 |
28,547.64 |
26,012.56 |
2,535.08 |
9.1% |
742.11 |
2.7% |
72% |
True |
False |
19,459 |
20 |
28,547.64 |
24,963.04 |
3,584.60 |
12.9% |
722.47 |
2.6% |
80% |
True |
False |
19,339 |
40 |
30,167.38 |
24,963.04 |
5,204.34 |
18.7% |
769.89 |
2.8% |
55% |
False |
False |
20,590 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
24.4% |
758.70 |
2.7% |
42% |
False |
False |
19,119 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
25.0% |
832.90 |
3.0% |
44% |
False |
False |
20,023 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
25.0% |
854.96 |
3.1% |
44% |
False |
False |
19,690 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
25.0% |
915.38 |
3.3% |
44% |
False |
False |
21,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,690.79 |
2.618 |
32,947.82 |
1.618 |
31,267.08 |
1.000 |
30,228.38 |
0.618 |
29,586.34 |
HIGH |
28,547.64 |
0.618 |
27,905.60 |
0.500 |
27,707.27 |
0.382 |
27,508.94 |
LOW |
26,866.90 |
0.618 |
25,828.20 |
1.000 |
25,186.16 |
1.618 |
24,147.46 |
2.618 |
22,466.72 |
4.250 |
19,723.76 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
27,799.34 |
27,693.88 |
PP |
27,753.31 |
27,542.38 |
S1 |
27,707.27 |
27,390.89 |
|