Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
27,845.28 |
27,398.14 |
-447.14 |
-1.6% |
26,534.11 |
High |
27,873.72 |
27,826.48 |
-47.24 |
-0.2% |
27,280.10 |
Low |
27,195.72 |
27,242.88 |
47.16 |
0.2% |
26,012.56 |
Close |
27,401.25 |
27,660.66 |
259.41 |
0.9% |
26,909.96 |
Range |
678.00 |
583.60 |
-94.40 |
-13.9% |
1,267.54 |
ATR |
777.87 |
763.99 |
-13.88 |
-1.8% |
0.00 |
Volume |
33,184 |
20,118 |
-13,066 |
-39.4% |
99,560 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,327.47 |
29,077.67 |
27,981.64 |
|
R3 |
28,743.87 |
28,494.07 |
27,821.15 |
|
R2 |
28,160.27 |
28,160.27 |
27,767.65 |
|
R1 |
27,910.47 |
27,910.47 |
27,714.16 |
28,035.37 |
PP |
27,576.67 |
27,576.67 |
27,576.67 |
27,639.13 |
S1 |
27,326.87 |
27,326.87 |
27,607.16 |
27,451.77 |
S2 |
26,993.07 |
26,993.07 |
27,553.67 |
|
S3 |
26,409.47 |
26,743.27 |
27,500.17 |
|
S4 |
25,825.87 |
26,159.67 |
27,339.68 |
|
|
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 |
26,234.13 |
2,313.51 |
8.4% |
895.66 |
3.2% |
62% |
False |
False |
22,369 |
10 |
28,547.64 |
26,012.56 |
2,535.08 |
9.2% |
733.84 |
2.7% |
65% |
False |
False |
19,567 |
20 |
28,547.64 |
24,963.04 |
3,584.60 |
13.0% |
746.29 |
2.7% |
75% |
False |
False |
20,298 |
40 |
30,167.38 |
24,963.04 |
5,204.34 |
18.8% |
767.35 |
2.8% |
52% |
False |
False |
21,284 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
24.6% |
752.57 |
2.7% |
40% |
False |
False |
19,646 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
25.1% |
835.68 |
3.0% |
41% |
False |
False |
20,279 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
25.1% |
843.46 |
3.0% |
41% |
False |
False |
19,517 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
25.1% |
913.81 |
3.3% |
41% |
False |
False |
20,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,306.78 |
2.618 |
29,354.34 |
1.618 |
28,770.74 |
1.000 |
28,410.08 |
0.618 |
28,187.14 |
HIGH |
27,826.48 |
0.618 |
27,603.54 |
0.500 |
27,534.68 |
0.382 |
27,465.82 |
LOW |
27,242.88 |
0.618 |
26,882.22 |
1.000 |
26,659.28 |
1.618 |
26,298.62 |
2.618 |
25,715.02 |
4.250 |
24,762.58 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
27,618.67 |
27,707.27 |
PP |
27,576.67 |
27,691.73 |
S1 |
27,534.68 |
27,676.20 |
|