Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
27,398.14 |
27,660.66 |
262.52 |
1.0% |
26,534.11 |
High |
27,826.48 |
28,109.01 |
282.53 |
1.0% |
27,280.10 |
Low |
27,242.88 |
27,369.66 |
126.78 |
0.5% |
26,012.56 |
Close |
27,660.66 |
27,479.49 |
-181.17 |
-0.7% |
26,909.96 |
Range |
583.60 |
739.35 |
155.75 |
26.7% |
1,267.54 |
ATR |
763.99 |
762.23 |
-1.76 |
-0.2% |
0.00 |
Volume |
20,118 |
26,191 |
6,073 |
30.2% |
99,560 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,870.77 |
29,414.48 |
27,886.13 |
|
R3 |
29,131.42 |
28,675.13 |
27,682.81 |
|
R2 |
28,392.07 |
28,392.07 |
27,615.04 |
|
R1 |
27,935.78 |
27,935.78 |
27,547.26 |
27,794.25 |
PP |
27,652.72 |
27,652.72 |
27,652.72 |
27,581.96 |
S1 |
27,196.43 |
27,196.43 |
27,411.72 |
27,054.90 |
S2 |
26,913.37 |
26,913.37 |
27,343.94 |
|
S3 |
26,174.02 |
26,457.08 |
27,276.17 |
|
S4 |
25,434.67 |
25,717.73 |
27,072.85 |
|
|
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 |
26,732.62 |
1,815.02 |
6.6% |
834.34 |
3.0% |
41% |
False |
False |
20,781 |
10 |
28,547.64 |
26,012.56 |
2,535.08 |
9.2% |
721.74 |
2.6% |
58% |
False |
False |
19,734 |
20 |
28,547.64 |
24,963.04 |
3,584.60 |
13.0% |
762.47 |
2.8% |
70% |
False |
False |
20,783 |
40 |
29,708.57 |
24,963.04 |
4,745.53 |
17.3% |
765.97 |
2.8% |
53% |
False |
False |
21,337 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
24.8% |
753.33 |
2.7% |
37% |
False |
False |
19,653 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
25.3% |
832.22 |
3.0% |
38% |
False |
False |
20,604 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
25.3% |
839.13 |
3.1% |
38% |
False |
False |
19,384 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
25.3% |
912.09 |
3.3% |
38% |
False |
False |
20,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,251.25 |
2.618 |
30,044.63 |
1.618 |
29,305.28 |
1.000 |
28,848.36 |
0.618 |
28,565.93 |
HIGH |
28,109.01 |
0.618 |
27,826.58 |
0.500 |
27,739.34 |
0.382 |
27,652.09 |
LOW |
27,369.66 |
0.618 |
26,912.74 |
1.000 |
26,630.31 |
1.618 |
26,173.39 |
2.618 |
25,434.04 |
4.250 |
24,227.42 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
27,739.34 |
27,652.37 |
PP |
27,652.72 |
27,594.74 |
S1 |
27,566.11 |
27,537.12 |
|