Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,668.3240 |
1,665.3110 |
-3.0130 |
-0.2% |
1,591.2840 |
High |
1,743.3590 |
1,670.4620 |
-72.8970 |
-4.2% |
1,687.9000 |
Low |
1,650.7020 |
1,644.1960 |
-6.5060 |
-0.4% |
1,564.2220 |
Close |
1,665.6730 |
1,657.1450 |
-8.5280 |
-0.5% |
1,668.3960 |
Range |
92.6570 |
26.2660 |
-66.3910 |
-71.7% |
123.6780 |
ATR |
50.8915 |
49.1326 |
-1.7590 |
-3.5% |
0.0000 |
Volume |
3,006 |
178,331 |
175,325 |
5,832.5% |
633,942 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,736.0657 |
1,722.8713 |
1,671.5913 |
|
R3 |
1,709.7997 |
1,696.6053 |
1,664.3682 |
|
R2 |
1,683.5337 |
1,683.5337 |
1,661.9604 |
|
R1 |
1,670.3393 |
1,670.3393 |
1,659.5527 |
1,663.8035 |
PP |
1,657.2677 |
1,657.2677 |
1,657.2677 |
1,653.9998 |
S1 |
1,644.0733 |
1,644.0733 |
1,654.7373 |
1,637.5375 |
S2 |
1,631.0017 |
1,631.0017 |
1,652.3296 |
|
S3 |
1,604.7357 |
1,617.8073 |
1,649.9219 |
|
S4 |
1,578.4697 |
1,591.5413 |
1,642.6987 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.2067 |
1,963.4793 |
1,736.4189 |
|
R3 |
1,887.5287 |
1,839.8013 |
1,702.4075 |
|
R2 |
1,763.8507 |
1,763.8507 |
1,691.0703 |
|
R1 |
1,716.1233 |
1,716.1233 |
1,679.7332 |
1,739.9870 |
PP |
1,640.1727 |
1,640.1727 |
1,640.1727 |
1,652.1045 |
S1 |
1,592.4453 |
1,592.4453 |
1,657.0589 |
1,616.3090 |
S2 |
1,516.4947 |
1,516.4947 |
1,645.7217 |
|
S3 |
1,392.8167 |
1,468.7673 |
1,634.3846 |
|
S4 |
1,269.1387 |
1,345.0893 |
1,600.3731 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,743.3590 |
1,583.8310 |
159.5280 |
9.6% |
57.1946 |
3.5% |
46% |
False |
False |
145,521 |
10 |
1,743.3590 |
1,564.2220 |
179.1370 |
10.8% |
46.4550 |
2.8% |
52% |
False |
False |
120,465 |
20 |
1,743.3590 |
1,533.7810 |
209.5780 |
12.6% |
47.3716 |
2.9% |
59% |
False |
False |
112,282 |
40 |
1,872.9570 |
1,533.7810 |
339.1760 |
20.5% |
50.3447 |
3.0% |
36% |
False |
False |
138,051 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.7% |
49.8768 |
3.0% |
25% |
False |
False |
131,546 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.7% |
55.6368 |
3.4% |
25% |
False |
False |
129,529 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.7% |
55.9950 |
3.4% |
25% |
False |
False |
127,043 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
36.4% |
62.3764 |
3.8% |
20% |
False |
False |
146,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,782.0925 |
2.618 |
1,739.2264 |
1.618 |
1,712.9604 |
1.000 |
1,696.7280 |
0.618 |
1,686.6944 |
HIGH |
1,670.4620 |
0.618 |
1,660.4284 |
0.500 |
1,657.3290 |
0.382 |
1,654.2296 |
LOW |
1,644.1960 |
0.618 |
1,627.9636 |
1.000 |
1,617.9300 |
1.618 |
1,601.6976 |
2.618 |
1,575.4316 |
4.250 |
1,532.5655 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,657.3290 |
1,693.7665 |
PP |
1,657.2677 |
1,681.5593 |
S1 |
1,657.2063 |
1,669.3522 |
|