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 |
1,665.3110 |
1,656.9290 |
-8.3820 |
-0.5% |
1,591.2840 |
High |
1,670.4620 |
1,659.5110 |
-10.9510 |
-0.7% |
1,687.9000 |
Low |
1,644.1960 |
1,629.4940 |
-14.7020 |
-0.9% |
1,564.2220 |
Close |
1,657.1450 |
1,642.4250 |
-14.7200 |
-0.9% |
1,668.3960 |
Range |
26.2660 |
30.0170 |
3.7510 |
14.3% |
123.6780 |
ATR |
49.1326 |
47.7672 |
-1.3654 |
-2.8% |
0.0000 |
Volume |
178,331 |
136,314 |
-42,017 |
-23.6% |
633,942 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.8610 |
1,718.1600 |
1,658.9344 |
|
R3 |
1,703.8440 |
1,688.1430 |
1,650.6797 |
|
R2 |
1,673.8270 |
1,673.8270 |
1,647.9281 |
|
R1 |
1,658.1260 |
1,658.1260 |
1,645.1766 |
1,650.9680 |
PP |
1,643.8100 |
1,643.8100 |
1,643.8100 |
1,640.2310 |
S1 |
1,628.1090 |
1,628.1090 |
1,639.6734 |
1,620.9510 |
S2 |
1,613.7930 |
1,613.7930 |
1,636.9219 |
|
S3 |
1,583.7760 |
1,598.0920 |
1,634.1703 |
|
S4 |
1,553.7590 |
1,568.0750 |
1,625.9157 |
|
|
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 |
1,592.8110 |
150.5480 |
9.2% |
53.4552 |
3.3% |
33% |
False |
False |
143,450 |
10 |
1,743.3590 |
1,564.2220 |
179.1370 |
10.9% |
45.4006 |
2.8% |
44% |
False |
False |
120,238 |
20 |
1,743.3590 |
1,533.7810 |
209.5780 |
12.8% |
46.1595 |
2.8% |
52% |
False |
False |
112,042 |
40 |
1,872.9570 |
1,533.7810 |
339.1760 |
20.7% |
49.8983 |
3.0% |
32% |
False |
False |
137,996 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.0% |
49.8634 |
3.0% |
22% |
False |
False |
131,764 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.0% |
55.6830 |
3.4% |
22% |
False |
False |
130,002 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.0% |
55.4846 |
3.4% |
22% |
False |
False |
125,222 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
36.8% |
61.6365 |
3.8% |
18% |
False |
False |
143,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,787.0833 |
2.618 |
1,738.0955 |
1.618 |
1,708.0785 |
1.000 |
1,689.5280 |
0.618 |
1,678.0615 |
HIGH |
1,659.5110 |
0.618 |
1,648.0445 |
0.500 |
1,644.5025 |
0.382 |
1,640.9605 |
LOW |
1,629.4940 |
0.618 |
1,610.9435 |
1.000 |
1,599.4770 |
1.618 |
1,580.9265 |
2.618 |
1,550.9095 |
4.250 |
1,501.9218 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,644.5025 |
1,686.4265 |
PP |
1,643.8100 |
1,671.7593 |
S1 |
1,643.1175 |
1,657.0922 |
|