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 |
1,656.9290 |
1,641.7430 |
-15.1860 |
-0.9% |
1,591.2840 |
High |
1,659.5110 |
1,654.2540 |
-5.2570 |
-0.3% |
1,687.9000 |
Low |
1,629.4940 |
1,609.4480 |
-20.0460 |
-1.2% |
1,564.2220 |
Close |
1,642.4250 |
1,617.0070 |
-25.4180 |
-1.5% |
1,668.3960 |
Range |
30.0170 |
44.8060 |
14.7890 |
49.3% |
123.6780 |
ATR |
47.7672 |
47.5557 |
-0.2115 |
-0.4% |
0.0000 |
Volume |
136,314 |
141,987 |
5,673 |
4.2% |
633,942 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.3210 |
1,733.9700 |
1,641.6503 |
|
R3 |
1,716.5150 |
1,689.1640 |
1,629.3287 |
|
R2 |
1,671.7090 |
1,671.7090 |
1,625.2214 |
|
R1 |
1,644.3580 |
1,644.3580 |
1,621.1142 |
1,635.6305 |
PP |
1,626.9030 |
1,626.9030 |
1,626.9030 |
1,622.5393 |
S1 |
1,599.5520 |
1,599.5520 |
1,612.8998 |
1,590.8245 |
S2 |
1,582.0970 |
1,582.0970 |
1,608.7926 |
|
S3 |
1,537.2910 |
1,554.7460 |
1,604.6854 |
|
S4 |
1,492.4850 |
1,509.9400 |
1,592.3637 |
|
|
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 |
1,609.4480 |
133.9110 |
8.3% |
47.4944 |
2.9% |
6% |
False |
True |
128,006 |
10 |
1,743.3590 |
1,564.2220 |
179.1370 |
11.1% |
43.8605 |
2.7% |
29% |
False |
False |
118,899 |
20 |
1,743.3590 |
1,533.7810 |
209.5780 |
13.0% |
47.5119 |
2.9% |
40% |
False |
False |
113,910 |
40 |
1,865.0350 |
1,533.7810 |
331.2540 |
20.5% |
50.3244 |
3.1% |
25% |
False |
False |
138,404 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.5% |
50.0308 |
3.1% |
17% |
False |
False |
131,787 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.5% |
54.7005 |
3.4% |
17% |
False |
False |
131,757 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.5% |
55.3469 |
3.4% |
17% |
False |
False |
123,938 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
37.4% |
60.9845 |
3.8% |
14% |
False |
False |
140,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.6795 |
2.618 |
1,771.5561 |
1.618 |
1,726.7501 |
1.000 |
1,699.0600 |
0.618 |
1,681.9441 |
HIGH |
1,654.2540 |
0.618 |
1,637.1381 |
0.500 |
1,631.8510 |
0.382 |
1,626.5639 |
LOW |
1,609.4480 |
0.618 |
1,581.7579 |
1.000 |
1,564.6420 |
1.618 |
1,536.9519 |
2.618 |
1,492.1459 |
4.250 |
1,419.0225 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,631.8510 |
1,639.9550 |
PP |
1,626.9030 |
1,632.3057 |
S1 |
1,621.9550 |
1,624.6563 |
|