| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,641.7430 |
1,616.7630 |
-24.9800 |
-1.5% |
1,668.3240 |
| High |
1,654.2540 |
1,654.6990 |
0.4450 |
0.0% |
1,743.3590 |
| Low |
1,609.4480 |
1,610.9810 |
1.5330 |
0.1% |
1,609.4480 |
| Close |
1,617.0070 |
1,646.8720 |
29.8650 |
1.8% |
1,646.8720 |
| Range |
44.8060 |
43.7180 |
-1.0880 |
-2.4% |
133.9110 |
| ATR |
47.5557 |
47.2815 |
-0.2741 |
-0.6% |
0.0000 |
| Volume |
141,987 |
103,246 |
-38,741 |
-27.3% |
562,884 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.6713 |
1,751.4897 |
1,670.9169 |
|
| R3 |
1,724.9533 |
1,707.7717 |
1,658.8945 |
|
| R2 |
1,681.2353 |
1,681.2353 |
1,654.8870 |
|
| R1 |
1,664.0537 |
1,664.0537 |
1,650.8795 |
1,672.6445 |
| PP |
1,637.5173 |
1,637.5173 |
1,637.5173 |
1,641.8128 |
| S1 |
1,620.3357 |
1,620.3357 |
1,642.8645 |
1,628.9265 |
| S2 |
1,593.7993 |
1,593.7993 |
1,638.8570 |
|
| S3 |
1,550.0813 |
1,576.6177 |
1,634.8496 |
|
| S4 |
1,506.3633 |
1,532.8997 |
1,622.8271 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.2927 |
1,991.4933 |
1,720.5231 |
|
| R3 |
1,934.3817 |
1,857.5823 |
1,683.6975 |
|
| R2 |
1,800.4707 |
1,800.4707 |
1,671.4224 |
|
| R1 |
1,723.6713 |
1,723.6713 |
1,659.1472 |
1,695.1155 |
| PP |
1,666.5597 |
1,666.5597 |
1,666.5597 |
1,652.2818 |
| S1 |
1,589.7603 |
1,589.7603 |
1,634.5968 |
1,561.2045 |
| S2 |
1,532.6487 |
1,532.6487 |
1,622.3217 |
|
| S3 |
1,398.7377 |
1,455.8493 |
1,610.0465 |
|
| S4 |
1,264.8267 |
1,321.9383 |
1,573.2210 |
|
|
| 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 |
8.1% |
47.4928 |
2.9% |
28% |
False |
False |
112,576 |
| 10 |
1,743.3590 |
1,564.2220 |
179.1370 |
10.9% |
45.9272 |
2.8% |
46% |
False |
False |
119,682 |
| 20 |
1,743.3590 |
1,533.7810 |
209.5780 |
12.7% |
47.6764 |
2.9% |
54% |
False |
False |
112,210 |
| 40 |
1,861.9590 |
1,533.7810 |
328.1780 |
19.9% |
50.9355 |
3.1% |
34% |
False |
False |
138,782 |
| 60 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.9% |
48.2798 |
2.9% |
23% |
False |
False |
128,203 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.9% |
54.7948 |
3.3% |
23% |
False |
False |
130,972 |
| 100 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.9% |
55.1939 |
3.4% |
23% |
False |
False |
124,948 |
| 120 |
2,121.7530 |
1,533.7810 |
587.9720 |
35.7% |
60.7201 |
3.7% |
19% |
False |
False |
141,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,840.5005 |
|
2.618 |
1,769.1527 |
|
1.618 |
1,725.4347 |
|
1.000 |
1,698.4170 |
|
0.618 |
1,681.7167 |
|
HIGH |
1,654.6990 |
|
0.618 |
1,637.9987 |
|
0.500 |
1,632.8400 |
|
0.382 |
1,627.6813 |
|
LOW |
1,610.9810 |
|
0.618 |
1,583.9633 |
|
1.000 |
1,567.2630 |
|
1.618 |
1,540.2453 |
|
2.618 |
1,496.5273 |
|
4.250 |
1,425.1795 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,642.1947 |
1,642.7412 |
| PP |
1,637.5173 |
1,638.6103 |
| S1 |
1,632.8400 |
1,634.4795 |
|