Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,864.93 |
1,848.68 |
-16.25 |
-0.9% |
1,925.46 |
High |
1,878.05 |
1,848.74 |
-29.31 |
-1.6% |
1,926.56 |
Low |
1,846.70 |
1,827.72 |
-18.98 |
-1.0% |
1,846.70 |
Close |
1,849.20 |
1,828.24 |
-20.96 |
-1.1% |
1,849.20 |
Range |
31.35 |
21.02 |
-10.33 |
-33.0% |
79.86 |
ATR |
15.99 |
16.38 |
0.39 |
2.5% |
0.00 |
Volume |
5,685 |
5,441 |
-244 |
-4.3% |
28,719 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.96 |
1,884.12 |
1,839.80 |
|
R3 |
1,876.94 |
1,863.10 |
1,834.02 |
|
R2 |
1,855.92 |
1,855.92 |
1,832.09 |
|
R1 |
1,842.08 |
1,842.08 |
1,830.17 |
1,838.49 |
PP |
1,834.90 |
1,834.90 |
1,834.90 |
1,833.11 |
S1 |
1,821.06 |
1,821.06 |
1,826.31 |
1,817.47 |
S2 |
1,813.88 |
1,813.88 |
1,824.39 |
|
S3 |
1,792.86 |
1,800.04 |
1,822.46 |
|
S4 |
1,771.84 |
1,779.02 |
1,816.68 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,113.73 |
2,061.33 |
1,893.12 |
|
R3 |
2,033.87 |
1,981.47 |
1,871.16 |
|
R2 |
1,954.01 |
1,954.01 |
1,863.84 |
|
R1 |
1,901.61 |
1,901.61 |
1,856.52 |
1,887.88 |
PP |
1,874.15 |
1,874.15 |
1,874.15 |
1,867.29 |
S1 |
1,821.75 |
1,821.75 |
1,841.88 |
1,808.02 |
S2 |
1,794.29 |
1,794.29 |
1,834.56 |
|
S3 |
1,714.43 |
1,741.89 |
1,827.24 |
|
S4 |
1,634.57 |
1,662.03 |
1,805.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,916.74 |
1,827.72 |
89.02 |
4.9% |
23.60 |
1.3% |
1% |
False |
True |
5,688 |
10 |
1,947.12 |
1,827.72 |
119.40 |
6.5% |
17.92 |
1.0% |
0% |
False |
True |
5,788 |
20 |
1,947.12 |
1,827.72 |
119.40 |
6.5% |
14.89 |
0.8% |
0% |
False |
True |
5,868 |
40 |
1,950.48 |
1,827.72 |
122.76 |
6.7% |
14.26 |
0.8% |
0% |
False |
True |
5,785 |
60 |
1,987.26 |
1,827.72 |
159.54 |
8.7% |
15.31 |
0.8% |
0% |
False |
True |
5,768 |
80 |
1,987.26 |
1,827.72 |
159.54 |
8.7% |
16.48 |
0.9% |
0% |
False |
True |
5,749 |
100 |
2,046.46 |
1,827.72 |
218.74 |
12.0% |
17.70 |
1.0% |
0% |
False |
True |
5,717 |
120 |
2,059.31 |
1,827.72 |
231.59 |
12.7% |
19.24 |
1.1% |
0% |
False |
True |
5,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.08 |
2.618 |
1,903.77 |
1.618 |
1,882.75 |
1.000 |
1,869.76 |
0.618 |
1,861.73 |
HIGH |
1,848.74 |
0.618 |
1,840.71 |
0.500 |
1,838.23 |
0.382 |
1,835.75 |
LOW |
1,827.72 |
0.618 |
1,814.73 |
1.000 |
1,806.70 |
1.618 |
1,793.71 |
2.618 |
1,772.69 |
4.250 |
1,738.39 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,838.23 |
1,852.89 |
PP |
1,834.90 |
1,844.67 |
S1 |
1,831.57 |
1,836.46 |
|