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 |
1,828.02 |
1,823.04 |
-4.98 |
-0.3% |
1,925.46 |
High |
1,830.64 |
1,828.26 |
-2.38 |
-0.1% |
1,926.56 |
Low |
1,816.07 |
1,817.01 |
0.94 |
0.1% |
1,846.70 |
Close |
1,823.36 |
1,820.78 |
-2.58 |
-0.1% |
1,849.20 |
Range |
14.57 |
11.25 |
-3.32 |
-22.8% |
79.86 |
ATR |
16.25 |
15.90 |
-0.36 |
-2.2% |
0.00 |
Volume |
5,472 |
5,562 |
90 |
1.6% |
28,719 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.77 |
1,849.52 |
1,826.97 |
|
R3 |
1,844.52 |
1,838.27 |
1,823.87 |
|
R2 |
1,833.27 |
1,833.27 |
1,822.84 |
|
R1 |
1,827.02 |
1,827.02 |
1,821.81 |
1,824.52 |
PP |
1,822.02 |
1,822.02 |
1,822.02 |
1,820.77 |
S1 |
1,815.77 |
1,815.77 |
1,819.75 |
1,813.27 |
S2 |
1,810.77 |
1,810.77 |
1,818.72 |
|
S3 |
1,799.52 |
1,804.52 |
1,817.69 |
|
S4 |
1,788.27 |
1,793.27 |
1,814.59 |
|
|
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 |
1,878.05 |
1,816.07 |
61.98 |
3.4% |
19.41 |
1.1% |
8% |
False |
False |
5,570 |
10 |
1,931.41 |
1,816.07 |
115.34 |
6.3% |
17.98 |
1.0% |
4% |
False |
False |
5,697 |
20 |
1,947.12 |
1,816.07 |
131.05 |
7.2% |
14.92 |
0.8% |
4% |
False |
False |
5,824 |
40 |
1,950.48 |
1,816.07 |
134.41 |
7.4% |
14.24 |
0.8% |
4% |
False |
False |
5,786 |
60 |
1,987.26 |
1,816.07 |
171.19 |
9.4% |
15.11 |
0.8% |
3% |
False |
False |
5,761 |
80 |
1,987.26 |
1,816.07 |
171.19 |
9.4% |
16.08 |
0.9% |
3% |
False |
False |
5,744 |
100 |
2,038.66 |
1,816.07 |
222.59 |
12.2% |
17.55 |
1.0% |
2% |
False |
False |
5,717 |
120 |
2,059.31 |
1,816.07 |
243.24 |
13.4% |
19.14 |
1.1% |
2% |
False |
False |
5,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.07 |
2.618 |
1,857.71 |
1.618 |
1,846.46 |
1.000 |
1,839.51 |
0.618 |
1,835.21 |
HIGH |
1,828.26 |
0.618 |
1,823.96 |
0.500 |
1,822.64 |
0.382 |
1,821.31 |
LOW |
1,817.01 |
0.618 |
1,810.06 |
1.000 |
1,805.76 |
1.618 |
1,798.81 |
2.618 |
1,787.56 |
4.250 |
1,769.20 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,822.64 |
1,832.41 |
PP |
1,822.02 |
1,828.53 |
S1 |
1,821.40 |
1,824.66 |
|