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 |
1,823.04 |
1,821.22 |
-1.82 |
-0.1% |
1,925.46 |
High |
1,828.26 |
1,829.06 |
0.80 |
0.0% |
1,926.56 |
Low |
1,817.01 |
1,815.13 |
-1.88 |
-0.1% |
1,846.70 |
Close |
1,820.78 |
1,820.20 |
-0.58 |
0.0% |
1,849.20 |
Range |
11.25 |
13.93 |
2.68 |
23.8% |
79.86 |
ATR |
15.90 |
15.76 |
-0.14 |
-0.9% |
0.00 |
Volume |
5,562 |
5,600 |
38 |
0.7% |
28,719 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.25 |
1,855.66 |
1,827.86 |
|
R3 |
1,849.32 |
1,841.73 |
1,824.03 |
|
R2 |
1,835.39 |
1,835.39 |
1,822.75 |
|
R1 |
1,827.80 |
1,827.80 |
1,821.48 |
1,824.63 |
PP |
1,821.46 |
1,821.46 |
1,821.46 |
1,819.88 |
S1 |
1,813.87 |
1,813.87 |
1,818.92 |
1,810.70 |
S2 |
1,807.53 |
1,807.53 |
1,817.65 |
|
S3 |
1,793.60 |
1,799.94 |
1,816.37 |
|
S4 |
1,779.67 |
1,786.01 |
1,812.54 |
|
|
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 |
1,815.13 |
62.92 |
3.5% |
18.42 |
1.0% |
8% |
False |
True |
5,552 |
10 |
1,928.49 |
1,815.13 |
113.36 |
6.2% |
17.75 |
1.0% |
4% |
False |
True |
5,669 |
20 |
1,947.12 |
1,815.13 |
131.99 |
7.3% |
15.29 |
0.8% |
4% |
False |
True |
5,804 |
40 |
1,950.48 |
1,815.13 |
135.35 |
7.4% |
14.25 |
0.8% |
4% |
False |
True |
5,781 |
60 |
1,987.26 |
1,815.13 |
172.13 |
9.5% |
15.12 |
0.8% |
3% |
False |
True |
5,756 |
80 |
1,987.26 |
1,815.13 |
172.13 |
9.5% |
16.14 |
0.9% |
3% |
False |
True |
5,741 |
100 |
2,020.90 |
1,815.13 |
205.77 |
11.3% |
17.44 |
1.0% |
2% |
False |
True |
5,719 |
120 |
2,059.31 |
1,815.13 |
244.18 |
13.4% |
18.99 |
1.0% |
2% |
False |
True |
5,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,888.26 |
2.618 |
1,865.53 |
1.618 |
1,851.60 |
1.000 |
1,842.99 |
0.618 |
1,837.67 |
HIGH |
1,829.06 |
0.618 |
1,823.74 |
0.500 |
1,822.10 |
0.382 |
1,820.45 |
LOW |
1,815.13 |
0.618 |
1,806.52 |
1.000 |
1,801.20 |
1.618 |
1,792.59 |
2.618 |
1,778.66 |
4.250 |
1,755.93 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,822.10 |
1,822.89 |
PP |
1,821.46 |
1,821.99 |
S1 |
1,820.83 |
1,821.10 |
|