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 |
27,520 |
27,855 |
335 |
1.2% |
26,500 |
High |
28,015 |
28,340 |
325 |
1.2% |
27,590 |
Low |
27,270 |
27,465 |
195 |
0.7% |
26,115 |
Close |
27,775 |
27,605 |
-170 |
-0.6% |
27,100 |
Range |
745 |
875 |
130 |
17.4% |
1,475 |
ATR |
862 |
863 |
1 |
0.1% |
0 |
Volume |
5,558 |
10,419 |
4,861 |
87.5% |
37,093 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,428 |
29,892 |
28,086 |
|
R3 |
29,553 |
29,017 |
27,846 |
|
R2 |
28,678 |
28,678 |
27,765 |
|
R1 |
28,142 |
28,142 |
27,685 |
27,973 |
PP |
27,803 |
27,803 |
27,803 |
27,719 |
S1 |
27,267 |
27,267 |
27,525 |
27,098 |
S2 |
26,928 |
26,928 |
27,445 |
|
S3 |
26,053 |
26,392 |
27,364 |
|
S4 |
25,178 |
25,517 |
27,124 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,360 |
30,705 |
27,911 |
|
R3 |
29,885 |
29,230 |
27,506 |
|
R2 |
28,410 |
28,410 |
27,370 |
|
R1 |
27,755 |
27,755 |
27,235 |
28,083 |
PP |
26,935 |
26,935 |
26,935 |
27,099 |
S1 |
26,280 |
26,280 |
26,965 |
26,608 |
S2 |
25,460 |
25,460 |
26,830 |
|
S3 |
23,985 |
24,805 |
26,694 |
|
S4 |
22,510 |
23,330 |
26,289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,950 |
26,800 |
2,150 |
7.8% |
911 |
3.3% |
37% |
False |
False |
9,498 |
10 |
28,950 |
26,115 |
2,835 |
10.3% |
772 |
2.8% |
53% |
False |
False |
7,923 |
20 |
28,950 |
25,070 |
3,880 |
14.1% |
828 |
3.0% |
65% |
False |
False |
4,270 |
40 |
30,325 |
25,070 |
5,255 |
19.0% |
813 |
2.9% |
48% |
False |
False |
2,499 |
60 |
32,940 |
25,070 |
7,870 |
28.5% |
732 |
2.7% |
32% |
False |
False |
1,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,059 |
2.618 |
30,631 |
1.618 |
29,756 |
1.000 |
29,215 |
0.618 |
28,881 |
HIGH |
28,340 |
0.618 |
28,006 |
0.500 |
27,903 |
0.382 |
27,799 |
LOW |
27,465 |
0.618 |
26,924 |
1.000 |
26,590 |
1.618 |
26,049 |
2.618 |
25,174 |
4.250 |
23,746 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
27,903 |
27,805 |
PP |
27,803 |
27,738 |
S1 |
27,704 |
27,672 |
|