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 |
1,882.3 |
1,864.4 |
-17.9 |
-1.0% |
1,944.7 |
High |
1,896.7 |
1,864.7 |
-32.0 |
-1.7% |
1,946.8 |
Low |
1,862.3 |
1,842.7 |
-19.6 |
-1.1% |
1,862.3 |
Close |
1,866.1 |
1,847.2 |
-18.9 |
-1.0% |
1,866.1 |
Range |
34.4 |
22.0 |
-12.4 |
-36.0% |
84.5 |
ATR |
19.1 |
19.4 |
0.3 |
1.6% |
0.0 |
Volume |
245,131 |
202,147 |
-42,984 |
-17.5% |
1,091,597 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.5 |
1,904.4 |
1,859.3 |
|
R3 |
1,895.5 |
1,882.4 |
1,853.3 |
|
R2 |
1,873.5 |
1,873.5 |
1,851.2 |
|
R1 |
1,860.4 |
1,860.4 |
1,849.2 |
1,856.0 |
PP |
1,851.5 |
1,851.5 |
1,851.5 |
1,849.3 |
S1 |
1,838.4 |
1,838.4 |
1,845.2 |
1,834.0 |
S2 |
1,829.5 |
1,829.5 |
1,843.2 |
|
S3 |
1,807.5 |
1,816.4 |
1,841.2 |
|
S4 |
1,785.5 |
1,794.4 |
1,835.1 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,145.2 |
2,090.2 |
1,912.6 |
|
R3 |
2,060.7 |
2,005.7 |
1,889.3 |
|
R2 |
1,976.2 |
1,976.2 |
1,881.6 |
|
R1 |
1,921.2 |
1,921.2 |
1,873.8 |
1,906.5 |
PP |
1,891.7 |
1,891.7 |
1,891.7 |
1,884.4 |
S1 |
1,836.7 |
1,836.7 |
1,858.4 |
1,822.0 |
S2 |
1,807.2 |
1,807.2 |
1,850.6 |
|
S3 |
1,722.7 |
1,752.2 |
1,842.9 |
|
S4 |
1,638.2 |
1,667.7 |
1,819.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,935.5 |
1,842.7 |
92.8 |
5.0% |
25.7 |
1.4% |
5% |
False |
True |
225,897 |
10 |
1,968.9 |
1,842.7 |
126.2 |
6.8% |
19.8 |
1.1% |
4% |
False |
True |
201,165 |
20 |
1,972.6 |
1,842.7 |
129.9 |
7.0% |
17.3 |
0.9% |
3% |
False |
True |
180,135 |
40 |
1,981.7 |
1,842.7 |
139.0 |
7.5% |
16.7 |
0.9% |
3% |
False |
True |
160,832 |
60 |
2,028.6 |
1,842.7 |
185.9 |
10.1% |
17.7 |
1.0% |
2% |
False |
True |
137,733 |
80 |
2,028.6 |
1,842.7 |
185.9 |
10.1% |
18.9 |
1.0% |
2% |
False |
True |
105,258 |
100 |
2,112.4 |
1,842.7 |
269.7 |
14.6% |
20.2 |
1.1% |
2% |
False |
True |
84,736 |
120 |
2,129.7 |
1,842.7 |
287.0 |
15.5% |
21.7 |
1.2% |
2% |
False |
True |
70,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.2 |
2.618 |
1,922.3 |
1.618 |
1,900.3 |
1.000 |
1,886.7 |
0.618 |
1,878.3 |
HIGH |
1,864.7 |
0.618 |
1,856.3 |
0.500 |
1,853.7 |
0.382 |
1,851.1 |
LOW |
1,842.7 |
0.618 |
1,829.1 |
1.000 |
1,820.7 |
1.618 |
1,807.1 |
2.618 |
1,785.1 |
4.250 |
1,749.2 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,853.7 |
1,869.8 |
PP |
1,851.5 |
1,862.2 |
S1 |
1,849.4 |
1,854.7 |
|