Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,864.4 |
1,844.9 |
-19.5 |
-1.0% |
1,944.7 |
High |
1,864.7 |
1,849.3 |
-15.4 |
-0.8% |
1,946.8 |
Low |
1,842.7 |
1,830.9 |
-11.8 |
-0.6% |
1,862.3 |
Close |
1,847.2 |
1,841.5 |
-5.7 |
-0.3% |
1,866.1 |
Range |
22.0 |
18.4 |
-3.6 |
-16.4% |
84.5 |
ATR |
19.4 |
19.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
202,147 |
216,784 |
14,637 |
7.2% |
1,091,597 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.8 |
1,887.0 |
1,851.6 |
|
R3 |
1,877.4 |
1,868.6 |
1,846.6 |
|
R2 |
1,859.0 |
1,859.0 |
1,844.9 |
|
R1 |
1,850.2 |
1,850.2 |
1,843.2 |
1,845.4 |
PP |
1,840.6 |
1,840.6 |
1,840.6 |
1,838.2 |
S1 |
1,831.8 |
1,831.8 |
1,839.8 |
1,827.0 |
S2 |
1,822.2 |
1,822.2 |
1,838.1 |
|
S3 |
1,803.8 |
1,813.4 |
1,836.4 |
|
S4 |
1,785.4 |
1,795.0 |
1,831.4 |
|
|
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 |
1,921.7 |
1,830.9 |
90.8 |
4.9% |
25.7 |
1.4% |
12% |
False |
True |
226,801 |
10 |
1,968.9 |
1,830.9 |
138.0 |
7.5% |
20.9 |
1.1% |
8% |
False |
True |
209,734 |
20 |
1,968.9 |
1,830.9 |
138.0 |
7.5% |
17.1 |
0.9% |
8% |
False |
True |
181,334 |
40 |
1,980.2 |
1,830.9 |
149.3 |
8.1% |
16.8 |
0.9% |
7% |
False |
True |
163,642 |
60 |
2,028.6 |
1,830.9 |
197.7 |
10.7% |
17.8 |
1.0% |
5% |
False |
True |
140,461 |
80 |
2,028.6 |
1,830.9 |
197.7 |
10.7% |
18.8 |
1.0% |
5% |
False |
True |
107,919 |
100 |
2,103.6 |
1,830.9 |
272.7 |
14.8% |
20.1 |
1.1% |
4% |
False |
True |
86,863 |
120 |
2,129.7 |
1,830.9 |
298.8 |
16.2% |
21.7 |
1.2% |
4% |
False |
True |
72,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,927.5 |
2.618 |
1,897.5 |
1.618 |
1,879.1 |
1.000 |
1,867.7 |
0.618 |
1,860.7 |
HIGH |
1,849.3 |
0.618 |
1,842.3 |
0.500 |
1,840.1 |
0.382 |
1,837.9 |
LOW |
1,830.9 |
0.618 |
1,819.5 |
1.000 |
1,812.5 |
1.618 |
1,801.1 |
2.618 |
1,782.7 |
4.250 |
1,752.7 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,841.0 |
1,863.8 |
PP |
1,840.6 |
1,856.4 |
S1 |
1,840.1 |
1,848.9 |
|