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 |
1,844.9 |
1,838.7 |
-6.2 |
-0.3% |
1,944.7 |
High |
1,849.3 |
1,846.8 |
-2.5 |
-0.1% |
1,946.8 |
Low |
1,830.9 |
1,831.6 |
0.7 |
0.0% |
1,862.3 |
Close |
1,841.5 |
1,834.8 |
-6.7 |
-0.4% |
1,866.1 |
Range |
18.4 |
15.2 |
-3.2 |
-17.4% |
84.5 |
ATR |
19.3 |
19.0 |
-0.3 |
-1.5% |
0.0 |
Volume |
216,784 |
195,048 |
-21,736 |
-10.0% |
1,091,597 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.3 |
1,874.3 |
1,843.2 |
|
R3 |
1,868.1 |
1,859.1 |
1,839.0 |
|
R2 |
1,852.9 |
1,852.9 |
1,837.6 |
|
R1 |
1,843.9 |
1,843.9 |
1,836.2 |
1,840.8 |
PP |
1,837.7 |
1,837.7 |
1,837.7 |
1,836.2 |
S1 |
1,828.7 |
1,828.7 |
1,833.4 |
1,825.6 |
S2 |
1,822.5 |
1,822.5 |
1,832.0 |
|
S3 |
1,807.3 |
1,813.5 |
1,830.6 |
|
S4 |
1,792.1 |
1,798.3 |
1,826.4 |
|
|
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 |
1,896.8 |
1,830.9 |
65.9 |
3.6% |
22.5 |
1.2% |
6% |
False |
False |
218,105 |
10 |
1,952.2 |
1,830.9 |
121.3 |
6.6% |
20.4 |
1.1% |
3% |
False |
False |
207,141 |
20 |
1,968.9 |
1,830.9 |
138.0 |
7.5% |
17.1 |
0.9% |
3% |
False |
False |
183,648 |
40 |
1,980.2 |
1,830.9 |
149.3 |
8.1% |
16.8 |
0.9% |
3% |
False |
False |
164,959 |
60 |
2,028.6 |
1,830.9 |
197.7 |
10.8% |
17.8 |
1.0% |
2% |
False |
False |
143,030 |
80 |
2,028.6 |
1,830.9 |
197.7 |
10.8% |
18.8 |
1.0% |
2% |
False |
False |
110,311 |
100 |
2,084.4 |
1,830.9 |
253.5 |
13.8% |
20.0 |
1.1% |
2% |
False |
False |
88,770 |
120 |
2,129.7 |
1,830.9 |
298.8 |
16.3% |
21.5 |
1.2% |
1% |
False |
False |
74,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,911.4 |
2.618 |
1,886.6 |
1.618 |
1,871.4 |
1.000 |
1,862.0 |
0.618 |
1,856.2 |
HIGH |
1,846.8 |
0.618 |
1,841.0 |
0.500 |
1,839.2 |
0.382 |
1,837.4 |
LOW |
1,831.6 |
0.618 |
1,822.2 |
1.000 |
1,816.4 |
1.618 |
1,807.0 |
2.618 |
1,791.8 |
4.250 |
1,767.0 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,839.2 |
1,847.8 |
PP |
1,837.7 |
1,843.5 |
S1 |
1,836.3 |
1,839.1 |
|