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 |
1,838.7 |
1,837.6 |
-1.1 |
-0.1% |
1,944.7 |
High |
1,846.8 |
1,843.5 |
-3.3 |
-0.2% |
1,946.8 |
Low |
1,831.6 |
1,826.2 |
-5.4 |
-0.3% |
1,862.3 |
Close |
1,834.8 |
1,831.8 |
-3.0 |
-0.2% |
1,866.1 |
Range |
15.2 |
17.3 |
2.1 |
13.8% |
84.5 |
ATR |
19.0 |
18.9 |
-0.1 |
-0.7% |
0.0 |
Volume |
195,048 |
172,464 |
-22,584 |
-11.6% |
1,091,597 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.7 |
1,876.1 |
1,841.3 |
|
R3 |
1,868.4 |
1,858.8 |
1,836.6 |
|
R2 |
1,851.1 |
1,851.1 |
1,835.0 |
|
R1 |
1,841.5 |
1,841.5 |
1,833.4 |
1,837.7 |
PP |
1,833.8 |
1,833.8 |
1,833.8 |
1,831.9 |
S1 |
1,824.2 |
1,824.2 |
1,830.2 |
1,820.4 |
S2 |
1,816.5 |
1,816.5 |
1,828.6 |
|
S3 |
1,799.2 |
1,806.9 |
1,827.0 |
|
S4 |
1,781.9 |
1,789.6 |
1,822.3 |
|
|
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 |
1,896.7 |
1,826.2 |
70.5 |
3.8% |
21.5 |
1.2% |
8% |
False |
True |
206,314 |
10 |
1,949.1 |
1,826.2 |
122.9 |
6.7% |
20.2 |
1.1% |
5% |
False |
True |
201,796 |
20 |
1,968.9 |
1,826.2 |
142.7 |
7.8% |
17.6 |
1.0% |
4% |
False |
True |
186,413 |
40 |
1,980.2 |
1,826.2 |
154.0 |
8.4% |
16.7 |
0.9% |
4% |
False |
True |
165,790 |
60 |
2,028.6 |
1,826.2 |
202.4 |
11.0% |
17.6 |
1.0% |
3% |
False |
True |
145,167 |
80 |
2,028.6 |
1,826.2 |
202.4 |
11.0% |
18.8 |
1.0% |
3% |
False |
True |
112,415 |
100 |
2,084.4 |
1,826.2 |
258.2 |
14.1% |
19.9 |
1.1% |
2% |
False |
True |
90,478 |
120 |
2,129.7 |
1,826.2 |
303.5 |
16.6% |
21.2 |
1.2% |
2% |
False |
True |
75,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,917.0 |
2.618 |
1,888.8 |
1.618 |
1,871.5 |
1.000 |
1,860.8 |
0.618 |
1,854.2 |
HIGH |
1,843.5 |
0.618 |
1,836.9 |
0.500 |
1,834.9 |
0.382 |
1,832.8 |
LOW |
1,826.2 |
0.618 |
1,815.5 |
1.000 |
1,808.9 |
1.618 |
1,798.2 |
2.618 |
1,780.9 |
4.250 |
1,752.7 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,834.9 |
1,837.8 |
PP |
1,833.8 |
1,835.8 |
S1 |
1,832.8 |
1,833.8 |
|