Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,837.6 |
1,834.3 |
-3.3 |
-0.2% |
1,864.4 |
High |
1,843.5 |
1,849.0 |
5.5 |
0.3% |
1,864.7 |
Low |
1,826.2 |
1,823.5 |
-2.7 |
-0.1% |
1,823.5 |
Close |
1,831.8 |
1,845.2 |
13.4 |
0.7% |
1,845.2 |
Range |
17.3 |
25.5 |
8.2 |
47.4% |
41.2 |
ATR |
18.9 |
19.4 |
0.5 |
2.5% |
0.0 |
Volume |
172,464 |
231,024 |
58,560 |
34.0% |
1,017,467 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.7 |
1,906.0 |
1,859.2 |
|
R3 |
1,890.2 |
1,880.5 |
1,852.2 |
|
R2 |
1,864.7 |
1,864.7 |
1,849.9 |
|
R1 |
1,855.0 |
1,855.0 |
1,847.5 |
1,859.9 |
PP |
1,839.2 |
1,839.2 |
1,839.2 |
1,841.7 |
S1 |
1,829.5 |
1,829.5 |
1,842.9 |
1,834.4 |
S2 |
1,813.7 |
1,813.7 |
1,840.5 |
|
S3 |
1,788.2 |
1,804.0 |
1,838.2 |
|
S4 |
1,762.7 |
1,778.5 |
1,831.2 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.1 |
1,947.8 |
1,867.9 |
|
R3 |
1,926.9 |
1,906.6 |
1,856.5 |
|
R2 |
1,885.7 |
1,885.7 |
1,852.8 |
|
R1 |
1,865.4 |
1,865.4 |
1,849.0 |
1,855.0 |
PP |
1,844.5 |
1,844.5 |
1,844.5 |
1,839.2 |
S1 |
1,824.2 |
1,824.2 |
1,841.4 |
1,813.8 |
S2 |
1,803.3 |
1,803.3 |
1,837.6 |
|
S3 |
1,762.1 |
1,783.0 |
1,833.9 |
|
S4 |
1,720.9 |
1,741.8 |
1,822.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,864.7 |
1,823.5 |
41.2 |
2.2% |
19.7 |
1.1% |
53% |
False |
True |
203,493 |
10 |
1,946.8 |
1,823.5 |
123.3 |
6.7% |
21.8 |
1.2% |
18% |
False |
True |
210,906 |
20 |
1,968.9 |
1,823.5 |
145.4 |
7.9% |
18.2 |
1.0% |
15% |
False |
True |
191,029 |
40 |
1,980.2 |
1,823.5 |
156.7 |
8.5% |
16.9 |
0.9% |
14% |
False |
True |
167,359 |
60 |
2,028.6 |
1,823.5 |
205.1 |
11.1% |
17.9 |
1.0% |
11% |
False |
True |
148,161 |
80 |
2,028.6 |
1,823.5 |
205.1 |
11.1% |
18.7 |
1.0% |
11% |
False |
True |
115,220 |
100 |
2,079.5 |
1,823.5 |
256.0 |
13.9% |
20.0 |
1.1% |
8% |
False |
True |
92,766 |
120 |
2,129.7 |
1,823.5 |
306.2 |
16.6% |
21.2 |
1.1% |
7% |
False |
True |
77,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.4 |
2.618 |
1,915.8 |
1.618 |
1,890.3 |
1.000 |
1,874.5 |
0.618 |
1,864.8 |
HIGH |
1,849.0 |
0.618 |
1,839.3 |
0.500 |
1,836.3 |
0.382 |
1,833.2 |
LOW |
1,823.5 |
0.618 |
1,807.7 |
1.000 |
1,798.0 |
1.618 |
1,782.2 |
2.618 |
1,756.7 |
4.250 |
1,715.1 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,842.2 |
1,842.2 |
PP |
1,839.2 |
1,839.2 |
S1 |
1,836.3 |
1,836.3 |
|