Trading Metrics calculated at close of trading on 09-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,834.3 |
1,861.0 |
26.7 |
1.5% |
1,864.4 |
High |
1,849.0 |
1,877.3 |
28.3 |
1.5% |
1,864.7 |
Low |
1,823.5 |
1,857.5 |
34.0 |
1.9% |
1,823.5 |
Close |
1,845.2 |
1,864.3 |
19.1 |
1.0% |
1,845.2 |
Range |
25.5 |
19.8 |
-5.7 |
-22.4% |
41.2 |
ATR |
19.4 |
20.3 |
0.9 |
4.7% |
0.0 |
Volume |
231,024 |
187,802 |
-43,222 |
-18.7% |
1,017,467 |
|
Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.8 |
1,914.8 |
1,875.2 |
|
R3 |
1,906.0 |
1,895.0 |
1,869.7 |
|
R2 |
1,886.2 |
1,886.2 |
1,867.9 |
|
R1 |
1,875.2 |
1,875.2 |
1,866.1 |
1,880.7 |
PP |
1,866.4 |
1,866.4 |
1,866.4 |
1,869.1 |
S1 |
1,855.4 |
1,855.4 |
1,862.5 |
1,860.9 |
S2 |
1,846.6 |
1,846.6 |
1,860.7 |
|
S3 |
1,826.8 |
1,835.6 |
1,858.9 |
|
S4 |
1,807.0 |
1,815.8 |
1,853.4 |
|
|
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 |
1,877.3 |
1,823.5 |
53.8 |
2.9% |
19.2 |
1.0% |
76% |
True |
False |
200,624 |
10 |
1,935.5 |
1,823.5 |
112.0 |
6.0% |
22.5 |
1.2% |
36% |
False |
False |
213,260 |
20 |
1,968.9 |
1,823.5 |
145.4 |
7.8% |
18.5 |
1.0% |
28% |
False |
False |
193,866 |
40 |
1,980.2 |
1,823.5 |
156.7 |
8.4% |
17.1 |
0.9% |
26% |
False |
False |
168,996 |
60 |
2,028.6 |
1,823.5 |
205.1 |
11.0% |
18.0 |
1.0% |
20% |
False |
False |
150,160 |
80 |
2,028.6 |
1,823.5 |
205.1 |
11.0% |
18.7 |
1.0% |
20% |
False |
False |
117,530 |
100 |
2,052.9 |
1,823.5 |
229.4 |
12.3% |
19.9 |
1.1% |
18% |
False |
False |
94,625 |
120 |
2,129.7 |
1,823.5 |
306.2 |
16.4% |
21.2 |
1.1% |
13% |
False |
False |
79,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.5 |
2.618 |
1,929.1 |
1.618 |
1,909.3 |
1.000 |
1,897.1 |
0.618 |
1,889.5 |
HIGH |
1,877.3 |
0.618 |
1,869.7 |
0.500 |
1,867.4 |
0.382 |
1,865.1 |
LOW |
1,857.5 |
0.618 |
1,845.3 |
1.000 |
1,837.7 |
1.618 |
1,825.5 |
2.618 |
1,805.7 |
4.250 |
1,773.4 |
|
|
Fisher Pivots for day following 09-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,867.4 |
1,859.7 |
PP |
1,866.4 |
1,855.0 |
S1 |
1,865.3 |
1,850.4 |
|