Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,183.0 |
4,205.0 |
22.0 |
0.5% |
4,217.0 |
High |
4,240.0 |
4,229.0 |
-11.0 |
-0.3% |
4,241.0 |
Low |
4,174.0 |
4,134.0 |
-40.0 |
-1.0% |
4,128.0 |
Close |
4,204.0 |
4,161.0 |
-43.0 |
-1.0% |
4,204.0 |
Range |
66.0 |
95.0 |
29.0 |
43.9% |
113.0 |
ATR |
58.4 |
61.0 |
2.6 |
4.5% |
0.0 |
Volume |
1,140,453 |
915,353 |
-225,100 |
-19.7% |
4,529,239 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,459.7 |
4,405.3 |
4,213.3 |
|
R3 |
4,364.7 |
4,310.3 |
4,187.1 |
|
R2 |
4,269.7 |
4,269.7 |
4,178.4 |
|
R1 |
4,215.3 |
4,215.3 |
4,169.7 |
4,195.0 |
PP |
4,174.7 |
4,174.7 |
4,174.7 |
4,164.5 |
S1 |
4,120.3 |
4,120.3 |
4,152.3 |
4,100.0 |
S2 |
4,079.7 |
4,079.7 |
4,143.6 |
|
S3 |
3,984.7 |
4,025.3 |
4,134.9 |
|
S4 |
3,889.7 |
3,930.3 |
4,108.8 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,530.0 |
4,480.0 |
4,266.2 |
|
R3 |
4,417.0 |
4,367.0 |
4,235.1 |
|
R2 |
4,304.0 |
4,304.0 |
4,224.7 |
|
R1 |
4,254.0 |
4,254.0 |
4,214.4 |
4,222.5 |
PP |
4,191.0 |
4,191.0 |
4,191.0 |
4,175.3 |
S1 |
4,141.0 |
4,141.0 |
4,193.6 |
4,109.5 |
S2 |
4,078.0 |
4,078.0 |
4,183.3 |
|
S3 |
3,965.0 |
4,028.0 |
4,172.9 |
|
S4 |
3,852.0 |
3,915.0 |
4,141.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,240.0 |
4,128.0 |
112.0 |
2.7% |
67.2 |
1.6% |
29% |
False |
False |
919,928 |
10 |
4,319.0 |
4,128.0 |
191.0 |
4.6% |
60.7 |
1.5% |
17% |
False |
False |
834,720 |
20 |
4,359.0 |
4,128.0 |
231.0 |
5.6% |
57.6 |
1.4% |
14% |
False |
False |
787,988 |
40 |
4,446.0 |
4,128.0 |
318.0 |
7.6% |
54.9 |
1.3% |
10% |
False |
False |
396,293 |
60 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
49.0 |
1.2% |
8% |
False |
False |
264,293 |
80 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
43.8 |
1.1% |
8% |
False |
False |
198,623 |
100 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
37.7 |
0.9% |
8% |
False |
False |
158,901 |
120 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
31.9 |
0.8% |
8% |
False |
False |
132,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,632.8 |
2.618 |
4,477.7 |
1.618 |
4,382.7 |
1.000 |
4,324.0 |
0.618 |
4,287.7 |
HIGH |
4,229.0 |
0.618 |
4,192.7 |
0.500 |
4,181.5 |
0.382 |
4,170.3 |
LOW |
4,134.0 |
0.618 |
4,075.3 |
1.000 |
4,039.0 |
1.618 |
3,980.3 |
2.618 |
3,885.3 |
4.250 |
3,730.3 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,181.5 |
4,185.0 |
PP |
4,174.7 |
4,177.0 |
S1 |
4,167.8 |
4,169.0 |
|