Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,205.0 |
4,141.0 |
-64.0 |
-1.5% |
4,217.0 |
High |
4,229.0 |
4,170.0 |
-59.0 |
-1.4% |
4,241.0 |
Low |
4,134.0 |
4,109.0 |
-25.0 |
-0.6% |
4,128.0 |
Close |
4,161.0 |
4,118.0 |
-43.0 |
-1.0% |
4,204.0 |
Range |
95.0 |
61.0 |
-34.0 |
-35.8% |
113.0 |
ATR |
61.0 |
61.0 |
0.0 |
0.0% |
0.0 |
Volume |
915,353 |
917,112 |
1,759 |
0.2% |
4,529,239 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,315.3 |
4,277.7 |
4,151.6 |
|
R3 |
4,254.3 |
4,216.7 |
4,134.8 |
|
R2 |
4,193.3 |
4,193.3 |
4,129.2 |
|
R1 |
4,155.7 |
4,155.7 |
4,123.6 |
4,144.0 |
PP |
4,132.3 |
4,132.3 |
4,132.3 |
4,126.5 |
S1 |
4,094.7 |
4,094.7 |
4,112.4 |
4,083.0 |
S2 |
4,071.3 |
4,071.3 |
4,106.8 |
|
S3 |
4,010.3 |
4,033.7 |
4,101.2 |
|
S4 |
3,949.3 |
3,972.7 |
4,084.5 |
|
|
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 |
4,109.0 |
131.0 |
3.2% |
68.8 |
1.7% |
7% |
False |
True |
904,780 |
10 |
4,319.0 |
4,109.0 |
210.0 |
5.1% |
63.1 |
1.5% |
4% |
False |
True |
872,267 |
20 |
4,359.0 |
4,109.0 |
250.0 |
6.1% |
58.1 |
1.4% |
4% |
False |
True |
833,048 |
40 |
4,446.0 |
4,109.0 |
337.0 |
8.2% |
55.5 |
1.3% |
3% |
False |
True |
419,216 |
60 |
4,533.0 |
4,109.0 |
424.0 |
10.3% |
49.6 |
1.2% |
2% |
False |
True |
279,578 |
80 |
4,533.0 |
4,109.0 |
424.0 |
10.3% |
44.4 |
1.1% |
2% |
False |
True |
209,979 |
100 |
4,533.0 |
4,109.0 |
424.0 |
10.3% |
38.2 |
0.9% |
2% |
False |
True |
168,072 |
120 |
4,533.0 |
4,109.0 |
424.0 |
10.3% |
32.4 |
0.8% |
2% |
False |
True |
140,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,429.3 |
2.618 |
4,329.7 |
1.618 |
4,268.7 |
1.000 |
4,231.0 |
0.618 |
4,207.7 |
HIGH |
4,170.0 |
0.618 |
4,146.7 |
0.500 |
4,139.5 |
0.382 |
4,132.3 |
LOW |
4,109.0 |
0.618 |
4,071.3 |
1.000 |
4,048.0 |
1.618 |
4,010.3 |
2.618 |
3,949.3 |
4.250 |
3,849.8 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,139.5 |
4,174.5 |
PP |
4,132.3 |
4,155.7 |
S1 |
4,125.2 |
4,136.8 |
|