Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,141.0 |
4,120.0 |
-21.0 |
-0.5% |
4,217.0 |
High |
4,170.0 |
4,150.0 |
-20.0 |
-0.5% |
4,241.0 |
Low |
4,109.0 |
4,082.0 |
-27.0 |
-0.7% |
4,128.0 |
Close |
4,118.0 |
4,122.0 |
4.0 |
0.1% |
4,204.0 |
Range |
61.0 |
68.0 |
7.0 |
11.5% |
113.0 |
ATR |
61.0 |
61.5 |
0.5 |
0.8% |
0.0 |
Volume |
917,112 |
918,712 |
1,600 |
0.2% |
4,529,239 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,322.0 |
4,290.0 |
4,159.4 |
|
R3 |
4,254.0 |
4,222.0 |
4,140.7 |
|
R2 |
4,186.0 |
4,186.0 |
4,134.5 |
|
R1 |
4,154.0 |
4,154.0 |
4,128.2 |
4,170.0 |
PP |
4,118.0 |
4,118.0 |
4,118.0 |
4,126.0 |
S1 |
4,086.0 |
4,086.0 |
4,115.8 |
4,102.0 |
S2 |
4,050.0 |
4,050.0 |
4,109.5 |
|
S3 |
3,982.0 |
4,018.0 |
4,103.3 |
|
S4 |
3,914.0 |
3,950.0 |
4,084.6 |
|
|
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 |
4,082.0 |
158.0 |
3.8% |
72.0 |
1.7% |
25% |
False |
True |
938,256 |
10 |
4,281.0 |
4,082.0 |
199.0 |
4.8% |
64.7 |
1.6% |
20% |
False |
True |
898,684 |
20 |
4,359.0 |
4,082.0 |
277.0 |
6.7% |
59.3 |
1.4% |
14% |
False |
True |
873,826 |
40 |
4,446.0 |
4,082.0 |
364.0 |
8.8% |
55.6 |
1.3% |
11% |
False |
True |
442,182 |
60 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
50.1 |
1.2% |
9% |
False |
True |
294,886 |
80 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
45.2 |
1.1% |
9% |
False |
True |
221,463 |
100 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
38.9 |
0.9% |
9% |
False |
True |
177,259 |
120 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
32.9 |
0.8% |
9% |
False |
True |
147,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,439.0 |
2.618 |
4,328.0 |
1.618 |
4,260.0 |
1.000 |
4,218.0 |
0.618 |
4,192.0 |
HIGH |
4,150.0 |
0.618 |
4,124.0 |
0.500 |
4,116.0 |
0.382 |
4,108.0 |
LOW |
4,082.0 |
0.618 |
4,040.0 |
1.000 |
4,014.0 |
1.618 |
3,972.0 |
2.618 |
3,904.0 |
4.250 |
3,793.0 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,120.0 |
4,155.5 |
PP |
4,118.0 |
4,144.3 |
S1 |
4,116.0 |
4,133.2 |
|