Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,120.0 |
4,127.0 |
7.0 |
0.2% |
4,217.0 |
High |
4,150.0 |
4,150.0 |
0.0 |
0.0% |
4,241.0 |
Low |
4,082.0 |
4,111.0 |
29.0 |
0.7% |
4,128.0 |
Close |
4,122.0 |
4,122.0 |
0.0 |
0.0% |
4,204.0 |
Range |
68.0 |
39.0 |
-29.0 |
-42.6% |
113.0 |
ATR |
61.5 |
59.9 |
-1.6 |
-2.6% |
0.0 |
Volume |
918,712 |
687,318 |
-231,394 |
-25.2% |
4,529,239 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,244.7 |
4,222.3 |
4,143.5 |
|
R3 |
4,205.7 |
4,183.3 |
4,132.7 |
|
R2 |
4,166.7 |
4,166.7 |
4,129.2 |
|
R1 |
4,144.3 |
4,144.3 |
4,125.6 |
4,136.0 |
PP |
4,127.7 |
4,127.7 |
4,127.7 |
4,123.5 |
S1 |
4,105.3 |
4,105.3 |
4,118.4 |
4,097.0 |
S2 |
4,088.7 |
4,088.7 |
4,114.9 |
|
S3 |
4,049.7 |
4,066.3 |
4,111.3 |
|
S4 |
4,010.7 |
4,027.3 |
4,100.6 |
|
|
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% |
65.8 |
1.6% |
25% |
False |
False |
915,789 |
10 |
4,247.0 |
4,082.0 |
165.0 |
4.0% |
61.7 |
1.5% |
24% |
False |
False |
878,520 |
20 |
4,359.0 |
4,082.0 |
277.0 |
6.7% |
59.1 |
1.4% |
14% |
False |
False |
898,853 |
40 |
4,446.0 |
4,082.0 |
364.0 |
8.8% |
55.8 |
1.4% |
11% |
False |
False |
459,363 |
60 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
49.9 |
1.2% |
9% |
False |
False |
306,304 |
80 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
45.7 |
1.1% |
9% |
False |
False |
230,054 |
100 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
39.2 |
1.0% |
9% |
False |
False |
184,132 |
120 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
33.3 |
0.8% |
9% |
False |
False |
153,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,315.8 |
2.618 |
4,252.1 |
1.618 |
4,213.1 |
1.000 |
4,189.0 |
0.618 |
4,174.1 |
HIGH |
4,150.0 |
0.618 |
4,135.1 |
0.500 |
4,130.5 |
0.382 |
4,125.9 |
LOW |
4,111.0 |
0.618 |
4,086.9 |
1.000 |
4,072.0 |
1.618 |
4,047.9 |
2.618 |
4,008.9 |
4.250 |
3,945.3 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,130.5 |
4,126.0 |
PP |
4,127.7 |
4,124.7 |
S1 |
4,124.8 |
4,123.3 |
|