Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,127.0 |
4,131.0 |
4.0 |
0.1% |
4,205.0 |
High |
4,150.0 |
4,189.0 |
39.0 |
0.9% |
4,229.0 |
Low |
4,111.0 |
4,113.0 |
2.0 |
0.0% |
4,082.0 |
Close |
4,122.0 |
4,166.0 |
44.0 |
1.1% |
4,166.0 |
Range |
39.0 |
76.0 |
37.0 |
94.9% |
147.0 |
ATR |
59.9 |
61.0 |
1.2 |
1.9% |
0.0 |
Volume |
687,318 |
1,039,874 |
352,556 |
51.3% |
4,478,369 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,384.0 |
4,351.0 |
4,207.8 |
|
R3 |
4,308.0 |
4,275.0 |
4,186.9 |
|
R2 |
4,232.0 |
4,232.0 |
4,179.9 |
|
R1 |
4,199.0 |
4,199.0 |
4,173.0 |
4,215.5 |
PP |
4,156.0 |
4,156.0 |
4,156.0 |
4,164.3 |
S1 |
4,123.0 |
4,123.0 |
4,159.0 |
4,139.5 |
S2 |
4,080.0 |
4,080.0 |
4,152.1 |
|
S3 |
4,004.0 |
4,047.0 |
4,145.1 |
|
S4 |
3,928.0 |
3,971.0 |
4,124.2 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,600.0 |
4,530.0 |
4,246.9 |
|
R3 |
4,453.0 |
4,383.0 |
4,206.4 |
|
R2 |
4,306.0 |
4,306.0 |
4,193.0 |
|
R1 |
4,236.0 |
4,236.0 |
4,179.5 |
4,197.5 |
PP |
4,159.0 |
4,159.0 |
4,159.0 |
4,139.8 |
S1 |
4,089.0 |
4,089.0 |
4,152.5 |
4,050.5 |
S2 |
4,012.0 |
4,012.0 |
4,139.1 |
|
S3 |
3,865.0 |
3,942.0 |
4,125.6 |
|
S4 |
3,718.0 |
3,795.0 |
4,085.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,229.0 |
4,082.0 |
147.0 |
3.5% |
67.8 |
1.6% |
57% |
False |
False |
895,673 |
10 |
4,241.0 |
4,082.0 |
159.0 |
3.8% |
65.0 |
1.6% |
53% |
False |
False |
900,760 |
20 |
4,359.0 |
4,082.0 |
277.0 |
6.6% |
59.7 |
1.4% |
30% |
False |
False |
924,451 |
40 |
4,408.0 |
4,082.0 |
326.0 |
7.8% |
56.3 |
1.4% |
26% |
False |
False |
485,339 |
60 |
4,533.0 |
4,082.0 |
451.0 |
10.8% |
50.5 |
1.2% |
19% |
False |
False |
323,628 |
80 |
4,533.0 |
4,082.0 |
451.0 |
10.8% |
46.5 |
1.1% |
19% |
False |
False |
242,977 |
100 |
4,533.0 |
4,082.0 |
451.0 |
10.8% |
39.9 |
1.0% |
19% |
False |
False |
194,531 |
120 |
4,533.0 |
4,082.0 |
451.0 |
10.8% |
33.9 |
0.8% |
19% |
False |
False |
162,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,512.0 |
2.618 |
4,388.0 |
1.618 |
4,312.0 |
1.000 |
4,265.0 |
0.618 |
4,236.0 |
HIGH |
4,189.0 |
0.618 |
4,160.0 |
0.500 |
4,151.0 |
0.382 |
4,142.0 |
LOW |
4,113.0 |
0.618 |
4,066.0 |
1.000 |
4,037.0 |
1.618 |
3,990.0 |
2.618 |
3,914.0 |
4.250 |
3,790.0 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,161.0 |
4,155.8 |
PP |
4,156.0 |
4,145.7 |
S1 |
4,151.0 |
4,135.5 |
|