Trading Metrics calculated at close of trading on 09-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,131.0 |
4,139.0 |
8.0 |
0.2% |
4,205.0 |
High |
4,189.0 |
4,161.0 |
-28.0 |
-0.7% |
4,229.0 |
Low |
4,113.0 |
4,119.0 |
6.0 |
0.1% |
4,082.0 |
Close |
4,166.0 |
4,132.0 |
-34.0 |
-0.8% |
4,166.0 |
Range |
76.0 |
42.0 |
-34.0 |
-44.7% |
147.0 |
ATR |
61.0 |
60.0 |
-1.0 |
-1.6% |
0.0 |
Volume |
1,039,874 |
664,257 |
-375,617 |
-36.1% |
4,478,369 |
|
Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,263.3 |
4,239.7 |
4,155.1 |
|
R3 |
4,221.3 |
4,197.7 |
4,143.6 |
|
R2 |
4,179.3 |
4,179.3 |
4,139.7 |
|
R1 |
4,155.7 |
4,155.7 |
4,135.9 |
4,146.5 |
PP |
4,137.3 |
4,137.3 |
4,137.3 |
4,132.8 |
S1 |
4,113.7 |
4,113.7 |
4,128.2 |
4,104.5 |
S2 |
4,095.3 |
4,095.3 |
4,124.3 |
|
S3 |
4,053.3 |
4,071.7 |
4,120.5 |
|
S4 |
4,011.3 |
4,029.7 |
4,108.9 |
|
|
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 |
4,189.0 |
4,082.0 |
107.0 |
2.6% |
57.2 |
1.4% |
47% |
False |
False |
845,454 |
10 |
4,240.0 |
4,082.0 |
158.0 |
3.8% |
62.2 |
1.5% |
32% |
False |
False |
882,691 |
20 |
4,359.0 |
4,082.0 |
277.0 |
6.7% |
59.4 |
1.4% |
18% |
False |
False |
893,532 |
40 |
4,388.0 |
4,082.0 |
306.0 |
7.4% |
56.1 |
1.4% |
16% |
False |
False |
501,443 |
60 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
50.9 |
1.2% |
11% |
False |
False |
334,696 |
80 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
46.4 |
1.1% |
11% |
False |
False |
251,249 |
100 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
40.3 |
1.0% |
11% |
False |
False |
201,173 |
120 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
34.2 |
0.8% |
11% |
False |
False |
167,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,339.5 |
2.618 |
4,271.0 |
1.618 |
4,229.0 |
1.000 |
4,203.0 |
0.618 |
4,187.0 |
HIGH |
4,161.0 |
0.618 |
4,145.0 |
0.500 |
4,140.0 |
0.382 |
4,135.0 |
LOW |
4,119.0 |
0.618 |
4,093.0 |
1.000 |
4,077.0 |
1.618 |
4,051.0 |
2.618 |
4,009.0 |
4.250 |
3,940.5 |
|
|
Fisher Pivots for day following 09-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,140.0 |
4,150.0 |
PP |
4,137.3 |
4,144.0 |
S1 |
4,134.7 |
4,138.0 |
|