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 |
4,349.00 |
4,326.00 |
-23.00 |
-0.5% |
4,365.00 |
High |
4,355.50 |
4,335.75 |
-19.75 |
-0.5% |
4,383.50 |
Low |
4,295.50 |
4,251.25 |
-44.25 |
-1.0% |
4,277.00 |
Close |
4,324.25 |
4,264.75 |
-59.50 |
-1.4% |
4,325.50 |
Range |
60.00 |
84.50 |
24.50 |
40.8% |
106.50 |
ATR |
52.96 |
55.21 |
2.25 |
4.3% |
0.00 |
Volume |
1,950,463 |
2,256,808 |
306,345 |
15.7% |
9,403,697 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,537.50 |
4,485.50 |
4,311.25 |
|
R3 |
4,453.00 |
4,401.00 |
4,288.00 |
|
R2 |
4,368.50 |
4,368.50 |
4,280.25 |
|
R1 |
4,316.50 |
4,316.50 |
4,272.50 |
4,300.25 |
PP |
4,284.00 |
4,284.00 |
4,284.00 |
4,275.75 |
S1 |
4,232.00 |
4,232.00 |
4,257.00 |
4,215.75 |
S2 |
4,199.50 |
4,199.50 |
4,249.25 |
|
S3 |
4,115.00 |
4,147.50 |
4,241.50 |
|
S4 |
4,030.50 |
4,063.00 |
4,218.25 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,648.25 |
4,593.25 |
4,384.00 |
|
R3 |
4,541.75 |
4,486.75 |
4,354.75 |
|
R2 |
4,435.25 |
4,435.25 |
4,345.00 |
|
R1 |
4,380.25 |
4,380.25 |
4,335.25 |
4,354.50 |
PP |
4,328.75 |
4,328.75 |
4,328.75 |
4,315.75 |
S1 |
4,273.75 |
4,273.75 |
4,315.75 |
4,248.00 |
S2 |
4,222.25 |
4,222.25 |
4,306.00 |
|
S3 |
4,115.75 |
4,167.25 |
4,296.25 |
|
S4 |
4,009.25 |
4,060.75 |
4,267.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,371.25 |
4,251.25 |
120.00 |
2.8% |
63.75 |
1.5% |
11% |
False |
True |
2,058,265 |
10 |
4,508.00 |
4,251.25 |
256.75 |
6.0% |
62.75 |
1.5% |
5% |
False |
True |
1,882,838 |
20 |
4,566.00 |
4,251.25 |
314.75 |
7.4% |
52.50 |
1.2% |
4% |
False |
True |
1,584,576 |
40 |
4,597.50 |
4,251.25 |
346.25 |
8.1% |
53.25 |
1.2% |
4% |
False |
True |
796,245 |
60 |
4,685.50 |
4,251.25 |
434.25 |
10.2% |
49.50 |
1.2% |
3% |
False |
True |
531,768 |
80 |
4,685.50 |
4,251.25 |
434.25 |
10.2% |
48.00 |
1.1% |
3% |
False |
True |
399,243 |
100 |
4,685.50 |
4,186.00 |
499.50 |
11.7% |
47.50 |
1.1% |
16% |
False |
False |
319,536 |
120 |
4,685.50 |
4,131.00 |
554.50 |
13.0% |
47.00 |
1.1% |
24% |
False |
False |
266,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,695.00 |
2.618 |
4,557.00 |
1.618 |
4,472.50 |
1.000 |
4,420.25 |
0.618 |
4,388.00 |
HIGH |
4,335.75 |
0.618 |
4,303.50 |
0.500 |
4,293.50 |
0.382 |
4,283.50 |
LOW |
4,251.25 |
0.618 |
4,199.00 |
1.000 |
4,166.75 |
1.618 |
4,114.50 |
2.618 |
4,030.00 |
4.250 |
3,892.00 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,293.50 |
4,311.25 |
PP |
4,284.00 |
4,295.75 |
S1 |
4,274.25 |
4,280.25 |
|