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 |
4,326.00 |
4,262.75 |
-63.25 |
-1.5% |
4,365.00 |
High |
4,335.75 |
4,304.00 |
-31.75 |
-0.7% |
4,383.50 |
Low |
4,251.25 |
4,235.50 |
-15.75 |
-0.4% |
4,277.00 |
Close |
4,264.75 |
4,297.75 |
33.00 |
0.8% |
4,325.50 |
Range |
84.50 |
68.50 |
-16.00 |
-18.9% |
106.50 |
ATR |
55.21 |
56.16 |
0.95 |
1.7% |
0.00 |
Volume |
2,256,808 |
2,168,271 |
-88,537 |
-3.9% |
9,403,697 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.50 |
4,459.75 |
4,335.50 |
|
R3 |
4,416.00 |
4,391.25 |
4,316.50 |
|
R2 |
4,347.50 |
4,347.50 |
4,310.25 |
|
R1 |
4,322.75 |
4,322.75 |
4,304.00 |
4,335.00 |
PP |
4,279.00 |
4,279.00 |
4,279.00 |
4,285.25 |
S1 |
4,254.25 |
4,254.25 |
4,291.50 |
4,266.50 |
S2 |
4,210.50 |
4,210.50 |
4,285.25 |
|
S3 |
4,142.00 |
4,185.75 |
4,279.00 |
|
S4 |
4,073.50 |
4,117.25 |
4,260.00 |
|
|
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 |
4,235.50 |
135.75 |
3.2% |
65.50 |
1.5% |
46% |
False |
True |
2,098,736 |
10 |
4,447.00 |
4,235.50 |
211.50 |
4.9% |
63.25 |
1.5% |
29% |
False |
True |
1,951,445 |
20 |
4,566.00 |
4,235.50 |
330.50 |
7.7% |
53.00 |
1.2% |
19% |
False |
True |
1,690,672 |
40 |
4,597.50 |
4,235.50 |
362.00 |
8.4% |
53.50 |
1.2% |
17% |
False |
True |
850,264 |
60 |
4,685.50 |
4,235.50 |
450.00 |
10.5% |
50.00 |
1.2% |
14% |
False |
True |
567,884 |
80 |
4,685.50 |
4,235.50 |
450.00 |
10.5% |
48.25 |
1.1% |
14% |
False |
True |
426,322 |
100 |
4,685.50 |
4,186.00 |
499.50 |
11.6% |
47.50 |
1.1% |
22% |
False |
False |
341,218 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.9% |
47.00 |
1.1% |
30% |
False |
False |
284,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,595.00 |
2.618 |
4,483.25 |
1.618 |
4,414.75 |
1.000 |
4,372.50 |
0.618 |
4,346.25 |
HIGH |
4,304.00 |
0.618 |
4,277.75 |
0.500 |
4,269.75 |
0.382 |
4,261.75 |
LOW |
4,235.50 |
0.618 |
4,193.25 |
1.000 |
4,167.00 |
1.618 |
4,124.75 |
2.618 |
4,056.25 |
4.250 |
3,944.50 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,288.50 |
4,297.00 |
PP |
4,279.00 |
4,296.25 |
S1 |
4,269.75 |
4,295.50 |
|