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 |
4,262.75 |
4,291.50 |
28.75 |
0.7% |
4,365.00 |
High |
4,304.00 |
4,302.00 |
-2.00 |
0.0% |
4,383.50 |
Low |
4,235.50 |
4,258.00 |
22.50 |
0.5% |
4,277.00 |
Close |
4,297.75 |
4,290.75 |
-7.00 |
-0.2% |
4,325.50 |
Range |
68.50 |
44.00 |
-24.50 |
-35.8% |
106.50 |
ATR |
56.16 |
55.29 |
-0.87 |
-1.5% |
0.00 |
Volume |
2,168,271 |
1,673,477 |
-494,794 |
-22.8% |
9,403,697 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,415.50 |
4,397.25 |
4,315.00 |
|
R3 |
4,371.50 |
4,353.25 |
4,302.75 |
|
R2 |
4,327.50 |
4,327.50 |
4,298.75 |
|
R1 |
4,309.25 |
4,309.25 |
4,294.75 |
4,296.50 |
PP |
4,283.50 |
4,283.50 |
4,283.50 |
4,277.25 |
S1 |
4,265.25 |
4,265.25 |
4,286.75 |
4,252.50 |
S2 |
4,239.50 |
4,239.50 |
4,282.75 |
|
S3 |
4,195.50 |
4,221.25 |
4,278.75 |
|
S4 |
4,151.50 |
4,177.25 |
4,266.50 |
|
|
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% |
63.50 |
1.5% |
41% |
False |
False |
2,031,014 |
10 |
4,399.00 |
4,235.50 |
163.50 |
3.8% |
59.50 |
1.4% |
34% |
False |
False |
1,918,929 |
20 |
4,566.00 |
4,235.50 |
330.50 |
7.7% |
53.25 |
1.2% |
17% |
False |
False |
1,764,518 |
40 |
4,597.50 |
4,235.50 |
362.00 |
8.4% |
53.25 |
1.2% |
15% |
False |
False |
892,018 |
60 |
4,685.50 |
4,235.50 |
450.00 |
10.5% |
50.00 |
1.2% |
12% |
False |
False |
595,731 |
80 |
4,685.50 |
4,235.50 |
450.00 |
10.5% |
48.25 |
1.1% |
12% |
False |
False |
447,229 |
100 |
4,685.50 |
4,194.75 |
490.75 |
11.4% |
47.50 |
1.1% |
20% |
False |
False |
357,943 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.9% |
47.00 |
1.1% |
29% |
False |
False |
298,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,489.00 |
2.618 |
4,417.25 |
1.618 |
4,373.25 |
1.000 |
4,346.00 |
0.618 |
4,329.25 |
HIGH |
4,302.00 |
0.618 |
4,285.25 |
0.500 |
4,280.00 |
0.382 |
4,274.75 |
LOW |
4,258.00 |
0.618 |
4,230.75 |
1.000 |
4,214.00 |
1.618 |
4,186.75 |
2.618 |
4,142.75 |
4.250 |
4,071.00 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,287.25 |
4,289.00 |
PP |
4,283.50 |
4,287.25 |
S1 |
4,280.00 |
4,285.50 |
|