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 |
4,291.50 |
4,287.50 |
-4.00 |
-0.1% |
4,349.00 |
High |
4,302.00 |
4,358.50 |
56.50 |
1.3% |
4,358.50 |
Low |
4,258.00 |
4,242.25 |
-15.75 |
-0.4% |
4,235.50 |
Close |
4,290.75 |
4,341.50 |
50.75 |
1.2% |
4,341.50 |
Range |
44.00 |
116.25 |
72.25 |
164.2% |
123.00 |
ATR |
55.29 |
59.65 |
4.35 |
7.9% |
0.00 |
Volume |
1,673,477 |
2,216,456 |
542,979 |
32.4% |
10,265,475 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,662.75 |
4,618.50 |
4,405.50 |
|
R3 |
4,546.50 |
4,502.25 |
4,373.50 |
|
R2 |
4,430.25 |
4,430.25 |
4,362.75 |
|
R1 |
4,386.00 |
4,386.00 |
4,352.25 |
4,408.00 |
PP |
4,314.00 |
4,314.00 |
4,314.00 |
4,325.25 |
S1 |
4,269.75 |
4,269.75 |
4,330.75 |
4,292.00 |
S2 |
4,197.75 |
4,197.75 |
4,320.25 |
|
S3 |
4,081.50 |
4,153.50 |
4,309.50 |
|
S4 |
3,965.25 |
4,037.25 |
4,277.50 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,680.75 |
4,634.25 |
4,409.25 |
|
R3 |
4,557.75 |
4,511.25 |
4,375.25 |
|
R2 |
4,434.75 |
4,434.75 |
4,364.00 |
|
R1 |
4,388.25 |
4,388.25 |
4,352.75 |
4,350.00 |
PP |
4,311.75 |
4,311.75 |
4,311.75 |
4,292.75 |
S1 |
4,265.25 |
4,265.25 |
4,330.25 |
4,227.00 |
S2 |
4,188.75 |
4,188.75 |
4,319.00 |
|
S3 |
4,065.75 |
4,142.25 |
4,307.75 |
|
S4 |
3,942.75 |
4,019.25 |
4,273.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,358.50 |
4,235.50 |
123.00 |
2.8% |
74.75 |
1.7% |
86% |
True |
False |
2,053,095 |
10 |
4,383.50 |
4,235.50 |
148.00 |
3.4% |
67.00 |
1.5% |
72% |
False |
False |
1,966,917 |
20 |
4,566.00 |
4,235.50 |
330.50 |
7.6% |
57.50 |
1.3% |
32% |
False |
False |
1,830,963 |
40 |
4,597.50 |
4,235.50 |
362.00 |
8.3% |
54.25 |
1.3% |
29% |
False |
False |
947,322 |
60 |
4,685.50 |
4,235.50 |
450.00 |
10.4% |
51.25 |
1.2% |
24% |
False |
False |
632,632 |
80 |
4,685.50 |
4,235.50 |
450.00 |
10.4% |
49.25 |
1.1% |
24% |
False |
False |
474,906 |
100 |
4,685.50 |
4,194.75 |
490.75 |
11.3% |
48.50 |
1.1% |
30% |
False |
False |
380,104 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.8% |
47.75 |
1.1% |
38% |
False |
False |
316,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,852.50 |
2.618 |
4,662.75 |
1.618 |
4,546.50 |
1.000 |
4,474.75 |
0.618 |
4,430.25 |
HIGH |
4,358.50 |
0.618 |
4,314.00 |
0.500 |
4,300.50 |
0.382 |
4,286.75 |
LOW |
4,242.25 |
0.618 |
4,170.50 |
1.000 |
4,126.00 |
1.618 |
4,054.25 |
2.618 |
3,938.00 |
4.250 |
3,748.25 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,327.75 |
4,326.75 |
PP |
4,314.00 |
4,311.75 |
S1 |
4,300.50 |
4,297.00 |
|