| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
14,876.50 |
14,965.00 |
88.50 |
0.6% |
14,880.25 |
| High |
15,060.75 |
15,046.00 |
-14.75 |
-0.1% |
15,060.75 |
| Low |
14,811.00 |
14,826.00 |
15.00 |
0.1% |
14,586.00 |
| Close |
14,866.50 |
14,984.75 |
118.25 |
0.8% |
14,866.50 |
| Range |
249.75 |
220.00 |
-29.75 |
-11.9% |
474.75 |
| ATR |
241.25 |
239.73 |
-1.52 |
-0.6% |
0.00 |
| Volume |
745,541 |
762,896 |
17,355 |
2.3% |
3,432,689 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,612.25 |
15,518.50 |
15,105.75 |
|
| R3 |
15,392.25 |
15,298.50 |
15,045.25 |
|
| R2 |
15,172.25 |
15,172.25 |
15,025.00 |
|
| R1 |
15,078.50 |
15,078.50 |
15,005.00 |
15,125.50 |
| PP |
14,952.25 |
14,952.25 |
14,952.25 |
14,975.75 |
| S1 |
14,858.50 |
14,858.50 |
14,964.50 |
14,905.50 |
| S2 |
14,732.25 |
14,732.25 |
14,944.50 |
|
| S3 |
14,512.25 |
14,638.50 |
14,924.25 |
|
| S4 |
14,292.25 |
14,418.50 |
14,863.75 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,262.00 |
16,039.00 |
15,127.50 |
|
| R3 |
15,787.25 |
15,564.25 |
14,997.00 |
|
| R2 |
15,312.50 |
15,312.50 |
14,953.50 |
|
| R1 |
15,089.50 |
15,089.50 |
14,910.00 |
14,963.50 |
| PP |
14,837.75 |
14,837.75 |
14,837.75 |
14,774.75 |
| S1 |
14,614.75 |
14,614.75 |
14,823.00 |
14,489.00 |
| S2 |
14,363.00 |
14,363.00 |
14,779.50 |
|
| S3 |
13,888.25 |
14,140.00 |
14,736.00 |
|
| S4 |
13,413.50 |
13,665.25 |
14,605.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,060.75 |
14,586.00 |
474.75 |
3.2% |
255.50 |
1.7% |
84% |
False |
False |
725,345 |
| 10 |
15,442.25 |
14,586.00 |
856.25 |
5.7% |
245.25 |
1.6% |
47% |
False |
False |
667,970 |
| 20 |
15,784.25 |
14,586.00 |
1,198.25 |
8.0% |
227.25 |
1.5% |
33% |
False |
False |
538,235 |
| 40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.5% |
246.25 |
1.6% |
31% |
False |
False |
270,383 |
| 60 |
16,264.25 |
14,586.00 |
1,678.25 |
11.2% |
242.50 |
1.6% |
24% |
False |
False |
180,845 |
| 80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.2% |
240.25 |
1.6% |
24% |
False |
False |
135,910 |
| 100 |
16,264.25 |
13,508.00 |
2,756.25 |
18.4% |
231.25 |
1.5% |
54% |
False |
False |
108,748 |
| 120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.2% |
213.25 |
1.4% |
60% |
False |
False |
90,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,981.00 |
|
2.618 |
15,622.00 |
|
1.618 |
15,402.00 |
|
1.000 |
15,266.00 |
|
0.618 |
15,182.00 |
|
HIGH |
15,046.00 |
|
0.618 |
14,962.00 |
|
0.500 |
14,936.00 |
|
0.382 |
14,910.00 |
|
LOW |
14,826.00 |
|
0.618 |
14,690.00 |
|
1.000 |
14,606.00 |
|
1.618 |
14,470.00 |
|
2.618 |
14,250.00 |
|
4.250 |
13,891.00 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,968.50 |
14,943.00 |
| PP |
14,952.25 |
14,901.25 |
| S1 |
14,936.00 |
14,859.50 |
|