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 |
14,965.00 |
14,989.50 |
24.50 |
0.2% |
14,880.25 |
High |
15,046.00 |
15,031.00 |
-15.00 |
-0.1% |
15,060.75 |
Low |
14,826.00 |
14,651.50 |
-174.50 |
-1.2% |
14,586.00 |
Close |
14,984.75 |
14,714.50 |
-270.25 |
-1.8% |
14,866.50 |
Range |
220.00 |
379.50 |
159.50 |
72.5% |
474.75 |
ATR |
239.73 |
249.72 |
9.98 |
4.2% |
0.00 |
Volume |
762,896 |
762,964 |
68 |
0.0% |
3,432,689 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,937.50 |
15,705.50 |
14,923.25 |
|
R3 |
15,558.00 |
15,326.00 |
14,818.75 |
|
R2 |
15,178.50 |
15,178.50 |
14,784.00 |
|
R1 |
14,946.50 |
14,946.50 |
14,749.25 |
14,872.75 |
PP |
14,799.00 |
14,799.00 |
14,799.00 |
14,762.00 |
S1 |
14,567.00 |
14,567.00 |
14,679.75 |
14,493.25 |
S2 |
14,419.50 |
14,419.50 |
14,645.00 |
|
S3 |
14,040.00 |
14,187.50 |
14,610.25 |
|
S4 |
13,660.50 |
13,808.00 |
14,505.75 |
|
|
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% |
274.75 |
1.9% |
27% |
False |
False |
744,414 |
10 |
15,436.25 |
14,586.00 |
850.25 |
5.8% |
264.00 |
1.8% |
15% |
False |
False |
689,060 |
20 |
15,730.00 |
14,586.00 |
1,144.00 |
7.8% |
237.75 |
1.6% |
11% |
False |
False |
575,857 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.6% |
251.75 |
1.7% |
10% |
False |
False |
289,413 |
60 |
16,264.25 |
14,586.00 |
1,678.25 |
11.4% |
246.50 |
1.7% |
8% |
False |
False |
193,537 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.4% |
241.75 |
1.6% |
8% |
False |
False |
145,445 |
100 |
16,264.25 |
13,609.00 |
2,655.25 |
18.0% |
233.00 |
1.6% |
42% |
False |
False |
116,376 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.6% |
214.75 |
1.5% |
51% |
False |
False |
96,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,644.00 |
2.618 |
16,024.50 |
1.618 |
15,645.00 |
1.000 |
15,410.50 |
0.618 |
15,265.50 |
HIGH |
15,031.00 |
0.618 |
14,886.00 |
0.500 |
14,841.25 |
0.382 |
14,796.50 |
LOW |
14,651.50 |
0.618 |
14,417.00 |
1.000 |
14,272.00 |
1.618 |
14,037.50 |
2.618 |
13,658.00 |
4.250 |
13,038.50 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,841.25 |
14,856.00 |
PP |
14,799.00 |
14,809.00 |
S1 |
14,756.75 |
14,761.75 |
|