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 |
14,989.50 |
14,713.75 |
-275.75 |
-1.8% |
14,880.25 |
High |
15,031.00 |
14,956.00 |
-75.00 |
-0.5% |
15,060.75 |
Low |
14,651.50 |
14,589.00 |
-62.50 |
-0.4% |
14,586.00 |
Close |
14,714.50 |
14,923.75 |
209.25 |
1.4% |
14,866.50 |
Range |
379.50 |
367.00 |
-12.50 |
-3.3% |
474.75 |
ATR |
249.72 |
258.10 |
8.38 |
3.4% |
0.00 |
Volume |
762,964 |
803,257 |
40,293 |
5.3% |
3,432,689 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,924.00 |
15,790.75 |
15,125.50 |
|
R3 |
15,557.00 |
15,423.75 |
15,024.75 |
|
R2 |
15,190.00 |
15,190.00 |
14,991.00 |
|
R1 |
15,056.75 |
15,056.75 |
14,957.50 |
15,123.50 |
PP |
14,823.00 |
14,823.00 |
14,823.00 |
14,856.25 |
S1 |
14,689.75 |
14,689.75 |
14,890.00 |
14,756.50 |
S2 |
14,456.00 |
14,456.00 |
14,856.50 |
|
S3 |
14,089.00 |
14,322.75 |
14,822.75 |
|
S4 |
13,722.00 |
13,955.75 |
14,722.00 |
|
|
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 |
14,589.00 |
471.75 |
3.2% |
301.25 |
2.0% |
71% |
False |
True |
761,826 |
10 |
15,149.00 |
14,586.00 |
563.00 |
3.8% |
269.75 |
1.8% |
60% |
False |
False |
708,860 |
20 |
15,719.75 |
14,586.00 |
1,133.75 |
7.6% |
245.00 |
1.6% |
30% |
False |
False |
615,291 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.5% |
254.00 |
1.7% |
27% |
False |
False |
309,430 |
60 |
16,264.25 |
14,586.00 |
1,678.25 |
11.2% |
249.75 |
1.7% |
20% |
False |
False |
206,906 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.2% |
243.50 |
1.6% |
20% |
False |
False |
155,485 |
100 |
16,264.25 |
13,609.00 |
2,655.25 |
17.8% |
235.75 |
1.6% |
50% |
False |
False |
124,409 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.3% |
217.75 |
1.5% |
58% |
False |
False |
103,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,515.75 |
2.618 |
15,916.75 |
1.618 |
15,549.75 |
1.000 |
15,323.00 |
0.618 |
15,182.75 |
HIGH |
14,956.00 |
0.618 |
14,815.75 |
0.500 |
14,772.50 |
0.382 |
14,729.25 |
LOW |
14,589.00 |
0.618 |
14,362.25 |
1.000 |
14,222.00 |
1.618 |
13,995.25 |
2.618 |
13,628.25 |
4.250 |
13,029.25 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,873.25 |
14,888.25 |
PP |
14,823.00 |
14,853.00 |
S1 |
14,772.50 |
14,817.50 |
|