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 |
14,713.75 |
14,903.00 |
189.25 |
1.3% |
14,880.25 |
High |
14,956.00 |
14,958.75 |
2.75 |
0.0% |
15,060.75 |
Low |
14,589.00 |
14,716.25 |
127.25 |
0.9% |
14,586.00 |
Close |
14,923.75 |
14,861.75 |
-62.00 |
-0.4% |
14,866.50 |
Range |
367.00 |
242.50 |
-124.50 |
-33.9% |
474.75 |
ATR |
258.10 |
256.98 |
-1.11 |
-0.4% |
0.00 |
Volume |
803,257 |
676,461 |
-126,796 |
-15.8% |
3,432,689 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,573.00 |
15,460.00 |
14,995.00 |
|
R3 |
15,330.50 |
15,217.50 |
14,928.50 |
|
R2 |
15,088.00 |
15,088.00 |
14,906.25 |
|
R1 |
14,975.00 |
14,975.00 |
14,884.00 |
14,910.25 |
PP |
14,845.50 |
14,845.50 |
14,845.50 |
14,813.25 |
S1 |
14,732.50 |
14,732.50 |
14,839.50 |
14,667.75 |
S2 |
14,603.00 |
14,603.00 |
14,817.25 |
|
S3 |
14,360.50 |
14,490.00 |
14,795.00 |
|
S4 |
14,118.00 |
14,247.50 |
14,728.50 |
|
|
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% |
291.75 |
2.0% |
58% |
False |
False |
750,223 |
10 |
15,060.75 |
14,586.00 |
474.75 |
3.2% |
263.00 |
1.8% |
58% |
False |
False |
706,232 |
20 |
15,719.75 |
14,586.00 |
1,133.75 |
7.6% |
245.00 |
1.6% |
24% |
False |
False |
647,864 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.5% |
253.00 |
1.7% |
22% |
False |
False |
326,271 |
60 |
16,264.25 |
14,586.00 |
1,678.25 |
11.3% |
249.50 |
1.7% |
16% |
False |
False |
218,151 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.3% |
243.25 |
1.6% |
16% |
False |
False |
163,935 |
100 |
16,264.25 |
13,650.50 |
2,613.75 |
17.6% |
236.75 |
1.6% |
46% |
False |
False |
131,173 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.4% |
219.00 |
1.5% |
56% |
False |
False |
109,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,989.50 |
2.618 |
15,593.50 |
1.618 |
15,351.00 |
1.000 |
15,201.25 |
0.618 |
15,108.50 |
HIGH |
14,958.75 |
0.618 |
14,866.00 |
0.500 |
14,837.50 |
0.382 |
14,809.00 |
LOW |
14,716.25 |
0.618 |
14,566.50 |
1.000 |
14,473.75 |
1.618 |
14,324.00 |
2.618 |
14,081.50 |
4.250 |
13,685.50 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,853.75 |
14,844.50 |
PP |
14,845.50 |
14,827.25 |
S1 |
14,837.50 |
14,810.00 |
|