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 |
14,903.00 |
14,853.75 |
-49.25 |
-0.3% |
14,965.00 |
High |
14,958.75 |
15,160.25 |
201.50 |
1.3% |
15,160.25 |
Low |
14,716.25 |
14,660.00 |
-56.25 |
-0.4% |
14,589.00 |
Close |
14,861.75 |
15,112.00 |
250.25 |
1.7% |
15,112.00 |
Range |
242.50 |
500.25 |
257.75 |
106.3% |
571.25 |
ATR |
256.98 |
274.36 |
17.38 |
6.8% |
0.00 |
Volume |
676,461 |
840,602 |
164,141 |
24.3% |
3,846,180 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,478.25 |
16,295.25 |
15,387.25 |
|
R3 |
15,978.00 |
15,795.00 |
15,249.50 |
|
R2 |
15,477.75 |
15,477.75 |
15,203.75 |
|
R1 |
15,294.75 |
15,294.75 |
15,157.75 |
15,386.25 |
PP |
14,977.50 |
14,977.50 |
14,977.50 |
15,023.00 |
S1 |
14,794.50 |
14,794.50 |
15,066.25 |
14,886.00 |
S2 |
14,477.25 |
14,477.25 |
15,020.25 |
|
S3 |
13,977.00 |
14,294.25 |
14,974.50 |
|
S4 |
13,476.75 |
13,794.00 |
14,836.75 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,667.50 |
16,461.00 |
15,426.25 |
|
R3 |
16,096.25 |
15,889.75 |
15,269.00 |
|
R2 |
15,525.00 |
15,525.00 |
15,216.75 |
|
R1 |
15,318.50 |
15,318.50 |
15,164.25 |
15,421.75 |
PP |
14,953.75 |
14,953.75 |
14,953.75 |
15,005.50 |
S1 |
14,747.25 |
14,747.25 |
15,059.75 |
14,850.50 |
S2 |
14,382.50 |
14,382.50 |
15,007.25 |
|
S3 |
13,811.25 |
14,176.00 |
14,955.00 |
|
S4 |
13,240.00 |
13,604.75 |
14,797.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,160.25 |
14,589.00 |
571.25 |
3.8% |
341.75 |
2.3% |
92% |
True |
False |
769,236 |
10 |
15,160.25 |
14,586.00 |
574.25 |
3.8% |
294.00 |
1.9% |
92% |
True |
False |
727,886 |
20 |
15,719.75 |
14,586.00 |
1,133.75 |
7.5% |
261.75 |
1.7% |
46% |
False |
False |
681,630 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.4% |
257.75 |
1.7% |
41% |
False |
False |
347,233 |
60 |
16,264.25 |
14,586.00 |
1,678.25 |
11.1% |
253.00 |
1.7% |
31% |
False |
False |
232,130 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.1% |
247.25 |
1.6% |
31% |
False |
False |
174,438 |
100 |
16,264.25 |
13,730.50 |
2,533.75 |
16.8% |
240.50 |
1.6% |
55% |
False |
False |
139,579 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.1% |
222.50 |
1.5% |
64% |
False |
False |
116,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,286.25 |
2.618 |
16,470.00 |
1.618 |
15,969.75 |
1.000 |
15,660.50 |
0.618 |
15,469.50 |
HIGH |
15,160.25 |
0.618 |
14,969.25 |
0.500 |
14,910.00 |
0.382 |
14,851.00 |
LOW |
14,660.00 |
0.618 |
14,350.75 |
1.000 |
14,159.75 |
1.618 |
13,850.50 |
2.618 |
13,350.25 |
4.250 |
12,534.00 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,044.75 |
15,033.00 |
PP |
14,977.50 |
14,953.75 |
S1 |
14,910.00 |
14,874.50 |
|