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 |
33,892 |
33,633 |
-259 |
-0.8% |
34,270 |
High |
33,939 |
33,709 |
-230 |
-0.7% |
34,358 |
Low |
33,435 |
33,117 |
-318 |
-1.0% |
33,544 |
Close |
33,638 |
33,201 |
-437 |
-1.3% |
33,725 |
Range |
504 |
592 |
88 |
17.5% |
814 |
ATR |
369 |
385 |
16 |
4.3% |
0 |
Volume |
232,202 |
242,372 |
10,170 |
4.4% |
1,018,830 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,118 |
34,752 |
33,527 |
|
R3 |
34,526 |
34,160 |
33,364 |
|
R2 |
33,934 |
33,934 |
33,310 |
|
R1 |
33,568 |
33,568 |
33,255 |
33,455 |
PP |
33,342 |
33,342 |
33,342 |
33,286 |
S1 |
32,976 |
32,976 |
33,147 |
32,863 |
S2 |
32,750 |
32,750 |
33,093 |
|
S3 |
32,158 |
32,384 |
33,038 |
|
S4 |
31,566 |
31,792 |
32,876 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,318 |
35,835 |
34,173 |
|
R3 |
35,504 |
35,021 |
33,949 |
|
R2 |
34,690 |
34,690 |
33,874 |
|
R1 |
34,207 |
34,207 |
33,800 |
34,042 |
PP |
33,876 |
33,876 |
33,876 |
33,793 |
S1 |
33,393 |
33,393 |
33,651 |
33,228 |
S2 |
33,062 |
33,062 |
33,576 |
|
S3 |
32,248 |
32,579 |
33,501 |
|
S4 |
31,434 |
31,765 |
33,277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,127 |
33,117 |
1,010 |
3.0% |
477 |
1.4% |
8% |
False |
True |
228,319 |
10 |
35,083 |
33,117 |
1,966 |
5.9% |
420 |
1.3% |
4% |
False |
True |
205,860 |
20 |
35,357 |
33,117 |
2,240 |
6.7% |
366 |
1.1% |
4% |
False |
True |
159,570 |
40 |
35,978 |
33,117 |
2,861 |
8.6% |
363 |
1.1% |
3% |
False |
True |
80,041 |
60 |
36,164 |
33,117 |
3,047 |
9.2% |
345 |
1.0% |
3% |
False |
True |
53,411 |
80 |
36,164 |
33,117 |
3,047 |
9.2% |
331 |
1.0% |
3% |
False |
True |
40,075 |
100 |
36,164 |
33,117 |
3,047 |
9.2% |
309 |
0.9% |
3% |
False |
True |
32,061 |
120 |
36,164 |
33,117 |
3,047 |
9.2% |
298 |
0.9% |
3% |
False |
True |
26,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,225 |
2.618 |
35,259 |
1.618 |
34,667 |
1.000 |
34,301 |
0.618 |
34,075 |
HIGH |
33,709 |
0.618 |
33,483 |
0.500 |
33,413 |
0.382 |
33,343 |
LOW |
33,117 |
0.618 |
32,751 |
1.000 |
32,525 |
1.618 |
32,159 |
2.618 |
31,567 |
4.250 |
30,601 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
33,413 |
33,622 |
PP |
33,342 |
33,482 |
S1 |
33,272 |
33,341 |
|