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 |
33,633 |
33,177 |
-456 |
-1.4% |
34,270 |
High |
33,709 |
33,357 |
-352 |
-1.0% |
34,358 |
Low |
33,117 |
33,021 |
-96 |
-0.3% |
33,544 |
Close |
33,201 |
33,326 |
125 |
0.4% |
33,725 |
Range |
592 |
336 |
-256 |
-43.2% |
814 |
ATR |
385 |
382 |
-4 |
-0.9% |
0 |
Volume |
242,372 |
232,770 |
-9,602 |
-4.0% |
1,018,830 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,243 |
34,120 |
33,511 |
|
R3 |
33,907 |
33,784 |
33,419 |
|
R2 |
33,571 |
33,571 |
33,388 |
|
R1 |
33,448 |
33,448 |
33,357 |
33,510 |
PP |
33,235 |
33,235 |
33,235 |
33,265 |
S1 |
33,112 |
33,112 |
33,295 |
33,174 |
S2 |
32,899 |
32,899 |
33,265 |
|
S3 |
32,563 |
32,776 |
33,234 |
|
S4 |
32,227 |
32,440 |
33,141 |
|
|
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 |
33,021 |
1,106 |
3.3% |
451 |
1.4% |
28% |
False |
True |
233,349 |
10 |
34,746 |
33,021 |
1,725 |
5.2% |
417 |
1.3% |
18% |
False |
True |
211,274 |
20 |
35,357 |
33,021 |
2,336 |
7.0% |
364 |
1.1% |
13% |
False |
True |
171,000 |
40 |
35,978 |
33,021 |
2,957 |
8.9% |
360 |
1.1% |
10% |
False |
True |
85,854 |
60 |
36,164 |
33,021 |
3,143 |
9.4% |
343 |
1.0% |
10% |
False |
True |
57,289 |
80 |
36,164 |
33,021 |
3,143 |
9.4% |
332 |
1.0% |
10% |
False |
True |
42,984 |
100 |
36,164 |
33,021 |
3,143 |
9.4% |
309 |
0.9% |
10% |
False |
True |
34,388 |
120 |
36,164 |
33,021 |
3,143 |
9.4% |
300 |
0.9% |
10% |
False |
True |
28,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,785 |
2.618 |
34,237 |
1.618 |
33,901 |
1.000 |
33,693 |
0.618 |
33,565 |
HIGH |
33,357 |
0.618 |
33,229 |
0.500 |
33,189 |
0.382 |
33,149 |
LOW |
33,021 |
0.618 |
32,813 |
1.000 |
32,685 |
1.618 |
32,477 |
2.618 |
32,141 |
4.250 |
31,593 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
33,280 |
33,480 |
PP |
33,235 |
33,429 |
S1 |
33,189 |
33,377 |
|