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 |
15,539.0 |
15,308.0 |
-231.0 |
-1.5% |
15,643.0 |
High |
15,605.0 |
15,384.0 |
-221.0 |
-1.4% |
15,715.0 |
Low |
15,293.0 |
15,182.0 |
-111.0 |
-0.7% |
15,264.0 |
Close |
15,375.0 |
15,215.0 |
-160.0 |
-1.0% |
15,526.0 |
Range |
312.0 |
202.0 |
-110.0 |
-35.3% |
451.0 |
ATR |
192.3 |
193.0 |
0.7 |
0.4% |
0.0 |
Volume |
68,328 |
63,281 |
-5,047 |
-7.4% |
349,183 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,866.3 |
15,742.7 |
15,326.1 |
|
R3 |
15,664.3 |
15,540.7 |
15,270.6 |
|
R2 |
15,462.3 |
15,462.3 |
15,252.0 |
|
R1 |
15,338.7 |
15,338.7 |
15,233.5 |
15,299.5 |
PP |
15,260.3 |
15,260.3 |
15,260.3 |
15,240.8 |
S1 |
15,136.7 |
15,136.7 |
15,196.5 |
15,097.5 |
S2 |
15,058.3 |
15,058.3 |
15,178.0 |
|
S3 |
14,856.3 |
14,934.7 |
15,159.5 |
|
S4 |
14,654.3 |
14,732.7 |
15,103.9 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,854.7 |
16,641.3 |
15,774.1 |
|
R3 |
16,403.7 |
16,190.3 |
15,650.0 |
|
R2 |
15,952.7 |
15,952.7 |
15,608.7 |
|
R1 |
15,739.3 |
15,739.3 |
15,567.3 |
15,620.5 |
PP |
15,501.7 |
15,501.7 |
15,501.7 |
15,442.3 |
S1 |
15,288.3 |
15,288.3 |
15,484.7 |
15,169.5 |
S2 |
15,050.7 |
15,050.7 |
15,443.3 |
|
S3 |
14,599.7 |
14,837.3 |
15,402.0 |
|
S4 |
14,148.7 |
14,386.3 |
15,278.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,647.0 |
15,182.0 |
465.0 |
3.1% |
228.4 |
1.5% |
7% |
False |
True |
69,594 |
10 |
15,963.0 |
15,182.0 |
781.0 |
5.1% |
211.8 |
1.4% |
4% |
False |
True |
67,198 |
20 |
16,153.0 |
15,182.0 |
971.0 |
6.4% |
191.0 |
1.3% |
3% |
False |
True |
51,398 |
40 |
16,250.0 |
15,182.0 |
1,068.0 |
7.0% |
146.1 |
1.0% |
3% |
False |
True |
25,742 |
60 |
16,716.0 |
15,182.0 |
1,534.0 |
10.1% |
119.0 |
0.8% |
2% |
False |
True |
17,166 |
80 |
16,716.0 |
15,182.0 |
1,534.0 |
10.1% |
112.3 |
0.7% |
2% |
False |
True |
12,880 |
100 |
16,716.0 |
15,182.0 |
1,534.0 |
10.1% |
95.7 |
0.6% |
2% |
False |
True |
10,304 |
120 |
16,716.0 |
15,182.0 |
1,534.0 |
10.1% |
84.1 |
0.6% |
2% |
False |
True |
8,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,242.5 |
2.618 |
15,912.8 |
1.618 |
15,710.8 |
1.000 |
15,586.0 |
0.618 |
15,508.8 |
HIGH |
15,384.0 |
0.618 |
15,306.8 |
0.500 |
15,283.0 |
0.382 |
15,259.2 |
LOW |
15,182.0 |
0.618 |
15,057.2 |
1.000 |
14,980.0 |
1.618 |
14,855.2 |
2.618 |
14,653.2 |
4.250 |
14,323.5 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,283.0 |
15,414.5 |
PP |
15,260.3 |
15,348.0 |
S1 |
15,237.7 |
15,281.5 |
|