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 |
15,308.0 |
15,208.0 |
-100.0 |
-0.7% |
15,643.0 |
High |
15,384.0 |
15,296.0 |
-88.0 |
-0.6% |
15,715.0 |
Low |
15,182.0 |
15,066.0 |
-116.0 |
-0.8% |
15,264.0 |
Close |
15,215.0 |
15,214.0 |
-1.0 |
0.0% |
15,526.0 |
Range |
202.0 |
230.0 |
28.0 |
13.9% |
451.0 |
ATR |
193.0 |
195.7 |
2.6 |
1.4% |
0.0 |
Volume |
63,281 |
69,989 |
6,708 |
10.6% |
349,183 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,882.0 |
15,778.0 |
15,340.5 |
|
R3 |
15,652.0 |
15,548.0 |
15,277.3 |
|
R2 |
15,422.0 |
15,422.0 |
15,256.2 |
|
R1 |
15,318.0 |
15,318.0 |
15,235.1 |
15,370.0 |
PP |
15,192.0 |
15,192.0 |
15,192.0 |
15,218.0 |
S1 |
15,088.0 |
15,088.0 |
15,192.9 |
15,140.0 |
S2 |
14,962.0 |
14,962.0 |
15,171.8 |
|
S3 |
14,732.0 |
14,858.0 |
15,150.8 |
|
S4 |
14,502.0 |
14,628.0 |
15,087.5 |
|
|
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 |
15,066.0 |
581.0 |
3.8% |
240.6 |
1.6% |
25% |
False |
True |
70,151 |
10 |
15,847.0 |
15,066.0 |
781.0 |
5.1% |
219.1 |
1.4% |
19% |
False |
True |
68,978 |
20 |
16,153.0 |
15,066.0 |
1,087.0 |
7.1% |
196.7 |
1.3% |
14% |
False |
True |
54,861 |
40 |
16,250.0 |
15,066.0 |
1,184.0 |
7.8% |
150.2 |
1.0% |
13% |
False |
True |
27,492 |
60 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
120.6 |
0.8% |
9% |
False |
True |
18,332 |
80 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
114.4 |
0.8% |
9% |
False |
True |
13,755 |
100 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
98.0 |
0.6% |
9% |
False |
True |
11,004 |
120 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
86.0 |
0.6% |
9% |
False |
True |
9,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,273.5 |
2.618 |
15,898.1 |
1.618 |
15,668.1 |
1.000 |
15,526.0 |
0.618 |
15,438.1 |
HIGH |
15,296.0 |
0.618 |
15,208.1 |
0.500 |
15,181.0 |
0.382 |
15,153.9 |
LOW |
15,066.0 |
0.618 |
14,923.9 |
1.000 |
14,836.0 |
1.618 |
14,693.9 |
2.618 |
14,463.9 |
4.250 |
14,088.5 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,203.0 |
15,335.5 |
PP |
15,192.0 |
15,295.0 |
S1 |
15,181.0 |
15,254.5 |
|