Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,208.0 |
15,244.0 |
36.0 |
0.2% |
15,643.0 |
High |
15,296.0 |
15,293.0 |
-3.0 |
0.0% |
15,715.0 |
Low |
15,066.0 |
15,161.0 |
95.0 |
0.6% |
15,264.0 |
Close |
15,214.0 |
15,186.0 |
-28.0 |
-0.2% |
15,526.0 |
Range |
230.0 |
132.0 |
-98.0 |
-42.6% |
451.0 |
ATR |
195.7 |
191.1 |
-4.5 |
-2.3% |
0.0 |
Volume |
69,989 |
55,413 |
-14,576 |
-20.8% |
349,183 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,609.3 |
15,529.7 |
15,258.6 |
|
R3 |
15,477.3 |
15,397.7 |
15,222.3 |
|
R2 |
15,345.3 |
15,345.3 |
15,210.2 |
|
R1 |
15,265.7 |
15,265.7 |
15,198.1 |
15,239.5 |
PP |
15,213.3 |
15,213.3 |
15,213.3 |
15,200.3 |
S1 |
15,133.7 |
15,133.7 |
15,173.9 |
15,107.5 |
S2 |
15,081.3 |
15,081.3 |
15,161.8 |
|
S3 |
14,949.3 |
15,001.7 |
15,149.7 |
|
S4 |
14,817.3 |
14,869.7 |
15,113.4 |
|
|
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% |
220.2 |
1.5% |
21% |
False |
False |
66,289 |
10 |
15,735.0 |
15,066.0 |
669.0 |
4.4% |
210.6 |
1.4% |
18% |
False |
False |
67,082 |
20 |
16,153.0 |
15,066.0 |
1,087.0 |
7.2% |
196.6 |
1.3% |
11% |
False |
False |
57,544 |
40 |
16,250.0 |
15,066.0 |
1,184.0 |
7.8% |
150.0 |
1.0% |
10% |
False |
False |
28,877 |
60 |
16,716.0 |
15,066.0 |
1,650.0 |
10.9% |
121.0 |
0.8% |
7% |
False |
False |
19,255 |
80 |
16,716.0 |
15,066.0 |
1,650.0 |
10.9% |
115.2 |
0.8% |
7% |
False |
False |
14,447 |
100 |
16,716.0 |
15,066.0 |
1,650.0 |
10.9% |
98.8 |
0.7% |
7% |
False |
False |
11,558 |
120 |
16,716.0 |
15,066.0 |
1,650.0 |
10.9% |
87.1 |
0.6% |
7% |
False |
False |
9,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,854.0 |
2.618 |
15,638.6 |
1.618 |
15,506.6 |
1.000 |
15,425.0 |
0.618 |
15,374.6 |
HIGH |
15,293.0 |
0.618 |
15,242.6 |
0.500 |
15,227.0 |
0.382 |
15,211.4 |
LOW |
15,161.0 |
0.618 |
15,079.4 |
1.000 |
15,029.0 |
1.618 |
14,947.4 |
2.618 |
14,815.4 |
4.250 |
14,600.0 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,227.0 |
15,225.0 |
PP |
15,213.3 |
15,212.0 |
S1 |
15,199.7 |
15,199.0 |
|