Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,244.0 |
15,217.0 |
-27.0 |
-0.2% |
15,539.0 |
High |
15,293.0 |
15,409.0 |
116.0 |
0.8% |
15,605.0 |
Low |
15,161.0 |
15,148.0 |
-13.0 |
-0.1% |
15,066.0 |
Close |
15,186.0 |
15,345.0 |
159.0 |
1.0% |
15,345.0 |
Range |
132.0 |
261.0 |
129.0 |
97.7% |
539.0 |
ATR |
191.1 |
196.1 |
5.0 |
2.6% |
0.0 |
Volume |
55,413 |
78,792 |
23,379 |
42.2% |
335,803 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,083.7 |
15,975.3 |
15,488.6 |
|
R3 |
15,822.7 |
15,714.3 |
15,416.8 |
|
R2 |
15,561.7 |
15,561.7 |
15,392.9 |
|
R1 |
15,453.3 |
15,453.3 |
15,368.9 |
15,507.5 |
PP |
15,300.7 |
15,300.7 |
15,300.7 |
15,327.8 |
S1 |
15,192.3 |
15,192.3 |
15,321.1 |
15,246.5 |
S2 |
15,039.7 |
15,039.7 |
15,297.2 |
|
S3 |
14,778.7 |
14,931.3 |
15,273.2 |
|
S4 |
14,517.7 |
14,670.3 |
15,201.5 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,955.7 |
16,689.3 |
15,641.5 |
|
R3 |
16,416.7 |
16,150.3 |
15,493.2 |
|
R2 |
15,877.7 |
15,877.7 |
15,443.8 |
|
R1 |
15,611.3 |
15,611.3 |
15,394.4 |
15,475.0 |
PP |
15,338.7 |
15,338.7 |
15,338.7 |
15,270.5 |
S1 |
15,072.3 |
15,072.3 |
15,295.6 |
14,936.0 |
S2 |
14,799.7 |
14,799.7 |
15,246.2 |
|
S3 |
14,260.7 |
14,533.3 |
15,196.8 |
|
S4 |
13,721.7 |
13,994.3 |
15,048.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,605.0 |
15,066.0 |
539.0 |
3.5% |
227.4 |
1.5% |
52% |
False |
False |
67,160 |
10 |
15,715.0 |
15,066.0 |
649.0 |
4.2% |
222.8 |
1.5% |
43% |
False |
False |
68,498 |
20 |
16,153.0 |
15,066.0 |
1,087.0 |
7.1% |
199.0 |
1.3% |
26% |
False |
False |
61,058 |
40 |
16,200.0 |
15,066.0 |
1,134.0 |
7.4% |
153.6 |
1.0% |
25% |
False |
False |
30,847 |
60 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
124.7 |
0.8% |
17% |
False |
False |
20,568 |
80 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
117.2 |
0.8% |
17% |
False |
False |
15,432 |
100 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
101.3 |
0.7% |
17% |
False |
False |
12,346 |
120 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
89.3 |
0.6% |
17% |
False |
False |
10,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,518.3 |
2.618 |
16,092.3 |
1.618 |
15,831.3 |
1.000 |
15,670.0 |
0.618 |
15,570.3 |
HIGH |
15,409.0 |
0.618 |
15,309.3 |
0.500 |
15,278.5 |
0.382 |
15,247.7 |
LOW |
15,148.0 |
0.618 |
14,986.7 |
1.000 |
14,887.0 |
1.618 |
14,725.7 |
2.618 |
14,464.7 |
4.250 |
14,038.8 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,322.8 |
15,309.2 |
PP |
15,300.7 |
15,273.3 |
S1 |
15,278.5 |
15,237.5 |
|