Trading Metrics calculated at close of trading on 09-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,217.0 |
15,252.0 |
35.0 |
0.2% |
15,539.0 |
High |
15,409.0 |
15,322.0 |
-87.0 |
-0.6% |
15,605.0 |
Low |
15,148.0 |
15,189.0 |
41.0 |
0.3% |
15,066.0 |
Close |
15,345.0 |
15,239.0 |
-106.0 |
-0.7% |
15,345.0 |
Range |
261.0 |
133.0 |
-128.0 |
-49.0% |
539.0 |
ATR |
196.1 |
193.3 |
-2.9 |
-1.5% |
0.0 |
Volume |
78,792 |
61,321 |
-17,471 |
-22.2% |
335,803 |
|
Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,649.0 |
15,577.0 |
15,312.2 |
|
R3 |
15,516.0 |
15,444.0 |
15,275.6 |
|
R2 |
15,383.0 |
15,383.0 |
15,263.4 |
|
R1 |
15,311.0 |
15,311.0 |
15,251.2 |
15,280.5 |
PP |
15,250.0 |
15,250.0 |
15,250.0 |
15,234.8 |
S1 |
15,178.0 |
15,178.0 |
15,226.8 |
15,147.5 |
S2 |
15,117.0 |
15,117.0 |
15,214.6 |
|
S3 |
14,984.0 |
15,045.0 |
15,202.4 |
|
S4 |
14,851.0 |
14,912.0 |
15,165.9 |
|
|
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 |
15,409.0 |
15,066.0 |
343.0 |
2.3% |
191.6 |
1.3% |
50% |
False |
False |
65,759 |
10 |
15,647.0 |
15,066.0 |
581.0 |
3.8% |
211.3 |
1.4% |
30% |
False |
False |
68,091 |
20 |
16,153.0 |
15,066.0 |
1,087.0 |
7.1% |
198.3 |
1.3% |
16% |
False |
False |
63,000 |
40 |
16,200.0 |
15,066.0 |
1,134.0 |
7.4% |
156.2 |
1.0% |
15% |
False |
False |
32,380 |
60 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
126.9 |
0.8% |
10% |
False |
False |
21,590 |
80 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
118.5 |
0.8% |
10% |
False |
False |
16,198 |
100 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
102.6 |
0.7% |
10% |
False |
False |
12,959 |
120 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
90.4 |
0.6% |
10% |
False |
False |
10,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,887.3 |
2.618 |
15,670.2 |
1.618 |
15,537.2 |
1.000 |
15,455.0 |
0.618 |
15,404.2 |
HIGH |
15,322.0 |
0.618 |
15,271.2 |
0.500 |
15,255.5 |
0.382 |
15,239.8 |
LOW |
15,189.0 |
0.618 |
15,106.8 |
1.000 |
15,056.0 |
1.618 |
14,973.8 |
2.618 |
14,840.8 |
4.250 |
14,623.8 |
|
|
Fisher Pivots for day following 09-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,255.5 |
15,278.5 |
PP |
15,250.0 |
15,265.3 |
S1 |
15,244.5 |
15,252.2 |
|