Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,655.5 |
7,660.5 |
5.0 |
0.1% |
7,721.0 |
High |
7,722.5 |
7,677.5 |
-45.0 |
-0.6% |
7,732.5 |
Low |
7,621.5 |
7,530.0 |
-91.5 |
-1.2% |
7,569.0 |
Close |
7,671.0 |
7,553.0 |
-118.0 |
-1.5% |
7,671.0 |
Range |
101.0 |
147.5 |
46.5 |
46.0% |
163.5 |
ATR |
82.7 |
87.4 |
4.6 |
5.6% |
0.0 |
Volume |
122,718 |
116,724 |
-5,994 |
-4.9% |
493,027 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,029.5 |
7,938.5 |
7,634.0 |
|
R3 |
7,882.0 |
7,791.0 |
7,593.5 |
|
R2 |
7,734.5 |
7,734.5 |
7,580.0 |
|
R1 |
7,643.5 |
7,643.5 |
7,566.5 |
7,615.0 |
PP |
7,587.0 |
7,587.0 |
7,587.0 |
7,572.5 |
S1 |
7,496.0 |
7,496.0 |
7,539.5 |
7,468.0 |
S2 |
7,439.5 |
7,439.5 |
7,526.0 |
|
S3 |
7,292.0 |
7,348.5 |
7,512.5 |
|
S4 |
7,144.5 |
7,201.0 |
7,472.0 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,148.0 |
8,073.0 |
7,761.0 |
|
R3 |
7,984.5 |
7,909.5 |
7,716.0 |
|
R2 |
7,821.0 |
7,821.0 |
7,701.0 |
|
R1 |
7,746.0 |
7,746.0 |
7,686.0 |
7,702.0 |
PP |
7,657.5 |
7,657.5 |
7,657.5 |
7,635.5 |
S1 |
7,582.5 |
7,582.5 |
7,656.0 |
7,538.0 |
S2 |
7,494.0 |
7,494.0 |
7,641.0 |
|
S3 |
7,330.5 |
7,419.0 |
7,626.0 |
|
S4 |
7,167.0 |
7,255.5 |
7,581.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,722.5 |
7,530.0 |
192.5 |
2.5% |
101.0 |
1.3% |
12% |
False |
True |
102,801 |
10 |
7,799.5 |
7,530.0 |
269.5 |
3.6% |
96.5 |
1.3% |
9% |
False |
True |
101,150 |
20 |
7,810.5 |
7,440.5 |
370.0 |
4.9% |
90.0 |
1.2% |
30% |
False |
False |
114,472 |
40 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
64.0 |
0.8% |
51% |
False |
False |
57,253 |
60 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
49.5 |
0.7% |
51% |
False |
False |
38,177 |
80 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
39.0 |
0.5% |
51% |
False |
False |
28,640 |
100 |
7,848.0 |
7,285.5 |
562.5 |
7.4% |
31.5 |
0.4% |
48% |
False |
False |
22,912 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.5% |
27.0 |
0.4% |
37% |
False |
False |
19,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,304.5 |
2.618 |
8,063.5 |
1.618 |
7,916.0 |
1.000 |
7,825.0 |
0.618 |
7,768.5 |
HIGH |
7,677.5 |
0.618 |
7,621.0 |
0.500 |
7,604.0 |
0.382 |
7,586.5 |
LOW |
7,530.0 |
0.618 |
7,439.0 |
1.000 |
7,382.5 |
1.618 |
7,291.5 |
2.618 |
7,144.0 |
4.250 |
6,903.0 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,604.0 |
7,626.0 |
PP |
7,587.0 |
7,602.0 |
S1 |
7,570.0 |
7,577.5 |
|