Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,660.5 |
7,552.0 |
-108.5 |
-1.4% |
7,721.0 |
High |
7,677.5 |
7,589.5 |
-88.0 |
-1.1% |
7,732.5 |
Low |
7,530.0 |
7,501.0 |
-29.0 |
-0.4% |
7,569.0 |
Close |
7,553.0 |
7,517.5 |
-35.5 |
-0.5% |
7,671.0 |
Range |
147.5 |
88.5 |
-59.0 |
-40.0% |
163.5 |
ATR |
87.4 |
87.5 |
0.1 |
0.1% |
0.0 |
Volume |
116,724 |
104,369 |
-12,355 |
-10.6% |
493,027 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,801.5 |
7,748.0 |
7,566.0 |
|
R3 |
7,713.0 |
7,659.5 |
7,542.0 |
|
R2 |
7,624.5 |
7,624.5 |
7,533.5 |
|
R1 |
7,571.0 |
7,571.0 |
7,525.5 |
7,553.5 |
PP |
7,536.0 |
7,536.0 |
7,536.0 |
7,527.0 |
S1 |
7,482.5 |
7,482.5 |
7,509.5 |
7,465.0 |
S2 |
7,447.5 |
7,447.5 |
7,501.5 |
|
S3 |
7,359.0 |
7,394.0 |
7,493.0 |
|
S4 |
7,270.5 |
7,305.5 |
7,469.0 |
|
|
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 |
7,501.0 |
221.5 |
2.9% |
105.0 |
1.4% |
7% |
False |
True |
105,506 |
10 |
7,799.5 |
7,501.0 |
298.5 |
4.0% |
101.5 |
1.3% |
6% |
False |
True |
104,207 |
20 |
7,810.5 |
7,440.5 |
370.0 |
4.9% |
90.0 |
1.2% |
21% |
False |
False |
119,588 |
40 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
66.0 |
0.9% |
44% |
False |
False |
59,863 |
60 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
51.0 |
0.7% |
44% |
False |
False |
39,917 |
80 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
40.0 |
0.5% |
44% |
False |
False |
29,945 |
100 |
7,848.0 |
7,285.5 |
562.5 |
7.5% |
32.5 |
0.4% |
41% |
False |
False |
23,956 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.5% |
27.5 |
0.4% |
32% |
False |
False |
19,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,965.5 |
2.618 |
7,821.0 |
1.618 |
7,732.5 |
1.000 |
7,678.0 |
0.618 |
7,644.0 |
HIGH |
7,589.5 |
0.618 |
7,555.5 |
0.500 |
7,545.0 |
0.382 |
7,535.0 |
LOW |
7,501.0 |
0.618 |
7,446.5 |
1.000 |
7,412.5 |
1.618 |
7,358.0 |
2.618 |
7,269.5 |
4.250 |
7,125.0 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,545.0 |
7,612.0 |
PP |
7,536.0 |
7,580.5 |
S1 |
7,527.0 |
7,549.0 |
|