Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,552.0 |
7,518.5 |
-33.5 |
-0.4% |
7,721.0 |
High |
7,589.5 |
7,531.5 |
-58.0 |
-0.8% |
7,732.5 |
Low |
7,501.0 |
7,423.0 |
-78.0 |
-1.0% |
7,569.0 |
Close |
7,517.5 |
7,448.5 |
-69.0 |
-0.9% |
7,671.0 |
Range |
88.5 |
108.5 |
20.0 |
22.6% |
163.5 |
ATR |
87.5 |
89.0 |
1.5 |
1.7% |
0.0 |
Volume |
104,369 |
120,332 |
15,963 |
15.3% |
493,027 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,793.0 |
7,729.5 |
7,508.0 |
|
R3 |
7,684.5 |
7,621.0 |
7,478.5 |
|
R2 |
7,576.0 |
7,576.0 |
7,468.5 |
|
R1 |
7,512.5 |
7,512.5 |
7,458.5 |
7,490.0 |
PP |
7,467.5 |
7,467.5 |
7,467.5 |
7,456.5 |
S1 |
7,404.0 |
7,404.0 |
7,438.5 |
7,381.5 |
S2 |
7,359.0 |
7,359.0 |
7,428.5 |
|
S3 |
7,250.5 |
7,295.5 |
7,418.5 |
|
S4 |
7,142.0 |
7,187.0 |
7,389.0 |
|
|
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 |
7,423.0 |
299.5 |
4.0% |
109.0 |
1.5% |
9% |
False |
True |
113,056 |
10 |
7,798.0 |
7,423.0 |
375.0 |
5.0% |
101.5 |
1.4% |
7% |
False |
True |
107,061 |
20 |
7,810.5 |
7,423.0 |
387.5 |
5.2% |
92.0 |
1.2% |
7% |
False |
True |
125,455 |
40 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
68.5 |
0.9% |
31% |
False |
False |
62,871 |
60 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
52.5 |
0.7% |
31% |
False |
False |
41,922 |
80 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
41.5 |
0.6% |
31% |
False |
False |
31,449 |
100 |
7,848.0 |
7,285.5 |
562.5 |
7.6% |
33.5 |
0.4% |
29% |
False |
False |
25,159 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.6% |
28.5 |
0.4% |
23% |
False |
False |
20,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,992.5 |
2.618 |
7,815.5 |
1.618 |
7,707.0 |
1.000 |
7,640.0 |
0.618 |
7,598.5 |
HIGH |
7,531.5 |
0.618 |
7,490.0 |
0.500 |
7,477.0 |
0.382 |
7,464.5 |
LOW |
7,423.0 |
0.618 |
7,356.0 |
1.000 |
7,314.5 |
1.618 |
7,247.5 |
2.618 |
7,139.0 |
4.250 |
6,962.0 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,477.0 |
7,550.0 |
PP |
7,467.5 |
7,516.5 |
S1 |
7,458.0 |
7,482.5 |
|