Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,518.5 |
7,463.0 |
-55.5 |
-0.7% |
7,721.0 |
High |
7,531.5 |
7,528.5 |
-3.0 |
0.0% |
7,732.5 |
Low |
7,423.0 |
7,445.5 |
22.5 |
0.3% |
7,569.0 |
Close |
7,448.5 |
7,491.5 |
43.0 |
0.6% |
7,671.0 |
Range |
108.5 |
83.0 |
-25.5 |
-23.5% |
163.5 |
ATR |
89.0 |
88.5 |
-0.4 |
-0.5% |
0.0 |
Volume |
120,332 |
98,538 |
-21,794 |
-18.1% |
493,027 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,737.5 |
7,697.5 |
7,537.0 |
|
R3 |
7,654.5 |
7,614.5 |
7,514.5 |
|
R2 |
7,571.5 |
7,571.5 |
7,506.5 |
|
R1 |
7,531.5 |
7,531.5 |
7,499.0 |
7,551.5 |
PP |
7,488.5 |
7,488.5 |
7,488.5 |
7,498.5 |
S1 |
7,448.5 |
7,448.5 |
7,484.0 |
7,468.5 |
S2 |
7,405.5 |
7,405.5 |
7,476.5 |
|
S3 |
7,322.5 |
7,365.5 |
7,468.5 |
|
S4 |
7,239.5 |
7,282.5 |
7,446.0 |
|
|
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% |
105.5 |
1.4% |
23% |
False |
False |
112,536 |
10 |
7,785.0 |
7,423.0 |
362.0 |
4.8% |
99.0 |
1.3% |
19% |
False |
False |
105,730 |
20 |
7,810.5 |
7,423.0 |
387.5 |
5.2% |
92.5 |
1.2% |
18% |
False |
False |
128,450 |
40 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
70.5 |
0.9% |
39% |
False |
False |
65,334 |
60 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
52.0 |
0.7% |
39% |
False |
False |
43,564 |
80 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
42.5 |
0.6% |
39% |
False |
False |
32,681 |
100 |
7,848.0 |
7,285.5 |
562.5 |
7.5% |
34.0 |
0.5% |
37% |
False |
False |
26,144 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.5% |
29.5 |
0.4% |
29% |
False |
False |
21,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,881.0 |
2.618 |
7,746.0 |
1.618 |
7,663.0 |
1.000 |
7,611.5 |
0.618 |
7,580.0 |
HIGH |
7,528.5 |
0.618 |
7,497.0 |
0.500 |
7,487.0 |
0.382 |
7,477.0 |
LOW |
7,445.5 |
0.618 |
7,394.0 |
1.000 |
7,362.5 |
1.618 |
7,311.0 |
2.618 |
7,228.0 |
4.250 |
7,093.0 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,490.0 |
7,506.0 |
PP |
7,488.5 |
7,501.5 |
S1 |
7,487.0 |
7,496.5 |
|