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 |
27,925 |
28,000 |
75 |
0.3% |
26,625 |
High |
28,220 |
28,345 |
125 |
0.4% |
27,905 |
Low |
27,695 |
27,705 |
10 |
0.0% |
26,525 |
Close |
27,760 |
28,135 |
375 |
1.4% |
27,470 |
Range |
525 |
640 |
115 |
21.9% |
1,380 |
ATR |
800 |
789 |
-11 |
-1.4% |
0 |
Volume |
37 |
53 |
16 |
43.2% |
204 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,982 |
29,698 |
28,487 |
|
R3 |
29,342 |
29,058 |
28,311 |
|
R2 |
28,702 |
28,702 |
28,252 |
|
R1 |
28,418 |
28,418 |
28,194 |
28,560 |
PP |
28,062 |
28,062 |
28,062 |
28,133 |
S1 |
27,778 |
27,778 |
28,076 |
27,920 |
S2 |
27,422 |
27,422 |
28,018 |
|
S3 |
26,782 |
27,138 |
27,959 |
|
S4 |
26,142 |
26,498 |
27,783 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,440 |
30,835 |
28,229 |
|
R3 |
30,060 |
29,455 |
27,850 |
|
R2 |
28,680 |
28,680 |
27,723 |
|
R1 |
28,075 |
28,075 |
27,597 |
28,378 |
PP |
27,300 |
27,300 |
27,300 |
27,451 |
S1 |
26,695 |
26,695 |
27,344 |
26,998 |
S2 |
25,920 |
25,920 |
27,217 |
|
S3 |
24,540 |
25,315 |
27,091 |
|
S4 |
23,160 |
23,935 |
26,711 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,255 |
26,845 |
2,410 |
8.6% |
766 |
2.7% |
54% |
False |
False |
59 |
10 |
29,255 |
26,525 |
2,730 |
9.7% |
617 |
2.2% |
59% |
False |
False |
43 |
20 |
29,255 |
25,425 |
3,830 |
13.6% |
605 |
2.1% |
71% |
False |
False |
26 |
40 |
31,115 |
25,425 |
5,690 |
20.2% |
652 |
2.3% |
48% |
False |
False |
18 |
60 |
33,240 |
25,425 |
7,815 |
27.8% |
601 |
2.1% |
35% |
False |
False |
13 |
80 |
33,240 |
25,425 |
7,815 |
27.8% |
628 |
2.2% |
35% |
False |
False |
11 |
100 |
33,240 |
25,425 |
7,815 |
27.8% |
621 |
2.2% |
35% |
False |
False |
9 |
120 |
33,240 |
25,425 |
7,815 |
27.8% |
573 |
2.0% |
35% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,065 |
2.618 |
30,021 |
1.618 |
29,381 |
1.000 |
28,985 |
0.618 |
28,741 |
HIGH |
28,345 |
0.618 |
28,101 |
0.500 |
28,025 |
0.382 |
27,949 |
LOW |
27,705 |
0.618 |
27,309 |
1.000 |
27,065 |
1.618 |
26,669 |
2.618 |
26,029 |
4.250 |
24,985 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
28,098 |
28,475 |
PP |
28,062 |
28,362 |
S1 |
28,025 |
28,248 |
|