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 |
1,902.3 |
1,883.3 |
-19.0 |
-1.0% |
1,964.8 |
High |
1,915.9 |
1,883.7 |
-32.2 |
-1.7% |
1,966.0 |
Low |
1,881.5 |
1,862.0 |
-19.5 |
-1.0% |
1,881.5 |
Close |
1,885.4 |
1,866.4 |
-19.0 |
-1.0% |
1,885.4 |
Range |
34.4 |
21.7 |
-12.7 |
-36.9% |
84.5 |
ATR |
18.6 |
18.9 |
0.3 |
1.9% |
0.0 |
Volume |
5,682 |
4,999 |
-683 |
-12.0% |
23,462 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.8 |
1,922.8 |
1,878.3 |
|
R3 |
1,914.1 |
1,901.1 |
1,872.4 |
|
R2 |
1,892.4 |
1,892.4 |
1,870.4 |
|
R1 |
1,879.4 |
1,879.4 |
1,868.4 |
1,875.1 |
PP |
1,870.7 |
1,870.7 |
1,870.7 |
1,868.5 |
S1 |
1,857.7 |
1,857.7 |
1,864.4 |
1,853.4 |
S2 |
1,849.0 |
1,849.0 |
1,862.4 |
|
S3 |
1,827.3 |
1,836.0 |
1,860.4 |
|
S4 |
1,805.6 |
1,814.3 |
1,854.5 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,164.5 |
2,109.4 |
1,931.9 |
|
R3 |
2,080.0 |
2,024.9 |
1,908.6 |
|
R2 |
1,995.5 |
1,995.5 |
1,900.9 |
|
R1 |
1,940.4 |
1,940.4 |
1,893.1 |
1,925.7 |
PP |
1,911.0 |
1,911.0 |
1,911.0 |
1,903.6 |
S1 |
1,855.9 |
1,855.9 |
1,877.7 |
1,841.2 |
S2 |
1,826.5 |
1,826.5 |
1,869.9 |
|
S3 |
1,742.0 |
1,771.4 |
1,862.2 |
|
S4 |
1,657.5 |
1,686.9 |
1,838.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,955.2 |
1,862.0 |
93.2 |
5.0% |
25.5 |
1.4% |
5% |
False |
True |
5,233 |
10 |
1,988.7 |
1,862.0 |
126.7 |
6.8% |
19.5 |
1.0% |
3% |
False |
True |
4,307 |
20 |
1,992.2 |
1,862.0 |
130.2 |
7.0% |
16.7 |
0.9% |
3% |
False |
True |
3,335 |
40 |
2,000.4 |
1,862.0 |
138.4 |
7.4% |
16.0 |
0.9% |
3% |
False |
True |
2,485 |
60 |
2,047.9 |
1,862.0 |
185.9 |
10.0% |
16.8 |
0.9% |
2% |
False |
True |
2,326 |
80 |
2,047.9 |
1,862.0 |
185.9 |
10.0% |
17.9 |
1.0% |
2% |
False |
True |
1,943 |
100 |
2,129.1 |
1,862.0 |
267.1 |
14.3% |
19.0 |
1.0% |
2% |
False |
True |
1,664 |
120 |
2,140.3 |
1,862.0 |
278.3 |
14.9% |
19.6 |
1.0% |
2% |
False |
True |
1,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.9 |
2.618 |
1,940.5 |
1.618 |
1,918.8 |
1.000 |
1,905.4 |
0.618 |
1,897.1 |
HIGH |
1,883.7 |
0.618 |
1,875.4 |
0.500 |
1,872.9 |
0.382 |
1,870.3 |
LOW |
1,862.0 |
0.618 |
1,848.6 |
1.000 |
1,840.3 |
1.618 |
1,826.9 |
2.618 |
1,805.2 |
4.250 |
1,769.8 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,872.9 |
1,889.1 |
PP |
1,870.7 |
1,881.5 |
S1 |
1,868.6 |
1,874.0 |
|