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 |
1,883.3 |
1,863.9 |
-19.4 |
-1.0% |
1,964.8 |
High |
1,883.7 |
1,868.2 |
-15.5 |
-0.8% |
1,966.0 |
Low |
1,862.0 |
1,850.2 |
-11.8 |
-0.6% |
1,881.5 |
Close |
1,866.4 |
1,860.7 |
-5.7 |
-0.3% |
1,885.4 |
Range |
21.7 |
18.0 |
-3.7 |
-17.1% |
84.5 |
ATR |
18.9 |
18.8 |
-0.1 |
-0.3% |
0.0 |
Volume |
4,999 |
6,531 |
1,532 |
30.6% |
23,462 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.7 |
1,905.2 |
1,870.6 |
|
R3 |
1,895.7 |
1,887.2 |
1,865.7 |
|
R2 |
1,877.7 |
1,877.7 |
1,864.0 |
|
R1 |
1,869.2 |
1,869.2 |
1,862.4 |
1,864.5 |
PP |
1,859.7 |
1,859.7 |
1,859.7 |
1,857.3 |
S1 |
1,851.2 |
1,851.2 |
1,859.1 |
1,846.5 |
S2 |
1,841.7 |
1,841.7 |
1,857.4 |
|
S3 |
1,823.7 |
1,833.2 |
1,855.8 |
|
S4 |
1,805.7 |
1,815.2 |
1,850.8 |
|
|
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 |
1,941.0 |
1,850.2 |
90.8 |
4.9% |
25.5 |
1.4% |
12% |
False |
True |
5,752 |
10 |
1,988.7 |
1,850.2 |
138.5 |
7.4% |
20.5 |
1.1% |
8% |
False |
True |
4,636 |
20 |
1,988.7 |
1,850.2 |
138.5 |
7.4% |
16.5 |
0.9% |
8% |
False |
True |
3,545 |
40 |
2,000.3 |
1,850.2 |
150.1 |
8.1% |
16.1 |
0.9% |
7% |
False |
True |
2,618 |
60 |
2,047.9 |
1,850.2 |
197.7 |
10.6% |
16.8 |
0.9% |
5% |
False |
True |
2,390 |
80 |
2,047.9 |
1,850.2 |
197.7 |
10.6% |
17.8 |
1.0% |
5% |
False |
True |
2,014 |
100 |
2,121.6 |
1,850.2 |
271.4 |
14.6% |
19.0 |
1.0% |
4% |
False |
True |
1,720 |
120 |
2,140.3 |
1,850.2 |
290.1 |
15.6% |
19.6 |
1.1% |
4% |
False |
True |
1,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,944.7 |
2.618 |
1,915.3 |
1.618 |
1,897.3 |
1.000 |
1,886.2 |
0.618 |
1,879.3 |
HIGH |
1,868.2 |
0.618 |
1,861.3 |
0.500 |
1,859.2 |
0.382 |
1,857.1 |
LOW |
1,850.2 |
0.618 |
1,839.1 |
1.000 |
1,832.2 |
1.618 |
1,821.1 |
2.618 |
1,803.1 |
4.250 |
1,773.7 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,860.2 |
1,883.1 |
PP |
1,859.7 |
1,875.6 |
S1 |
1,859.2 |
1,868.2 |
|