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 |
1,863.9 |
1,858.6 |
-5.3 |
-0.3% |
1,964.8 |
High |
1,868.2 |
1,865.7 |
-2.5 |
-0.1% |
1,966.0 |
Low |
1,850.2 |
1,850.7 |
0.5 |
0.0% |
1,881.5 |
Close |
1,860.7 |
1,853.8 |
-6.9 |
-0.4% |
1,885.4 |
Range |
18.0 |
15.0 |
-3.0 |
-16.7% |
84.5 |
ATR |
18.8 |
18.6 |
-0.3 |
-1.5% |
0.0 |
Volume |
6,531 |
6,321 |
-210 |
-3.2% |
23,462 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.7 |
1,892.8 |
1,862.1 |
|
R3 |
1,886.7 |
1,877.8 |
1,857.9 |
|
R2 |
1,871.7 |
1,871.7 |
1,856.6 |
|
R1 |
1,862.8 |
1,862.8 |
1,855.2 |
1,859.8 |
PP |
1,856.7 |
1,856.7 |
1,856.7 |
1,855.2 |
S1 |
1,847.8 |
1,847.8 |
1,852.4 |
1,844.8 |
S2 |
1,841.7 |
1,841.7 |
1,851.1 |
|
S3 |
1,826.7 |
1,832.8 |
1,849.7 |
|
S4 |
1,811.7 |
1,817.8 |
1,845.6 |
|
|
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 |
1,916.2 |
1,850.2 |
66.0 |
3.6% |
22.3 |
1.2% |
5% |
False |
False |
5,779 |
10 |
1,971.2 |
1,850.2 |
121.0 |
6.5% |
20.0 |
1.1% |
3% |
False |
False |
4,876 |
20 |
1,988.7 |
1,850.2 |
138.5 |
7.5% |
16.6 |
0.9% |
3% |
False |
False |
3,805 |
40 |
2,000.3 |
1,850.2 |
150.1 |
8.1% |
16.1 |
0.9% |
2% |
False |
False |
2,733 |
60 |
2,047.9 |
1,850.2 |
197.7 |
10.7% |
16.9 |
0.9% |
2% |
False |
False |
2,451 |
80 |
2,047.9 |
1,850.2 |
197.7 |
10.7% |
17.8 |
1.0% |
2% |
False |
False |
2,088 |
100 |
2,101.0 |
1,850.2 |
250.8 |
13.5% |
18.8 |
1.0% |
1% |
False |
False |
1,771 |
120 |
2,140.3 |
1,850.2 |
290.1 |
15.6% |
19.6 |
1.1% |
1% |
False |
False |
1,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,929.5 |
2.618 |
1,905.0 |
1.618 |
1,890.0 |
1.000 |
1,880.7 |
0.618 |
1,875.0 |
HIGH |
1,865.7 |
0.618 |
1,860.0 |
0.500 |
1,858.2 |
0.382 |
1,856.4 |
LOW |
1,850.7 |
0.618 |
1,841.4 |
1.000 |
1,835.7 |
1.618 |
1,826.4 |
2.618 |
1,811.4 |
4.250 |
1,787.0 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,858.2 |
1,867.0 |
PP |
1,856.7 |
1,862.6 |
S1 |
1,855.3 |
1,858.2 |
|