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 |
1,858.6 |
1,855.3 |
-3.3 |
-0.2% |
1,964.8 |
High |
1,865.7 |
1,861.7 |
-4.0 |
-0.2% |
1,966.0 |
Low |
1,850.7 |
1,845.3 |
-5.4 |
-0.3% |
1,881.5 |
Close |
1,853.8 |
1,850.8 |
-3.0 |
-0.2% |
1,885.4 |
Range |
15.0 |
16.4 |
1.4 |
9.3% |
84.5 |
ATR |
18.6 |
18.4 |
-0.2 |
-0.8% |
0.0 |
Volume |
6,321 |
5,669 |
-652 |
-10.3% |
23,462 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.8 |
1,892.7 |
1,859.8 |
|
R3 |
1,885.4 |
1,876.3 |
1,855.3 |
|
R2 |
1,869.0 |
1,869.0 |
1,853.8 |
|
R1 |
1,859.9 |
1,859.9 |
1,852.3 |
1,856.3 |
PP |
1,852.6 |
1,852.6 |
1,852.6 |
1,850.8 |
S1 |
1,843.5 |
1,843.5 |
1,849.3 |
1,839.9 |
S2 |
1,836.2 |
1,836.2 |
1,847.8 |
|
S3 |
1,819.8 |
1,827.1 |
1,846.3 |
|
S4 |
1,803.4 |
1,810.7 |
1,841.8 |
|
|
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 |
1,915.9 |
1,845.3 |
70.6 |
3.8% |
21.1 |
1.1% |
8% |
False |
True |
5,840 |
10 |
1,968.5 |
1,845.3 |
123.2 |
6.7% |
19.9 |
1.1% |
4% |
False |
True |
4,864 |
20 |
1,988.7 |
1,845.3 |
143.4 |
7.7% |
17.1 |
0.9% |
4% |
False |
True |
4,025 |
40 |
2,000.3 |
1,845.3 |
155.0 |
8.4% |
16.1 |
0.9% |
4% |
False |
True |
2,815 |
60 |
2,047.9 |
1,845.3 |
202.6 |
10.9% |
16.7 |
0.9% |
3% |
False |
True |
2,502 |
80 |
2,047.9 |
1,845.3 |
202.6 |
10.9% |
17.8 |
1.0% |
3% |
False |
True |
2,152 |
100 |
2,100.6 |
1,845.3 |
255.3 |
13.8% |
18.8 |
1.0% |
2% |
False |
True |
1,820 |
120 |
2,140.3 |
1,845.3 |
295.0 |
15.9% |
19.3 |
1.0% |
2% |
False |
True |
1,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,931.4 |
2.618 |
1,904.6 |
1.618 |
1,888.2 |
1.000 |
1,878.1 |
0.618 |
1,871.8 |
HIGH |
1,861.7 |
0.618 |
1,855.4 |
0.500 |
1,853.5 |
0.382 |
1,851.6 |
LOW |
1,845.3 |
0.618 |
1,835.2 |
1.000 |
1,828.9 |
1.618 |
1,818.8 |
2.618 |
1,802.4 |
4.250 |
1,775.6 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,853.5 |
1,856.8 |
PP |
1,852.6 |
1,854.8 |
S1 |
1,851.7 |
1,852.8 |
|