Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,855.3 |
1,853.3 |
-2.0 |
-0.1% |
1,883.3 |
High |
1,861.7 |
1,867.9 |
6.2 |
0.3% |
1,883.7 |
Low |
1,845.3 |
1,842.5 |
-2.8 |
-0.2% |
1,842.5 |
Close |
1,850.8 |
1,864.4 |
13.6 |
0.7% |
1,864.4 |
Range |
16.4 |
25.4 |
9.0 |
54.9% |
41.2 |
ATR |
18.4 |
18.9 |
0.5 |
2.7% |
0.0 |
Volume |
5,669 |
10,604 |
4,935 |
87.1% |
34,124 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.5 |
1,924.8 |
1,878.4 |
|
R3 |
1,909.1 |
1,899.4 |
1,871.4 |
|
R2 |
1,883.7 |
1,883.7 |
1,869.1 |
|
R1 |
1,874.0 |
1,874.0 |
1,866.7 |
1,878.9 |
PP |
1,858.3 |
1,858.3 |
1,858.3 |
1,860.7 |
S1 |
1,848.6 |
1,848.6 |
1,862.1 |
1,853.5 |
S2 |
1,832.9 |
1,832.9 |
1,859.7 |
|
S3 |
1,807.5 |
1,823.2 |
1,857.4 |
|
S4 |
1,782.1 |
1,797.8 |
1,850.4 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.1 |
1,967.0 |
1,887.1 |
|
R3 |
1,945.9 |
1,925.8 |
1,875.7 |
|
R2 |
1,904.7 |
1,904.7 |
1,872.0 |
|
R1 |
1,884.6 |
1,884.6 |
1,868.2 |
1,874.1 |
PP |
1,863.5 |
1,863.5 |
1,863.5 |
1,858.3 |
S1 |
1,843.4 |
1,843.4 |
1,860.6 |
1,832.9 |
S2 |
1,822.3 |
1,822.3 |
1,856.8 |
|
S3 |
1,781.1 |
1,802.2 |
1,853.1 |
|
S4 |
1,739.9 |
1,761.0 |
1,841.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,883.7 |
1,842.5 |
41.2 |
2.2% |
19.3 |
1.0% |
53% |
False |
True |
6,824 |
10 |
1,966.0 |
1,842.5 |
123.5 |
6.6% |
21.5 |
1.2% |
18% |
False |
True |
5,758 |
20 |
1,988.7 |
1,842.5 |
146.2 |
7.8% |
17.7 |
1.0% |
15% |
False |
True |
4,454 |
40 |
2,000.3 |
1,842.5 |
157.8 |
8.5% |
16.2 |
0.9% |
14% |
False |
True |
3,025 |
60 |
2,047.9 |
1,842.5 |
205.4 |
11.0% |
17.0 |
0.9% |
11% |
False |
True |
2,646 |
80 |
2,047.9 |
1,842.5 |
205.4 |
11.0% |
17.7 |
0.9% |
11% |
False |
True |
2,276 |
100 |
2,096.4 |
1,842.5 |
253.9 |
13.6% |
18.9 |
1.0% |
9% |
False |
True |
1,920 |
120 |
2,140.3 |
1,842.5 |
297.8 |
16.0% |
19.3 |
1.0% |
7% |
False |
True |
1,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.9 |
2.618 |
1,934.4 |
1.618 |
1,909.0 |
1.000 |
1,893.3 |
0.618 |
1,883.6 |
HIGH |
1,867.9 |
0.618 |
1,858.2 |
0.500 |
1,855.2 |
0.382 |
1,852.2 |
LOW |
1,842.5 |
0.618 |
1,826.8 |
1.000 |
1,817.1 |
1.618 |
1,801.4 |
2.618 |
1,776.0 |
4.250 |
1,734.6 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,861.3 |
1,861.3 |
PP |
1,858.3 |
1,858.3 |
S1 |
1,855.2 |
1,855.2 |
|