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 |
4,244.0 |
4,250.0 |
6.0 |
0.1% |
4,256.0 |
High |
4,265.0 |
4,256.0 |
-9.0 |
-0.2% |
4,270.0 |
Low |
4,200.0 |
4,168.0 |
-32.0 |
-0.8% |
4,165.0 |
Close |
4,236.0 |
4,192.0 |
-44.0 |
-1.0% |
4,236.0 |
Range |
65.0 |
88.0 |
23.0 |
35.4% |
105.0 |
ATR |
39.2 |
42.6 |
3.5 |
8.9% |
0.0 |
Volume |
10,053 |
159 |
-9,894 |
-98.4% |
10,713 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,469.3 |
4,418.7 |
4,240.4 |
|
R3 |
4,381.3 |
4,330.7 |
4,216.2 |
|
R2 |
4,293.3 |
4,293.3 |
4,208.1 |
|
R1 |
4,242.7 |
4,242.7 |
4,200.1 |
4,224.0 |
PP |
4,205.3 |
4,205.3 |
4,205.3 |
4,196.0 |
S1 |
4,154.7 |
4,154.7 |
4,183.9 |
4,136.0 |
S2 |
4,117.3 |
4,117.3 |
4,175.9 |
|
S3 |
4,029.3 |
4,066.7 |
4,167.8 |
|
S4 |
3,941.3 |
3,978.7 |
4,143.6 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,538.7 |
4,492.3 |
4,293.8 |
|
R3 |
4,433.7 |
4,387.3 |
4,264.9 |
|
R2 |
4,328.7 |
4,328.7 |
4,255.3 |
|
R1 |
4,282.3 |
4,282.3 |
4,245.6 |
4,253.0 |
PP |
4,223.7 |
4,223.7 |
4,223.7 |
4,209.0 |
S1 |
4,177.3 |
4,177.3 |
4,226.4 |
4,148.0 |
S2 |
4,118.7 |
4,118.7 |
4,216.8 |
|
S3 |
4,013.7 |
4,072.3 |
4,207.1 |
|
S4 |
3,908.7 |
3,967.3 |
4,178.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,265.0 |
4,165.0 |
100.0 |
2.4% |
49.4 |
1.2% |
27% |
False |
False |
2,094 |
10 |
4,344.0 |
4,165.0 |
179.0 |
4.3% |
41.2 |
1.0% |
15% |
False |
False |
1,101 |
20 |
4,368.0 |
4,165.0 |
203.0 |
4.8% |
28.8 |
0.7% |
13% |
False |
False |
765 |
40 |
4,461.0 |
4,165.0 |
296.0 |
7.1% |
17.6 |
0.4% |
9% |
False |
False |
385 |
60 |
4,557.0 |
4,165.0 |
392.0 |
9.4% |
11.7 |
0.3% |
7% |
False |
False |
257 |
80 |
4,557.0 |
4,165.0 |
392.0 |
9.4% |
8.8 |
0.2% |
7% |
False |
False |
267 |
100 |
4,557.0 |
4,165.0 |
392.0 |
9.4% |
7.0 |
0.2% |
7% |
False |
False |
296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,630.0 |
2.618 |
4,486.4 |
1.618 |
4,398.4 |
1.000 |
4,344.0 |
0.618 |
4,310.4 |
HIGH |
4,256.0 |
0.618 |
4,222.4 |
0.500 |
4,212.0 |
0.382 |
4,201.6 |
LOW |
4,168.0 |
0.618 |
4,113.6 |
1.000 |
4,080.0 |
1.618 |
4,025.6 |
2.618 |
3,937.6 |
4.250 |
3,794.0 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,212.0 |
4,216.5 |
PP |
4,205.3 |
4,208.3 |
S1 |
4,198.7 |
4,200.2 |
|