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 |
4,154.0 |
4,135.0 |
-19.0 |
-0.5% |
4,256.0 |
High |
4,172.0 |
4,170.0 |
-2.0 |
0.0% |
4,270.0 |
Low |
4,143.0 |
4,119.0 |
-24.0 |
-0.6% |
4,165.0 |
Close |
4,149.0 |
4,153.0 |
4.0 |
0.1% |
4,236.0 |
Range |
29.0 |
51.0 |
22.0 |
75.9% |
105.0 |
ATR |
43.1 |
43.7 |
0.6 |
1.3% |
0.0 |
Volume |
88 |
3,107 |
3,019 |
3,430.7% |
10,713 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,300.3 |
4,277.7 |
4,181.1 |
|
R3 |
4,249.3 |
4,226.7 |
4,167.0 |
|
R2 |
4,198.3 |
4,198.3 |
4,162.4 |
|
R1 |
4,175.7 |
4,175.7 |
4,157.7 |
4,187.0 |
PP |
4,147.3 |
4,147.3 |
4,147.3 |
4,153.0 |
S1 |
4,124.7 |
4,124.7 |
4,148.3 |
4,136.0 |
S2 |
4,096.3 |
4,096.3 |
4,143.7 |
|
S3 |
4,045.3 |
4,073.7 |
4,139.0 |
|
S4 |
3,994.3 |
4,022.7 |
4,125.0 |
|
|
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 |
4,119.0 |
146.0 |
3.5% |
53.6 |
1.3% |
23% |
False |
True |
2,689 |
10 |
4,309.0 |
4,119.0 |
190.0 |
4.6% |
45.6 |
1.1% |
18% |
False |
True |
1,419 |
20 |
4,368.0 |
4,119.0 |
249.0 |
6.0% |
32.8 |
0.8% |
14% |
False |
True |
725 |
40 |
4,461.0 |
4,119.0 |
342.0 |
8.2% |
18.6 |
0.4% |
10% |
False |
True |
465 |
60 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
13.0 |
0.3% |
8% |
False |
True |
310 |
80 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
9.8 |
0.2% |
8% |
False |
True |
307 |
100 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
7.8 |
0.2% |
8% |
False |
True |
328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,386.8 |
2.618 |
4,303.5 |
1.618 |
4,252.5 |
1.000 |
4,221.0 |
0.618 |
4,201.5 |
HIGH |
4,170.0 |
0.618 |
4,150.5 |
0.500 |
4,144.5 |
0.382 |
4,138.5 |
LOW |
4,119.0 |
0.618 |
4,087.5 |
1.000 |
4,068.0 |
1.618 |
4,036.5 |
2.618 |
3,985.5 |
4.250 |
3,902.3 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,150.2 |
4,187.5 |
PP |
4,147.3 |
4,176.0 |
S1 |
4,144.5 |
4,164.5 |
|