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 |
4,135.0 |
4,173.0 |
38.0 |
0.9% |
4,256.0 |
High |
4,170.0 |
4,176.0 |
6.0 |
0.1% |
4,270.0 |
Low |
4,119.0 |
4,149.0 |
30.0 |
0.7% |
4,165.0 |
Close |
4,153.0 |
4,153.0 |
0.0 |
0.0% |
4,236.0 |
Range |
51.0 |
27.0 |
-24.0 |
-47.1% |
105.0 |
ATR |
43.7 |
42.5 |
-1.2 |
-2.7% |
0.0 |
Volume |
3,107 |
13 |
-3,094 |
-99.6% |
10,713 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,240.3 |
4,223.7 |
4,167.9 |
|
R3 |
4,213.3 |
4,196.7 |
4,160.4 |
|
R2 |
4,186.3 |
4,186.3 |
4,158.0 |
|
R1 |
4,169.7 |
4,169.7 |
4,155.5 |
4,164.5 |
PP |
4,159.3 |
4,159.3 |
4,159.3 |
4,156.8 |
S1 |
4,142.7 |
4,142.7 |
4,150.5 |
4,137.5 |
S2 |
4,132.3 |
4,132.3 |
4,148.1 |
|
S3 |
4,105.3 |
4,115.7 |
4,145.6 |
|
S4 |
4,078.3 |
4,088.7 |
4,138.2 |
|
|
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% |
52.0 |
1.3% |
23% |
False |
False |
2,684 |
10 |
4,270.0 |
4,119.0 |
151.0 |
3.6% |
42.3 |
1.0% |
23% |
False |
False |
1,410 |
20 |
4,368.0 |
4,119.0 |
249.0 |
6.0% |
34.1 |
0.8% |
14% |
False |
False |
726 |
40 |
4,402.0 |
4,119.0 |
283.0 |
6.8% |
19.3 |
0.5% |
12% |
False |
False |
465 |
60 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
13.5 |
0.3% |
8% |
False |
False |
310 |
80 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
10.1 |
0.2% |
8% |
False |
False |
232 |
100 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
8.1 |
0.2% |
8% |
False |
False |
328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,290.8 |
2.618 |
4,246.7 |
1.618 |
4,219.7 |
1.000 |
4,203.0 |
0.618 |
4,192.7 |
HIGH |
4,176.0 |
0.618 |
4,165.7 |
0.500 |
4,162.5 |
0.382 |
4,159.3 |
LOW |
4,149.0 |
0.618 |
4,132.3 |
1.000 |
4,122.0 |
1.618 |
4,105.3 |
2.618 |
4,078.3 |
4.250 |
4,034.3 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,162.5 |
4,151.2 |
PP |
4,159.3 |
4,149.3 |
S1 |
4,156.2 |
4,147.5 |
|