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 |
4,394.00 |
4,393.25 |
-0.75 |
0.0% |
4,416.00 |
High |
4,419.00 |
4,403.75 |
-15.25 |
-0.3% |
4,432.00 |
Low |
4,359.50 |
4,344.25 |
-15.25 |
-0.3% |
4,325.75 |
Close |
4,373.75 |
4,372.75 |
-1.00 |
0.0% |
4,373.75 |
Range |
59.50 |
59.50 |
0.00 |
0.0% |
106.25 |
ATR |
51.45 |
52.03 |
0.57 |
1.1% |
0.00 |
Volume |
3,079 |
4,046 |
967 |
31.4% |
14,638 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,552.00 |
4,522.00 |
4,405.50 |
|
R3 |
4,492.50 |
4,462.50 |
4,389.00 |
|
R2 |
4,433.00 |
4,433.00 |
4,383.75 |
|
R1 |
4,403.00 |
4,403.00 |
4,378.25 |
4,388.25 |
PP |
4,373.50 |
4,373.50 |
4,373.50 |
4,366.25 |
S1 |
4,343.50 |
4,343.50 |
4,367.25 |
4,328.75 |
S2 |
4,314.00 |
4,314.00 |
4,361.75 |
|
S3 |
4,254.50 |
4,284.00 |
4,356.50 |
|
S4 |
4,195.00 |
4,224.50 |
4,340.00 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,696.00 |
4,641.00 |
4,432.25 |
|
R3 |
4,589.75 |
4,534.75 |
4,403.00 |
|
R2 |
4,483.50 |
4,483.50 |
4,393.25 |
|
R1 |
4,428.50 |
4,428.50 |
4,383.50 |
4,403.00 |
PP |
4,377.25 |
4,377.25 |
4,377.25 |
4,364.25 |
S1 |
4,322.25 |
4,322.25 |
4,364.00 |
4,296.50 |
S2 |
4,271.00 |
4,271.00 |
4,354.25 |
|
S3 |
4,164.75 |
4,216.00 |
4,344.50 |
|
S4 |
4,058.50 |
4,109.75 |
4,315.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,430.50 |
4,325.75 |
104.75 |
2.4% |
61.50 |
1.4% |
45% |
False |
False |
3,420 |
10 |
4,560.75 |
4,325.75 |
235.00 |
5.4% |
58.50 |
1.3% |
20% |
False |
False |
2,440 |
20 |
4,633.50 |
4,325.75 |
307.75 |
7.0% |
49.25 |
1.1% |
15% |
False |
False |
1,778 |
40 |
4,648.50 |
4,325.75 |
322.75 |
7.4% |
50.50 |
1.2% |
15% |
False |
False |
987 |
60 |
4,738.50 |
4,325.75 |
412.75 |
9.4% |
46.25 |
1.1% |
11% |
False |
False |
681 |
80 |
4,738.50 |
4,325.75 |
412.75 |
9.4% |
42.00 |
1.0% |
11% |
False |
False |
537 |
100 |
4,738.50 |
4,223.00 |
515.50 |
11.8% |
39.25 |
0.9% |
29% |
False |
False |
446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,656.50 |
2.618 |
4,559.50 |
1.618 |
4,500.00 |
1.000 |
4,463.25 |
0.618 |
4,440.50 |
HIGH |
4,403.75 |
0.618 |
4,381.00 |
0.500 |
4,374.00 |
0.382 |
4,367.00 |
LOW |
4,344.25 |
0.618 |
4,307.50 |
1.000 |
4,284.75 |
1.618 |
4,248.00 |
2.618 |
4,188.50 |
4.250 |
4,091.50 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,374.00 |
4,381.50 |
PP |
4,373.50 |
4,378.75 |
S1 |
4,373.25 |
4,375.75 |
|