Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,393.25 |
4,374.50 |
-18.75 |
-0.4% |
4,416.00 |
High |
4,403.75 |
4,383.75 |
-20.00 |
-0.5% |
4,432.00 |
Low |
4,344.25 |
4,299.50 |
-44.75 |
-1.0% |
4,325.75 |
Close |
4,372.75 |
4,312.75 |
-60.00 |
-1.4% |
4,373.75 |
Range |
59.50 |
84.25 |
24.75 |
41.6% |
106.25 |
ATR |
52.03 |
54.33 |
2.30 |
4.4% |
0.00 |
Volume |
4,046 |
2,405 |
-1,641 |
-40.6% |
14,638 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,584.75 |
4,533.00 |
4,359.00 |
|
R3 |
4,500.50 |
4,448.75 |
4,336.00 |
|
R2 |
4,416.25 |
4,416.25 |
4,328.25 |
|
R1 |
4,364.50 |
4,364.50 |
4,320.50 |
4,348.25 |
PP |
4,332.00 |
4,332.00 |
4,332.00 |
4,324.00 |
S1 |
4,280.25 |
4,280.25 |
4,305.00 |
4,264.00 |
S2 |
4,247.75 |
4,247.75 |
4,297.25 |
|
S3 |
4,163.50 |
4,196.00 |
4,289.50 |
|
S4 |
4,079.25 |
4,111.75 |
4,266.50 |
|
|
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 |
4,419.00 |
4,299.50 |
119.50 |
2.8% |
63.25 |
1.5% |
11% |
False |
True |
3,279 |
10 |
4,558.75 |
4,299.50 |
259.25 |
6.0% |
62.25 |
1.4% |
5% |
False |
True |
2,569 |
20 |
4,618.25 |
4,299.50 |
318.75 |
7.4% |
51.75 |
1.2% |
4% |
False |
True |
1,886 |
40 |
4,648.50 |
4,299.50 |
349.00 |
8.1% |
51.75 |
1.2% |
4% |
False |
True |
1,041 |
60 |
4,738.50 |
4,299.50 |
439.00 |
10.2% |
47.00 |
1.1% |
3% |
False |
True |
721 |
80 |
4,738.50 |
4,299.50 |
439.00 |
10.2% |
42.75 |
1.0% |
3% |
False |
True |
567 |
100 |
4,738.50 |
4,225.50 |
513.00 |
11.9% |
39.50 |
0.9% |
17% |
False |
False |
468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,741.75 |
2.618 |
4,604.25 |
1.618 |
4,520.00 |
1.000 |
4,468.00 |
0.618 |
4,435.75 |
HIGH |
4,383.75 |
0.618 |
4,351.50 |
0.500 |
4,341.50 |
0.382 |
4,331.75 |
LOW |
4,299.50 |
0.618 |
4,247.50 |
1.000 |
4,215.25 |
1.618 |
4,163.25 |
2.618 |
4,079.00 |
4.250 |
3,941.50 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,341.50 |
4,359.25 |
PP |
4,332.00 |
4,343.75 |
S1 |
4,322.50 |
4,328.25 |
|