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 |
4,374.50 |
4,312.00 |
-62.50 |
-1.4% |
4,416.00 |
High |
4,383.75 |
4,351.25 |
-32.50 |
-0.7% |
4,432.00 |
Low |
4,299.50 |
4,284.00 |
-15.50 |
-0.4% |
4,325.75 |
Close |
4,312.75 |
4,345.50 |
32.75 |
0.8% |
4,373.75 |
Range |
84.25 |
67.25 |
-17.00 |
-20.2% |
106.25 |
ATR |
54.33 |
55.25 |
0.92 |
1.7% |
0.00 |
Volume |
2,405 |
4,525 |
2,120 |
88.1% |
14,638 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,528.75 |
4,504.25 |
4,382.50 |
|
R3 |
4,461.50 |
4,437.00 |
4,364.00 |
|
R2 |
4,394.25 |
4,394.25 |
4,357.75 |
|
R1 |
4,369.75 |
4,369.75 |
4,351.75 |
4,382.00 |
PP |
4,327.00 |
4,327.00 |
4,327.00 |
4,333.00 |
S1 |
4,302.50 |
4,302.50 |
4,339.25 |
4,314.75 |
S2 |
4,259.75 |
4,259.75 |
4,333.25 |
|
S3 |
4,192.50 |
4,235.25 |
4,327.00 |
|
S4 |
4,125.25 |
4,168.00 |
4,308.50 |
|
|
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 |
4,284.00 |
135.00 |
3.1% |
65.00 |
1.5% |
46% |
False |
True |
3,313 |
10 |
4,498.00 |
4,284.00 |
214.00 |
4.9% |
62.50 |
1.4% |
29% |
False |
True |
2,905 |
20 |
4,618.25 |
4,284.00 |
334.25 |
7.7% |
52.25 |
1.2% |
18% |
False |
True |
2,087 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.4% |
52.00 |
1.2% |
17% |
False |
True |
1,154 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.5% |
47.50 |
1.1% |
14% |
False |
True |
796 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.5% |
43.25 |
1.0% |
14% |
False |
True |
621 |
100 |
4,738.50 |
4,225.50 |
513.00 |
11.8% |
40.00 |
0.9% |
23% |
False |
False |
514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,637.00 |
2.618 |
4,527.25 |
1.618 |
4,460.00 |
1.000 |
4,418.50 |
0.618 |
4,392.75 |
HIGH |
4,351.25 |
0.618 |
4,325.50 |
0.500 |
4,317.50 |
0.382 |
4,309.75 |
LOW |
4,284.00 |
0.618 |
4,242.50 |
1.000 |
4,216.75 |
1.618 |
4,175.25 |
2.618 |
4,108.00 |
4.250 |
3,998.25 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,336.25 |
4,345.00 |
PP |
4,327.00 |
4,344.50 |
S1 |
4,317.50 |
4,344.00 |
|