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 |
4,312.00 |
4,338.25 |
26.25 |
0.6% |
4,416.00 |
High |
4,351.25 |
4,349.25 |
-2.00 |
0.0% |
4,432.00 |
Low |
4,284.00 |
4,305.50 |
21.50 |
0.5% |
4,325.75 |
Close |
4,345.50 |
4,338.50 |
-7.00 |
-0.2% |
4,373.75 |
Range |
67.25 |
43.75 |
-23.50 |
-34.9% |
106.25 |
ATR |
55.25 |
54.43 |
-0.82 |
-1.5% |
0.00 |
Volume |
4,525 |
3,235 |
-1,290 |
-28.5% |
14,638 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,462.25 |
4,444.25 |
4,362.50 |
|
R3 |
4,418.50 |
4,400.50 |
4,350.50 |
|
R2 |
4,374.75 |
4,374.75 |
4,346.50 |
|
R1 |
4,356.75 |
4,356.75 |
4,342.50 |
4,365.75 |
PP |
4,331.00 |
4,331.00 |
4,331.00 |
4,335.50 |
S1 |
4,313.00 |
4,313.00 |
4,334.50 |
4,322.00 |
S2 |
4,287.25 |
4,287.25 |
4,330.50 |
|
S3 |
4,243.50 |
4,269.25 |
4,326.50 |
|
S4 |
4,199.75 |
4,225.50 |
4,314.50 |
|
|
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% |
62.75 |
1.4% |
40% |
False |
False |
3,458 |
10 |
4,448.00 |
4,284.00 |
164.00 |
3.8% |
58.75 |
1.4% |
33% |
False |
False |
3,055 |
20 |
4,618.25 |
4,284.00 |
334.25 |
7.7% |
52.75 |
1.2% |
16% |
False |
False |
2,241 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.4% |
51.75 |
1.2% |
15% |
False |
False |
1,231 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.5% |
48.00 |
1.1% |
12% |
False |
False |
849 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.5% |
43.50 |
1.0% |
12% |
False |
False |
648 |
100 |
4,738.50 |
4,233.00 |
505.50 |
11.7% |
40.00 |
0.9% |
21% |
False |
False |
546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,535.25 |
2.618 |
4,463.75 |
1.618 |
4,420.00 |
1.000 |
4,393.00 |
0.618 |
4,376.25 |
HIGH |
4,349.25 |
0.618 |
4,332.50 |
0.500 |
4,327.50 |
0.382 |
4,322.25 |
LOW |
4,305.50 |
0.618 |
4,278.50 |
1.000 |
4,261.75 |
1.618 |
4,234.75 |
2.618 |
4,191.00 |
4.250 |
4,119.50 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,334.75 |
4,337.00 |
PP |
4,331.00 |
4,335.50 |
S1 |
4,327.50 |
4,334.00 |
|