Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,338.25 |
4,335.50 |
-2.75 |
-0.1% |
4,393.25 |
High |
4,349.25 |
4,407.75 |
58.50 |
1.3% |
4,407.75 |
Low |
4,305.50 |
4,290.75 |
-14.75 |
-0.3% |
4,284.00 |
Close |
4,338.50 |
4,390.25 |
51.75 |
1.2% |
4,390.25 |
Range |
43.75 |
117.00 |
73.25 |
167.4% |
123.75 |
ATR |
54.43 |
58.90 |
4.47 |
8.2% |
0.00 |
Volume |
3,235 |
4,141 |
906 |
28.0% |
18,352 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,714.00 |
4,669.00 |
4,454.50 |
|
R3 |
4,597.00 |
4,552.00 |
4,422.50 |
|
R2 |
4,480.00 |
4,480.00 |
4,411.75 |
|
R1 |
4,435.00 |
4,435.00 |
4,401.00 |
4,457.50 |
PP |
4,363.00 |
4,363.00 |
4,363.00 |
4,374.00 |
S1 |
4,318.00 |
4,318.00 |
4,379.50 |
4,340.50 |
S2 |
4,246.00 |
4,246.00 |
4,368.75 |
|
S3 |
4,129.00 |
4,201.00 |
4,358.00 |
|
S4 |
4,012.00 |
4,084.00 |
4,326.00 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,732.00 |
4,684.75 |
4,458.25 |
|
R3 |
4,608.25 |
4,561.00 |
4,424.25 |
|
R2 |
4,484.50 |
4,484.50 |
4,413.00 |
|
R1 |
4,437.25 |
4,437.25 |
4,401.50 |
4,399.00 |
PP |
4,360.75 |
4,360.75 |
4,360.75 |
4,341.50 |
S1 |
4,313.50 |
4,313.50 |
4,379.00 |
4,275.25 |
S2 |
4,237.00 |
4,237.00 |
4,367.50 |
|
S3 |
4,113.25 |
4,189.75 |
4,356.25 |
|
S4 |
3,989.50 |
4,066.00 |
4,322.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,407.75 |
4,284.00 |
123.75 |
2.8% |
74.25 |
1.7% |
86% |
True |
False |
3,670 |
10 |
4,432.00 |
4,284.00 |
148.00 |
3.4% |
66.50 |
1.5% |
72% |
False |
False |
3,299 |
20 |
4,618.25 |
4,284.00 |
334.25 |
7.6% |
57.00 |
1.3% |
32% |
False |
False |
2,422 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.3% |
52.75 |
1.2% |
29% |
False |
False |
1,328 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.4% |
49.50 |
1.1% |
23% |
False |
False |
916 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.4% |
44.75 |
1.0% |
23% |
False |
False |
700 |
100 |
4,738.50 |
4,233.00 |
505.50 |
11.5% |
41.00 |
0.9% |
31% |
False |
False |
587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,905.00 |
2.618 |
4,714.00 |
1.618 |
4,597.00 |
1.000 |
4,524.75 |
0.618 |
4,480.00 |
HIGH |
4,407.75 |
0.618 |
4,363.00 |
0.500 |
4,349.25 |
0.382 |
4,335.50 |
LOW |
4,290.75 |
0.618 |
4,218.50 |
1.000 |
4,173.75 |
1.618 |
4,101.50 |
2.618 |
3,984.50 |
4.250 |
3,793.50 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,376.50 |
4,375.50 |
PP |
4,363.00 |
4,360.75 |
S1 |
4,349.25 |
4,346.00 |
|