Trading Metrics calculated at close of trading on 09-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,335.50 |
4,364.50 |
29.00 |
0.7% |
4,393.25 |
High |
4,407.75 |
4,423.50 |
15.75 |
0.4% |
4,407.75 |
Low |
4,290.75 |
4,348.25 |
57.50 |
1.3% |
4,284.00 |
Close |
4,390.25 |
4,417.00 |
26.75 |
0.6% |
4,390.25 |
Range |
117.00 |
75.25 |
-41.75 |
-35.7% |
123.75 |
ATR |
58.90 |
60.07 |
1.17 |
2.0% |
0.00 |
Volume |
4,141 |
2,259 |
-1,882 |
-45.4% |
18,352 |
|
Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,622.00 |
4,594.75 |
4,458.50 |
|
R3 |
4,546.75 |
4,519.50 |
4,437.75 |
|
R2 |
4,471.50 |
4,471.50 |
4,430.75 |
|
R1 |
4,444.25 |
4,444.25 |
4,424.00 |
4,458.00 |
PP |
4,396.25 |
4,396.25 |
4,396.25 |
4,403.00 |
S1 |
4,369.00 |
4,369.00 |
4,410.00 |
4,382.50 |
S2 |
4,321.00 |
4,321.00 |
4,403.25 |
|
S3 |
4,245.75 |
4,293.75 |
4,396.25 |
|
S4 |
4,170.50 |
4,218.50 |
4,375.50 |
|
|
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 |
4,423.50 |
4,284.00 |
139.50 |
3.2% |
77.50 |
1.8% |
95% |
True |
False |
3,313 |
10 |
4,430.50 |
4,284.00 |
146.50 |
3.3% |
69.50 |
1.6% |
91% |
False |
False |
3,366 |
20 |
4,618.25 |
4,284.00 |
334.25 |
7.6% |
59.00 |
1.3% |
40% |
False |
False |
2,510 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.3% |
53.75 |
1.2% |
36% |
False |
False |
1,384 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.3% |
50.25 |
1.1% |
29% |
False |
False |
953 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.3% |
45.25 |
1.0% |
29% |
False |
False |
728 |
100 |
4,738.50 |
4,244.25 |
494.25 |
11.2% |
41.50 |
0.9% |
35% |
False |
False |
609 |
120 |
4,738.50 |
4,175.00 |
563.50 |
12.8% |
38.25 |
0.9% |
43% |
False |
False |
516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,743.25 |
2.618 |
4,620.50 |
1.618 |
4,545.25 |
1.000 |
4,498.75 |
0.618 |
4,470.00 |
HIGH |
4,423.50 |
0.618 |
4,394.75 |
0.500 |
4,386.00 |
0.382 |
4,377.00 |
LOW |
4,348.25 |
0.618 |
4,301.75 |
1.000 |
4,273.00 |
1.618 |
4,226.50 |
2.618 |
4,151.25 |
4.250 |
4,028.50 |
|
|
Fisher Pivots for day following 09-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,406.50 |
4,397.00 |
PP |
4,396.25 |
4,377.00 |
S1 |
4,386.00 |
4,357.00 |
|