| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,078.50 |
15,164.75 |
86.25 |
0.6% |
15,080.00 |
| High |
15,251.75 |
15,241.50 |
-10.25 |
-0.1% |
15,251.75 |
| Low |
15,003.25 |
15,019.25 |
16.00 |
0.1% |
14,777.50 |
| Close |
15,057.00 |
15,177.75 |
120.75 |
0.8% |
15,057.00 |
| Range |
248.50 |
222.25 |
-26.25 |
-10.6% |
474.25 |
| ATR |
233.83 |
233.00 |
-0.83 |
-0.4% |
0.00 |
| Volume |
1,284 |
965 |
-319 |
-24.8% |
4,921 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,813.00 |
15,717.50 |
15,300.00 |
|
| R3 |
15,590.75 |
15,495.25 |
15,238.75 |
|
| R2 |
15,368.50 |
15,368.50 |
15,218.50 |
|
| R1 |
15,273.00 |
15,273.00 |
15,198.00 |
15,320.75 |
| PP |
15,146.25 |
15,146.25 |
15,146.25 |
15,170.00 |
| S1 |
15,050.75 |
15,050.75 |
15,157.50 |
15,098.50 |
| S2 |
14,924.00 |
14,924.00 |
15,137.00 |
|
| S3 |
14,701.75 |
14,828.50 |
15,116.75 |
|
| S4 |
14,479.50 |
14,606.25 |
15,055.50 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,451.50 |
16,228.50 |
15,317.75 |
|
| R3 |
15,977.25 |
15,754.25 |
15,187.50 |
|
| R2 |
15,503.00 |
15,503.00 |
15,144.00 |
|
| R1 |
15,280.00 |
15,280.00 |
15,100.50 |
15,154.50 |
| PP |
15,028.75 |
15,028.75 |
15,028.75 |
14,966.00 |
| S1 |
14,805.75 |
14,805.75 |
15,013.50 |
14,680.00 |
| S2 |
14,554.50 |
14,554.50 |
14,970.00 |
|
| S3 |
14,080.25 |
14,331.50 |
14,926.50 |
|
| S4 |
13,606.00 |
13,857.25 |
14,796.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,251.75 |
14,777.50 |
474.25 |
3.1% |
255.25 |
1.7% |
84% |
False |
False |
1,061 |
| 10 |
15,642.50 |
14,777.50 |
865.00 |
5.7% |
245.00 |
1.6% |
46% |
False |
False |
944 |
| 20 |
15,988.00 |
14,777.50 |
1,210.50 |
8.0% |
220.00 |
1.4% |
33% |
False |
False |
617 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.5% |
237.50 |
1.6% |
31% |
False |
False |
368 |
| 60 |
16,436.50 |
14,777.50 |
1,659.00 |
10.9% |
211.00 |
1.4% |
24% |
False |
False |
249 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
10.9% |
175.50 |
1.2% |
24% |
False |
False |
187 |
| 100 |
16,436.50 |
13,814.00 |
2,622.50 |
17.3% |
141.50 |
0.9% |
52% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,186.00 |
|
2.618 |
15,823.25 |
|
1.618 |
15,601.00 |
|
1.000 |
15,463.75 |
|
0.618 |
15,378.75 |
|
HIGH |
15,241.50 |
|
0.618 |
15,156.50 |
|
0.500 |
15,130.50 |
|
0.382 |
15,104.25 |
|
LOW |
15,019.25 |
|
0.618 |
14,882.00 |
|
1.000 |
14,797.00 |
|
1.618 |
14,659.75 |
|
2.618 |
14,437.50 |
|
4.250 |
14,074.75 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,162.00 |
15,135.25 |
| PP |
15,146.25 |
15,092.75 |
| S1 |
15,130.50 |
15,050.25 |
|