Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,164.75 |
15,180.50 |
15.75 |
0.1% |
15,080.00 |
High |
15,241.50 |
15,223.25 |
-18.25 |
-0.1% |
15,251.75 |
Low |
15,019.25 |
14,844.50 |
-174.75 |
-1.2% |
14,777.50 |
Close |
15,177.75 |
14,905.25 |
-272.50 |
-1.8% |
15,057.00 |
Range |
222.25 |
378.75 |
156.50 |
70.4% |
474.25 |
ATR |
233.00 |
243.41 |
10.41 |
4.5% |
0.00 |
Volume |
965 |
881 |
-84 |
-8.7% |
4,921 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,127.25 |
15,895.00 |
15,113.50 |
|
R3 |
15,748.50 |
15,516.25 |
15,009.50 |
|
R2 |
15,369.75 |
15,369.75 |
14,974.75 |
|
R1 |
15,137.50 |
15,137.50 |
14,940.00 |
15,064.25 |
PP |
14,991.00 |
14,991.00 |
14,991.00 |
14,954.50 |
S1 |
14,758.75 |
14,758.75 |
14,870.50 |
14,685.50 |
S2 |
14,612.25 |
14,612.25 |
14,835.75 |
|
S3 |
14,233.50 |
14,380.00 |
14,801.00 |
|
S4 |
13,854.75 |
14,001.25 |
14,697.00 |
|
|
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 |
3.2% |
274.50 |
1.8% |
27% |
False |
False |
1,061 |
10 |
15,637.00 |
14,777.50 |
859.50 |
5.8% |
263.50 |
1.8% |
15% |
False |
False |
942 |
20 |
15,922.25 |
14,777.50 |
1,144.75 |
7.7% |
231.25 |
1.6% |
11% |
False |
False |
659 |
40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.6% |
243.50 |
1.6% |
10% |
False |
False |
389 |
60 |
16,436.50 |
14,777.50 |
1,659.00 |
11.1% |
215.75 |
1.4% |
8% |
False |
False |
263 |
80 |
16,436.50 |
14,777.50 |
1,659.00 |
11.1% |
180.25 |
1.2% |
8% |
False |
False |
198 |
100 |
16,436.50 |
13,814.00 |
2,622.50 |
17.6% |
145.25 |
1.0% |
42% |
False |
False |
158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,833.00 |
2.618 |
16,214.75 |
1.618 |
15,836.00 |
1.000 |
15,602.00 |
0.618 |
15,457.25 |
HIGH |
15,223.25 |
0.618 |
15,078.50 |
0.500 |
15,034.00 |
0.382 |
14,989.25 |
LOW |
14,844.50 |
0.618 |
14,610.50 |
1.000 |
14,465.75 |
1.618 |
14,231.75 |
2.618 |
13,853.00 |
4.250 |
13,234.75 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,034.00 |
15,048.00 |
PP |
14,991.00 |
15,000.50 |
S1 |
14,948.00 |
14,953.00 |
|