| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,180.50 |
14,900.00 |
-280.50 |
-1.8% |
15,080.00 |
| High |
15,223.25 |
15,145.25 |
-78.00 |
-0.5% |
15,251.75 |
| Low |
14,844.50 |
14,781.25 |
-63.25 |
-0.4% |
14,777.50 |
| Close |
14,905.25 |
15,116.25 |
211.00 |
1.4% |
15,057.00 |
| Range |
378.75 |
364.00 |
-14.75 |
-3.9% |
474.25 |
| ATR |
243.41 |
252.03 |
8.61 |
3.5% |
0.00 |
| Volume |
881 |
1,136 |
255 |
28.9% |
4,921 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,106.25 |
15,975.25 |
15,316.50 |
|
| R3 |
15,742.25 |
15,611.25 |
15,216.25 |
|
| R2 |
15,378.25 |
15,378.25 |
15,183.00 |
|
| R1 |
15,247.25 |
15,247.25 |
15,149.50 |
15,312.75 |
| PP |
15,014.25 |
15,014.25 |
15,014.25 |
15,047.00 |
| S1 |
14,883.25 |
14,883.25 |
15,083.00 |
14,948.75 |
| S2 |
14,650.25 |
14,650.25 |
15,049.50 |
|
| S3 |
14,286.25 |
14,519.25 |
15,016.25 |
|
| S4 |
13,922.25 |
14,155.25 |
14,916.00 |
|
|
| 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 |
14,781.25 |
470.50 |
3.1% |
300.75 |
2.0% |
71% |
False |
True |
1,031 |
| 10 |
15,349.75 |
14,777.50 |
572.25 |
3.8% |
269.00 |
1.8% |
59% |
False |
False |
974 |
| 20 |
15,919.00 |
14,777.50 |
1,141.50 |
7.6% |
239.25 |
1.6% |
30% |
False |
False |
711 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.5% |
246.25 |
1.6% |
26% |
False |
False |
416 |
| 60 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
219.75 |
1.5% |
20% |
False |
False |
282 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
184.75 |
1.2% |
20% |
False |
False |
212 |
| 100 |
16,436.50 |
13,814.00 |
2,622.50 |
17.3% |
148.75 |
1.0% |
50% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,692.25 |
|
2.618 |
16,098.25 |
|
1.618 |
15,734.25 |
|
1.000 |
15,509.25 |
|
0.618 |
15,370.25 |
|
HIGH |
15,145.25 |
|
0.618 |
15,006.25 |
|
0.500 |
14,963.25 |
|
0.382 |
14,920.25 |
|
LOW |
14,781.25 |
|
0.618 |
14,556.25 |
|
1.000 |
14,417.25 |
|
1.618 |
14,192.25 |
|
2.618 |
13,828.25 |
|
4.250 |
13,234.25 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,065.25 |
15,081.25 |
| PP |
15,014.25 |
15,046.25 |
| S1 |
14,963.25 |
15,011.50 |
|