| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
14,900.00 |
15,090.75 |
190.75 |
1.3% |
15,080.00 |
| High |
15,145.25 |
15,148.50 |
3.25 |
0.0% |
15,251.75 |
| Low |
14,781.25 |
14,907.25 |
126.00 |
0.9% |
14,777.50 |
| Close |
15,116.25 |
15,053.25 |
-63.00 |
-0.4% |
15,057.00 |
| Range |
364.00 |
241.25 |
-122.75 |
-33.7% |
474.25 |
| ATR |
252.03 |
251.26 |
-0.77 |
-0.3% |
0.00 |
| Volume |
1,136 |
942 |
-194 |
-17.1% |
4,921 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,760.00 |
15,648.00 |
15,186.00 |
|
| R3 |
15,518.75 |
15,406.75 |
15,119.50 |
|
| R2 |
15,277.50 |
15,277.50 |
15,097.50 |
|
| R1 |
15,165.50 |
15,165.50 |
15,075.25 |
15,101.00 |
| PP |
15,036.25 |
15,036.25 |
15,036.25 |
15,004.00 |
| S1 |
14,924.25 |
14,924.25 |
15,031.25 |
14,859.50 |
| S2 |
14,795.00 |
14,795.00 |
15,009.00 |
|
| S3 |
14,553.75 |
14,683.00 |
14,987.00 |
|
| S4 |
14,312.50 |
14,441.75 |
14,920.50 |
|
|
| 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 |
14,781.25 |
470.50 |
3.1% |
291.00 |
1.9% |
58% |
False |
False |
1,041 |
| 10 |
15,251.75 |
14,777.50 |
474.25 |
3.2% |
262.00 |
1.7% |
58% |
False |
False |
980 |
| 20 |
15,919.00 |
14,777.50 |
1,141.50 |
7.6% |
240.50 |
1.6% |
24% |
False |
False |
755 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.5% |
245.25 |
1.6% |
21% |
False |
False |
436 |
| 60 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
223.00 |
1.5% |
17% |
False |
False |
298 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
187.75 |
1.2% |
17% |
False |
False |
224 |
| 100 |
16,436.50 |
13,894.00 |
2,542.50 |
16.9% |
151.25 |
1.0% |
46% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,173.75 |
|
2.618 |
15,780.00 |
|
1.618 |
15,538.75 |
|
1.000 |
15,389.75 |
|
0.618 |
15,297.50 |
|
HIGH |
15,148.50 |
|
0.618 |
15,056.25 |
|
0.500 |
15,028.00 |
|
0.382 |
14,999.50 |
|
LOW |
14,907.25 |
|
0.618 |
14,758.25 |
|
1.000 |
14,666.00 |
|
1.618 |
14,517.00 |
|
2.618 |
14,275.75 |
|
4.250 |
13,882.00 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,044.75 |
15,036.25 |
| PP |
15,036.25 |
15,019.25 |
| S1 |
15,028.00 |
15,002.25 |
|