| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,090.75 |
15,045.00 |
-45.75 |
-0.3% |
15,164.75 |
| High |
15,148.50 |
15,351.75 |
203.25 |
1.3% |
15,351.75 |
| Low |
14,907.25 |
14,854.75 |
-52.50 |
-0.4% |
14,781.25 |
| Close |
15,053.25 |
15,305.00 |
251.75 |
1.7% |
15,305.00 |
| Range |
241.25 |
497.00 |
255.75 |
106.0% |
570.50 |
| ATR |
251.26 |
268.81 |
17.55 |
7.0% |
0.00 |
| Volume |
942 |
1,454 |
512 |
54.4% |
5,378 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,661.50 |
16,480.25 |
15,578.25 |
|
| R3 |
16,164.50 |
15,983.25 |
15,441.75 |
|
| R2 |
15,667.50 |
15,667.50 |
15,396.00 |
|
| R1 |
15,486.25 |
15,486.25 |
15,350.50 |
15,577.00 |
| PP |
15,170.50 |
15,170.50 |
15,170.50 |
15,215.75 |
| S1 |
14,989.25 |
14,989.25 |
15,259.50 |
15,080.00 |
| S2 |
14,673.50 |
14,673.50 |
15,214.00 |
|
| S3 |
14,176.50 |
14,492.25 |
15,168.25 |
|
| S4 |
13,679.50 |
13,995.25 |
15,031.75 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,857.50 |
16,651.75 |
15,618.75 |
|
| R3 |
16,287.00 |
16,081.25 |
15,462.00 |
|
| R2 |
15,716.50 |
15,716.50 |
15,409.50 |
|
| R1 |
15,510.75 |
15,510.75 |
15,357.25 |
15,613.50 |
| PP |
15,146.00 |
15,146.00 |
15,146.00 |
15,197.50 |
| S1 |
14,940.25 |
14,940.25 |
15,252.75 |
15,043.00 |
| S2 |
14,575.50 |
14,575.50 |
15,200.50 |
|
| S3 |
14,005.00 |
14,369.75 |
15,148.00 |
|
| S4 |
13,434.50 |
13,799.25 |
14,991.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,351.75 |
14,781.25 |
570.50 |
3.7% |
340.75 |
2.2% |
92% |
True |
False |
1,075 |
| 10 |
15,351.75 |
14,777.50 |
574.25 |
3.8% |
292.75 |
1.9% |
92% |
True |
False |
1,029 |
| 20 |
15,919.00 |
14,777.50 |
1,141.50 |
7.5% |
257.75 |
1.7% |
46% |
False |
False |
823 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.4% |
250.00 |
1.6% |
41% |
False |
False |
470 |
| 60 |
16,436.50 |
14,777.50 |
1,659.00 |
10.8% |
228.75 |
1.5% |
32% |
False |
False |
322 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
10.8% |
194.00 |
1.3% |
32% |
False |
False |
242 |
| 100 |
16,436.50 |
13,910.00 |
2,526.50 |
16.5% |
156.25 |
1.0% |
55% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,464.00 |
|
2.618 |
16,653.00 |
|
1.618 |
16,156.00 |
|
1.000 |
15,848.75 |
|
0.618 |
15,659.00 |
|
HIGH |
15,351.75 |
|
0.618 |
15,162.00 |
|
0.500 |
15,103.25 |
|
0.382 |
15,044.50 |
|
LOW |
14,854.75 |
|
0.618 |
14,547.50 |
|
1.000 |
14,357.75 |
|
1.618 |
14,050.50 |
|
2.618 |
13,553.50 |
|
4.250 |
12,742.50 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,237.75 |
15,225.50 |
| PP |
15,170.50 |
15,146.00 |
| S1 |
15,103.25 |
15,066.50 |
|