| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,045.00 |
15,234.50 |
189.50 |
1.3% |
15,164.75 |
| High |
15,351.75 |
15,405.00 |
53.25 |
0.3% |
15,351.75 |
| Low |
14,854.75 |
15,142.50 |
287.75 |
1.9% |
14,781.25 |
| Close |
15,305.00 |
15,380.25 |
75.25 |
0.5% |
15,305.00 |
| Range |
497.00 |
262.50 |
-234.50 |
-47.2% |
570.50 |
| ATR |
268.81 |
268.36 |
-0.45 |
-0.2% |
0.00 |
| Volume |
1,454 |
785 |
-669 |
-46.0% |
5,378 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,096.75 |
16,001.00 |
15,524.50 |
|
| R3 |
15,834.25 |
15,738.50 |
15,452.50 |
|
| R2 |
15,571.75 |
15,571.75 |
15,428.50 |
|
| R1 |
15,476.00 |
15,476.00 |
15,404.25 |
15,524.00 |
| PP |
15,309.25 |
15,309.25 |
15,309.25 |
15,333.25 |
| S1 |
15,213.50 |
15,213.50 |
15,356.25 |
15,261.50 |
| S2 |
15,046.75 |
15,046.75 |
15,332.00 |
|
| S3 |
14,784.25 |
14,951.00 |
15,308.00 |
|
| S4 |
14,521.75 |
14,688.50 |
15,236.00 |
|
|
| 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 |
15,405.00 |
14,781.25 |
623.75 |
4.1% |
348.75 |
2.3% |
96% |
True |
False |
1,039 |
| 10 |
15,405.00 |
14,777.50 |
627.50 |
4.1% |
302.00 |
2.0% |
96% |
True |
False |
1,050 |
| 20 |
15,919.00 |
14,777.50 |
1,141.50 |
7.4% |
261.00 |
1.7% |
53% |
False |
False |
858 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.4% |
251.25 |
1.6% |
47% |
False |
False |
489 |
| 60 |
16,436.50 |
14,777.50 |
1,659.00 |
10.8% |
230.75 |
1.5% |
36% |
False |
False |
335 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
10.8% |
195.75 |
1.3% |
36% |
False |
False |
252 |
| 100 |
16,436.50 |
14,070.00 |
2,366.50 |
15.4% |
158.75 |
1.0% |
55% |
False |
False |
201 |
| 120 |
16,436.50 |
13,222.00 |
3,214.50 |
20.9% |
132.25 |
0.9% |
67% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,520.50 |
|
2.618 |
16,092.25 |
|
1.618 |
15,829.75 |
|
1.000 |
15,667.50 |
|
0.618 |
15,567.25 |
|
HIGH |
15,405.00 |
|
0.618 |
15,304.75 |
|
0.500 |
15,273.75 |
|
0.382 |
15,242.75 |
|
LOW |
15,142.50 |
|
0.618 |
14,980.25 |
|
1.000 |
14,880.00 |
|
1.618 |
14,717.75 |
|
2.618 |
14,455.25 |
|
4.250 |
14,027.00 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,344.75 |
15,296.75 |
| PP |
15,309.25 |
15,213.25 |
| S1 |
15,273.75 |
15,130.00 |
|