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 |
33,937 |
33,432 |
-505 |
-1.5% |
34,631 |
High |
34,031 |
33,690 |
-341 |
-1.0% |
34,700 |
Low |
33,463 |
33,365 |
-98 |
-0.3% |
33,903 |
Close |
33,532 |
33,654 |
122 |
0.4% |
34,061 |
Range |
568 |
325 |
-243 |
-42.8% |
797 |
ATR |
355 |
353 |
-2 |
-0.6% |
0 |
Volume |
76 |
249 |
173 |
227.6% |
523 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,545 |
34,424 |
33,833 |
|
R3 |
34,220 |
34,099 |
33,744 |
|
R2 |
33,895 |
33,895 |
33,714 |
|
R1 |
33,774 |
33,774 |
33,684 |
33,835 |
PP |
33,570 |
33,570 |
33,570 |
33,600 |
S1 |
33,449 |
33,449 |
33,624 |
33,510 |
S2 |
33,245 |
33,245 |
33,595 |
|
S3 |
32,920 |
33,124 |
33,565 |
|
S4 |
32,595 |
32,799 |
33,475 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,612 |
36,134 |
34,499 |
|
R3 |
35,815 |
35,337 |
34,280 |
|
R2 |
35,018 |
35,018 |
34,207 |
|
R1 |
34,540 |
34,540 |
34,134 |
34,381 |
PP |
34,221 |
34,221 |
34,221 |
34,142 |
S1 |
33,743 |
33,743 |
33,988 |
33,584 |
S2 |
33,424 |
33,424 |
33,915 |
|
S3 |
32,627 |
32,946 |
33,842 |
|
S4 |
31,830 |
32,149 |
33,623 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,461 |
33,365 |
1,096 |
3.3% |
435 |
1.3% |
26% |
False |
True |
132 |
10 |
35,094 |
33,365 |
1,729 |
5.1% |
402 |
1.2% |
17% |
False |
True |
108 |
20 |
35,666 |
33,365 |
2,301 |
6.8% |
334 |
1.0% |
13% |
False |
True |
73 |
40 |
36,190 |
33,365 |
2,825 |
8.4% |
302 |
0.9% |
10% |
False |
True |
42 |
60 |
36,433 |
33,365 |
3,068 |
9.1% |
255 |
0.8% |
9% |
False |
True |
28 |
80 |
36,433 |
33,365 |
3,068 |
9.1% |
214 |
0.6% |
9% |
False |
True |
21 |
100 |
36,433 |
33,365 |
3,068 |
9.1% |
173 |
0.5% |
9% |
False |
True |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,071 |
2.618 |
34,541 |
1.618 |
34,216 |
1.000 |
34,015 |
0.618 |
33,891 |
HIGH |
33,690 |
0.618 |
33,566 |
0.500 |
33,528 |
0.382 |
33,489 |
LOW |
33,365 |
0.618 |
33,164 |
1.000 |
33,040 |
1.618 |
32,839 |
2.618 |
32,514 |
4.250 |
31,984 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
33,612 |
33,818 |
PP |
33,570 |
33,763 |
S1 |
33,528 |
33,709 |
|