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 |
15,451.0 |
15,338.0 |
-113.0 |
-0.7% |
15,703.0 |
High |
15,543.0 |
15,440.0 |
-103.0 |
-0.7% |
15,703.0 |
Low |
15,358.0 |
15,245.0 |
-113.0 |
-0.7% |
15,451.0 |
Close |
15,379.0 |
15,377.0 |
-2.0 |
0.0% |
15,693.0 |
Range |
185.0 |
195.0 |
10.0 |
5.4% |
252.0 |
ATR |
132.7 |
137.1 |
4.5 |
3.4% |
0.0 |
Volume |
31 |
41 |
10 |
32.3% |
61 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,939.0 |
15,853.0 |
15,484.3 |
|
R3 |
15,744.0 |
15,658.0 |
15,430.6 |
|
R2 |
15,549.0 |
15,549.0 |
15,412.8 |
|
R1 |
15,463.0 |
15,463.0 |
15,394.9 |
15,506.0 |
PP |
15,354.0 |
15,354.0 |
15,354.0 |
15,375.5 |
S1 |
15,268.0 |
15,268.0 |
15,359.1 |
15,311.0 |
S2 |
15,159.0 |
15,159.0 |
15,341.3 |
|
S3 |
14,964.0 |
15,073.0 |
15,323.4 |
|
S4 |
14,769.0 |
14,878.0 |
15,269.8 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,371.7 |
16,284.3 |
15,831.6 |
|
R3 |
16,119.7 |
16,032.3 |
15,762.3 |
|
R2 |
15,867.7 |
15,867.7 |
15,739.2 |
|
R1 |
15,780.3 |
15,780.3 |
15,716.1 |
15,698.0 |
PP |
15,615.7 |
15,615.7 |
15,615.7 |
15,574.5 |
S1 |
15,528.3 |
15,528.3 |
15,669.9 |
15,446.0 |
S2 |
15,363.7 |
15,363.7 |
15,646.8 |
|
S3 |
15,111.7 |
15,276.3 |
15,623.7 |
|
S4 |
14,859.7 |
15,024.3 |
15,554.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,695.0 |
15,245.0 |
450.0 |
2.9% |
151.0 |
1.0% |
29% |
False |
True |
35 |
10 |
15,978.0 |
15,245.0 |
733.0 |
4.8% |
115.7 |
0.8% |
18% |
False |
True |
26 |
20 |
16,263.0 |
15,245.0 |
1,018.0 |
6.6% |
91.4 |
0.6% |
13% |
False |
True |
17 |
40 |
16,369.0 |
15,245.0 |
1,124.0 |
7.3% |
64.3 |
0.4% |
12% |
False |
True |
9 |
60 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
42.9 |
0.3% |
8% |
False |
True |
6 |
80 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
32.1 |
0.2% |
8% |
False |
True |
4 |
100 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
25.7 |
0.2% |
8% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,268.8 |
2.618 |
15,950.5 |
1.618 |
15,755.5 |
1.000 |
15,635.0 |
0.618 |
15,560.5 |
HIGH |
15,440.0 |
0.618 |
15,365.5 |
0.500 |
15,342.5 |
0.382 |
15,319.5 |
LOW |
15,245.0 |
0.618 |
15,124.5 |
1.000 |
15,050.0 |
1.618 |
14,929.5 |
2.618 |
14,734.5 |
4.250 |
14,416.3 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,365.5 |
15,422.0 |
PP |
15,354.0 |
15,407.0 |
S1 |
15,342.5 |
15,392.0 |
|