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 |
15,338.0 |
15,347.0 |
9.0 |
0.1% |
15,703.0 |
High |
15,440.0 |
15,348.0 |
-92.0 |
-0.6% |
15,703.0 |
Low |
15,245.0 |
15,347.0 |
102.0 |
0.7% |
15,451.0 |
Close |
15,377.0 |
15,348.0 |
-29.0 |
-0.2% |
15,693.0 |
Range |
195.0 |
1.0 |
-194.0 |
-99.5% |
252.0 |
ATR |
137.1 |
129.5 |
-7.7 |
-5.6% |
0.0 |
Volume |
41 |
5 |
-36 |
-87.8% |
61 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,350.7 |
15,350.3 |
15,348.6 |
|
R3 |
15,349.7 |
15,349.3 |
15,348.3 |
|
R2 |
15,348.7 |
15,348.7 |
15,348.2 |
|
R1 |
15,348.3 |
15,348.3 |
15,348.1 |
15,348.5 |
PP |
15,347.7 |
15,347.7 |
15,347.7 |
15,347.8 |
S1 |
15,347.3 |
15,347.3 |
15,347.9 |
15,347.5 |
S2 |
15,346.7 |
15,346.7 |
15,347.8 |
|
S3 |
15,345.7 |
15,346.3 |
15,347.7 |
|
S4 |
15,344.7 |
15,345.3 |
15,347.5 |
|
|
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% |
111.0 |
0.7% |
23% |
False |
False |
33 |
10 |
15,876.0 |
15,245.0 |
631.0 |
4.1% |
100.9 |
0.7% |
16% |
False |
False |
24 |
20 |
16,263.0 |
15,245.0 |
1,018.0 |
6.6% |
89.7 |
0.6% |
10% |
False |
False |
17 |
40 |
16,319.0 |
15,245.0 |
1,074.0 |
7.0% |
64.3 |
0.4% |
10% |
False |
False |
9 |
60 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
42.9 |
0.3% |
6% |
False |
False |
6 |
80 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
32.2 |
0.2% |
6% |
False |
False |
4 |
100 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
25.7 |
0.2% |
6% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,352.3 |
2.618 |
15,350.6 |
1.618 |
15,349.6 |
1.000 |
15,349.0 |
0.618 |
15,348.6 |
HIGH |
15,348.0 |
0.618 |
15,347.6 |
0.500 |
15,347.5 |
0.382 |
15,347.4 |
LOW |
15,347.0 |
0.618 |
15,346.4 |
1.000 |
15,346.0 |
1.618 |
15,345.4 |
2.618 |
15,344.4 |
4.250 |
15,342.8 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,347.8 |
15,394.0 |
PP |
15,347.7 |
15,378.7 |
S1 |
15,347.5 |
15,363.3 |
|