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 |
28,685 |
28,535 |
-150 |
-0.5% |
27,540 |
High |
28,715 |
29,015 |
300 |
1.0% |
28,315 |
Low |
28,320 |
28,425 |
105 |
0.4% |
27,100 |
Close |
28,685 |
28,535 |
-150 |
-0.5% |
28,125 |
Range |
395 |
590 |
195 |
49.4% |
1,215 |
ATR |
648 |
644 |
-4 |
-0.6% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,428 |
30,072 |
28,860 |
|
R3 |
29,838 |
29,482 |
28,697 |
|
R2 |
29,248 |
29,248 |
28,643 |
|
R1 |
28,892 |
28,892 |
28,589 |
28,830 |
PP |
28,658 |
28,658 |
28,658 |
28,628 |
S1 |
28,302 |
28,302 |
28,481 |
28,240 |
S2 |
28,068 |
28,068 |
28,427 |
|
S3 |
27,478 |
27,712 |
28,373 |
|
S4 |
26,888 |
27,122 |
28,211 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,492 |
31,023 |
28,793 |
|
R3 |
30,277 |
29,808 |
28,459 |
|
R2 |
29,062 |
29,062 |
28,348 |
|
R1 |
28,593 |
28,593 |
28,236 |
28,828 |
PP |
27,847 |
27,847 |
27,847 |
27,964 |
S1 |
27,378 |
27,378 |
28,014 |
27,613 |
S2 |
26,632 |
26,632 |
27,902 |
|
S3 |
25,417 |
26,163 |
27,791 |
|
S4 |
24,202 |
24,948 |
27,457 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,580 |
27,890 |
1,690 |
5.9% |
415 |
1.5% |
38% |
False |
False |
1 |
10 |
29,580 |
27,100 |
2,480 |
8.7% |
414 |
1.5% |
58% |
False |
False |
|
20 |
29,580 |
26,025 |
3,555 |
12.5% |
395 |
1.4% |
71% |
False |
False |
|
40 |
31,090 |
26,025 |
5,065 |
17.8% |
354 |
1.2% |
50% |
False |
False |
|
60 |
33,700 |
26,025 |
7,675 |
26.9% |
309 |
1.1% |
33% |
False |
False |
|
80 |
33,700 |
26,025 |
7,675 |
26.9% |
329 |
1.2% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,523 |
2.618 |
30,560 |
1.618 |
29,970 |
1.000 |
29,605 |
0.618 |
29,380 |
HIGH |
29,015 |
0.618 |
28,790 |
0.500 |
28,720 |
0.382 |
28,650 |
LOW |
28,425 |
0.618 |
28,060 |
1.000 |
27,835 |
1.618 |
27,470 |
2.618 |
26,880 |
4.250 |
25,918 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
28,720 |
28,645 |
PP |
28,658 |
28,608 |
S1 |
28,597 |
28,572 |
|