| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,879.1 |
1,873.0 |
-6.1 |
-0.3% |
1,901.8 |
| High |
1,879.8 |
1,886.3 |
6.5 |
0.3% |
1,902.1 |
| Low |
1,864.8 |
1,861.7 |
-3.1 |
-0.2% |
1,861.7 |
| Close |
1,869.2 |
1,882.9 |
13.7 |
0.7% |
1,882.9 |
| Range |
15.0 |
24.6 |
9.6 |
64.0% |
40.4 |
| ATR |
17.5 |
18.0 |
0.5 |
2.9% |
0.0 |
| Volume |
3,583 |
3,878 |
295 |
8.2% |
12,737 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,950.8 |
1,941.4 |
1,896.4 |
|
| R3 |
1,926.2 |
1,916.8 |
1,889.7 |
|
| R2 |
1,901.6 |
1,901.6 |
1,887.4 |
|
| R1 |
1,892.2 |
1,892.2 |
1,885.2 |
1,896.9 |
| PP |
1,877.0 |
1,877.0 |
1,877.0 |
1,879.3 |
| S1 |
1,867.6 |
1,867.6 |
1,880.6 |
1,872.3 |
| S2 |
1,852.4 |
1,852.4 |
1,878.4 |
|
| S3 |
1,827.8 |
1,843.0 |
1,876.1 |
|
| S4 |
1,803.2 |
1,818.4 |
1,869.4 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.4 |
1,983.6 |
1,905.1 |
|
| R3 |
1,963.0 |
1,943.2 |
1,894.0 |
|
| R2 |
1,922.6 |
1,922.6 |
1,890.3 |
|
| R1 |
1,902.8 |
1,902.8 |
1,886.6 |
1,892.5 |
| PP |
1,882.2 |
1,882.2 |
1,882.2 |
1,877.1 |
| S1 |
1,862.4 |
1,862.4 |
1,879.2 |
1,852.1 |
| S2 |
1,841.8 |
1,841.8 |
1,875.5 |
|
| S3 |
1,801.4 |
1,822.0 |
1,871.8 |
|
| S4 |
1,761.0 |
1,781.6 |
1,860.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,902.1 |
1,861.7 |
40.4 |
2.1% |
18.1 |
1.0% |
52% |
False |
True |
2,547 |
| 10 |
1,985.2 |
1,861.7 |
123.5 |
6.6% |
20.7 |
1.1% |
17% |
False |
True |
2,142 |
| 20 |
2,007.5 |
1,861.7 |
145.8 |
7.7% |
16.7 |
0.9% |
15% |
False |
True |
1,553 |
| 40 |
2,018.8 |
1,861.7 |
157.1 |
8.3% |
15.3 |
0.8% |
13% |
False |
True |
1,033 |
| 60 |
2,065.5 |
1,861.7 |
203.8 |
10.8% |
15.7 |
0.8% |
10% |
False |
True |
867 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.8% |
16.3 |
0.9% |
10% |
False |
True |
752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,990.9 |
|
2.618 |
1,950.7 |
|
1.618 |
1,926.1 |
|
1.000 |
1,910.9 |
|
0.618 |
1,901.5 |
|
HIGH |
1,886.3 |
|
0.618 |
1,876.9 |
|
0.500 |
1,874.0 |
|
0.382 |
1,871.1 |
|
LOW |
1,861.7 |
|
0.618 |
1,846.5 |
|
1.000 |
1,837.1 |
|
1.618 |
1,821.9 |
|
2.618 |
1,797.3 |
|
4.250 |
1,757.2 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,879.9 |
1,879.9 |
| PP |
1,877.0 |
1,877.0 |
| S1 |
1,874.0 |
1,874.0 |
|