| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,873.0 |
1,900.5 |
27.5 |
1.5% |
1,901.8 |
| High |
1,886.3 |
1,913.2 |
26.9 |
1.4% |
1,902.1 |
| Low |
1,861.7 |
1,895.6 |
33.9 |
1.8% |
1,861.7 |
| Close |
1,882.9 |
1,902.1 |
19.2 |
1.0% |
1,882.9 |
| Range |
24.6 |
17.6 |
-7.0 |
-28.5% |
40.4 |
| ATR |
18.0 |
18.9 |
0.9 |
4.9% |
0.0 |
| Volume |
3,878 |
2,235 |
-1,643 |
-42.4% |
12,737 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,956.4 |
1,946.9 |
1,911.8 |
|
| R3 |
1,938.8 |
1,929.3 |
1,906.9 |
|
| R2 |
1,921.2 |
1,921.2 |
1,905.3 |
|
| R1 |
1,911.7 |
1,911.7 |
1,903.7 |
1,916.5 |
| PP |
1,903.6 |
1,903.6 |
1,903.6 |
1,906.0 |
| S1 |
1,894.1 |
1,894.1 |
1,900.5 |
1,898.9 |
| S2 |
1,886.0 |
1,886.0 |
1,898.9 |
|
| S3 |
1,868.4 |
1,876.5 |
1,897.3 |
|
| S4 |
1,850.8 |
1,858.9 |
1,892.4 |
|
|
| 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 |
1,913.2 |
1,861.7 |
51.5 |
2.7% |
17.3 |
0.9% |
78% |
True |
False |
2,666 |
| 10 |
1,973.6 |
1,861.7 |
111.9 |
5.9% |
21.2 |
1.1% |
36% |
False |
False |
2,254 |
| 20 |
2,007.5 |
1,861.7 |
145.8 |
7.7% |
16.8 |
0.9% |
28% |
False |
False |
1,624 |
| 40 |
2,018.8 |
1,861.7 |
157.1 |
8.3% |
15.5 |
0.8% |
26% |
False |
False |
1,085 |
| 60 |
2,065.5 |
1,861.7 |
203.8 |
10.7% |
15.9 |
0.8% |
20% |
False |
False |
892 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.7% |
16.3 |
0.9% |
20% |
False |
False |
777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,988.0 |
|
2.618 |
1,959.3 |
|
1.618 |
1,941.7 |
|
1.000 |
1,930.8 |
|
0.618 |
1,924.1 |
|
HIGH |
1,913.2 |
|
0.618 |
1,906.5 |
|
0.500 |
1,904.4 |
|
0.382 |
1,902.3 |
|
LOW |
1,895.6 |
|
0.618 |
1,884.7 |
|
1.000 |
1,878.0 |
|
1.618 |
1,867.1 |
|
2.618 |
1,849.5 |
|
4.250 |
1,820.8 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,904.4 |
1,897.2 |
| PP |
1,903.6 |
1,892.3 |
| S1 |
1,902.9 |
1,887.5 |
|