Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,850.01 |
14,712.16 |
-137.85 |
-0.9% |
14,663.02 |
High |
14,901.85 |
14,892.18 |
-9.67 |
-0.1% |
14,901.85 |
Low |
14,664.78 |
14,701.52 |
36.74 |
0.3% |
14,432.60 |
Close |
14,715.24 |
14,837.57 |
122.33 |
0.8% |
14,715.24 |
Range |
237.07 |
190.66 |
-46.41 |
-19.6% |
469.25 |
ATR |
215.91 |
214.10 |
-1.80 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,382.40 |
15,300.65 |
14,942.43 |
|
R3 |
15,191.74 |
15,109.99 |
14,890.00 |
|
R2 |
15,001.08 |
15,001.08 |
14,872.52 |
|
R1 |
14,919.33 |
14,919.33 |
14,855.05 |
14,960.21 |
PP |
14,810.42 |
14,810.42 |
14,810.42 |
14,830.86 |
S1 |
14,728.67 |
14,728.67 |
14,820.09 |
14,769.55 |
S2 |
14,619.76 |
14,619.76 |
14,802.62 |
|
S3 |
14,429.10 |
14,538.01 |
14,785.14 |
|
S4 |
14,238.44 |
14,347.35 |
14,732.71 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,090.98 |
15,872.36 |
14,973.33 |
|
R3 |
15,621.73 |
15,403.11 |
14,844.28 |
|
R2 |
15,152.48 |
15,152.48 |
14,801.27 |
|
R1 |
14,933.86 |
14,933.86 |
14,758.25 |
15,043.17 |
PP |
14,683.23 |
14,683.23 |
14,683.23 |
14,737.89 |
S1 |
14,464.61 |
14,464.61 |
14,672.23 |
14,573.92 |
S2 |
14,213.98 |
14,213.98 |
14,629.21 |
|
S3 |
13,744.73 |
13,995.36 |
14,586.20 |
|
S4 |
13,275.48 |
13,526.11 |
14,457.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,901.85 |
14,432.60 |
469.25 |
3.2% |
220.51 |
1.5% |
86% |
False |
False |
|
10 |
15,245.19 |
14,432.60 |
812.59 |
5.5% |
201.07 |
1.4% |
50% |
False |
False |
|
20 |
15,556.85 |
14,432.60 |
1,124.25 |
7.6% |
182.35 |
1.2% |
36% |
False |
False |
|
40 |
15,618.04 |
14,432.60 |
1,185.44 |
8.0% |
197.59 |
1.3% |
34% |
False |
False |
|
60 |
15,932.05 |
14,432.60 |
1,499.45 |
10.1% |
195.24 |
1.3% |
27% |
False |
False |
|
80 |
15,932.05 |
14,316.74 |
1,615.31 |
10.9% |
193.48 |
1.3% |
32% |
False |
False |
|
100 |
15,932.05 |
13,204.79 |
2,727.26 |
18.4% |
190.33 |
1.3% |
60% |
False |
False |
|
120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.6% |
185.97 |
1.3% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,702.49 |
2.618 |
15,391.33 |
1.618 |
15,200.67 |
1.000 |
15,082.84 |
0.618 |
15,010.01 |
HIGH |
14,892.18 |
0.618 |
14,819.35 |
0.500 |
14,796.85 |
0.382 |
14,774.35 |
LOW |
14,701.52 |
0.618 |
14,583.69 |
1.000 |
14,510.86 |
1.618 |
14,393.03 |
2.618 |
14,202.37 |
4.250 |
13,891.22 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,824.00 |
14,793.72 |
PP |
14,810.42 |
14,749.86 |
S1 |
14,796.85 |
14,706.01 |
|