Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,712.16 |
14,744.29 |
32.13 |
0.2% |
14,663.02 |
High |
14,892.18 |
14,819.87 |
-72.31 |
-0.5% |
14,901.85 |
Low |
14,701.52 |
14,504.14 |
-197.38 |
-1.3% |
14,432.60 |
Close |
14,837.57 |
14,565.62 |
-271.95 |
-1.8% |
14,715.24 |
Range |
190.66 |
315.73 |
125.07 |
65.6% |
469.25 |
ATR |
214.10 |
222.63 |
8.52 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,577.07 |
15,387.07 |
14,739.27 |
|
R3 |
15,261.34 |
15,071.34 |
14,652.45 |
|
R2 |
14,945.61 |
14,945.61 |
14,623.50 |
|
R1 |
14,755.61 |
14,755.61 |
14,594.56 |
14,692.75 |
PP |
14,629.88 |
14,629.88 |
14,629.88 |
14,598.44 |
S1 |
14,439.88 |
14,439.88 |
14,536.68 |
14,377.02 |
S2 |
14,314.15 |
14,314.15 |
14,507.74 |
|
S3 |
13,998.42 |
14,124.15 |
14,478.79 |
|
S4 |
13,682.69 |
13,808.42 |
14,391.97 |
|
|
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% |
249.10 |
1.7% |
28% |
False |
False |
|
10 |
15,245.19 |
14,432.60 |
812.59 |
5.6% |
217.59 |
1.5% |
16% |
False |
False |
|
20 |
15,512.82 |
14,432.60 |
1,080.22 |
7.4% |
191.36 |
1.3% |
12% |
False |
False |
|
40 |
15,618.04 |
14,432.60 |
1,185.44 |
8.1% |
201.68 |
1.4% |
11% |
False |
False |
|
60 |
15,932.05 |
14,432.60 |
1,499.45 |
10.3% |
198.15 |
1.4% |
9% |
False |
False |
|
80 |
15,932.05 |
14,432.60 |
1,499.45 |
10.3% |
195.10 |
1.3% |
9% |
False |
False |
|
100 |
15,932.05 |
13,256.56 |
2,675.49 |
18.4% |
191.69 |
1.3% |
49% |
False |
False |
|
120 |
15,932.05 |
12,724.62 |
3,207.43 |
22.0% |
186.61 |
1.3% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,161.72 |
2.618 |
15,646.45 |
1.618 |
15,330.72 |
1.000 |
15,135.60 |
0.618 |
15,014.99 |
HIGH |
14,819.87 |
0.618 |
14,699.26 |
0.500 |
14,662.01 |
0.382 |
14,624.75 |
LOW |
14,504.14 |
0.618 |
14,309.02 |
1.000 |
14,188.41 |
1.618 |
13,993.29 |
2.618 |
13,677.56 |
4.250 |
13,162.29 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,662.01 |
14,703.00 |
PP |
14,629.88 |
14,657.20 |
S1 |
14,597.75 |
14,611.41 |
|