Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,744.29 |
14,619.68 |
-124.61 |
-0.8% |
14,663.02 |
High |
14,819.87 |
14,803.04 |
-16.83 |
-0.1% |
14,901.85 |
Low |
14,504.14 |
14,592.56 |
88.42 |
0.6% |
14,432.60 |
Close |
14,565.62 |
14,776.25 |
210.63 |
1.4% |
14,715.24 |
Range |
315.73 |
210.48 |
-105.25 |
-33.3% |
469.25 |
ATR |
222.63 |
223.68 |
1.06 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,355.39 |
15,276.30 |
14,892.01 |
|
R3 |
15,144.91 |
15,065.82 |
14,834.13 |
|
R2 |
14,934.43 |
14,934.43 |
14,814.84 |
|
R1 |
14,855.34 |
14,855.34 |
14,795.54 |
14,894.89 |
PP |
14,723.95 |
14,723.95 |
14,723.95 |
14,743.72 |
S1 |
14,644.86 |
14,644.86 |
14,756.96 |
14,684.41 |
S2 |
14,513.47 |
14,513.47 |
14,737.66 |
|
S3 |
14,302.99 |
14,434.38 |
14,718.37 |
|
S4 |
14,092.51 |
14,223.90 |
14,660.49 |
|
|
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 |
14,504.14 |
397.71 |
2.7% |
246.27 |
1.7% |
68% |
False |
False |
|
10 |
14,901.85 |
14,432.60 |
469.25 |
3.2% |
210.88 |
1.4% |
73% |
False |
False |
|
20 |
15,512.82 |
14,432.60 |
1,080.22 |
7.3% |
192.03 |
1.3% |
32% |
False |
False |
|
40 |
15,618.04 |
14,432.60 |
1,185.44 |
8.0% |
203.26 |
1.4% |
29% |
False |
False |
|
60 |
15,932.05 |
14,432.60 |
1,499.45 |
10.1% |
198.97 |
1.3% |
23% |
False |
False |
|
80 |
15,932.05 |
14,432.60 |
1,499.45 |
10.1% |
195.41 |
1.3% |
23% |
False |
False |
|
100 |
15,932.05 |
13,256.56 |
2,675.49 |
18.1% |
192.74 |
1.3% |
57% |
False |
False |
|
120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.7% |
186.68 |
1.3% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,697.58 |
2.618 |
15,354.08 |
1.618 |
15,143.60 |
1.000 |
15,013.52 |
0.618 |
14,933.12 |
HIGH |
14,803.04 |
0.618 |
14,722.64 |
0.500 |
14,697.80 |
0.382 |
14,672.96 |
LOW |
14,592.56 |
0.618 |
14,462.48 |
1.000 |
14,382.08 |
1.618 |
14,252.00 |
2.618 |
14,041.52 |
4.250 |
13,698.02 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,750.10 |
14,750.22 |
PP |
14,723.95 |
14,724.19 |
S1 |
14,697.80 |
14,698.16 |
|