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 |
424.36 |
421.97 |
-2.39 |
-0.6% |
426.62 |
High |
425.37 |
431.13 |
5.76 |
1.4% |
431.13 |
Low |
421.17 |
420.60 |
-0.57 |
-0.1% |
420.18 |
Close |
424.50 |
429.54 |
5.04 |
1.2% |
429.54 |
Range |
4.20 |
10.53 |
6.33 |
150.6% |
10.95 |
ATR |
4.87 |
5.28 |
0.40 |
8.3% |
0.00 |
Volume |
70,142,700 |
113,273,300 |
43,130,600 |
61.5% |
458,428,100 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458.66 |
454.63 |
435.33 |
|
R3 |
448.14 |
444.10 |
432.43 |
|
R2 |
437.61 |
437.61 |
431.47 |
|
R1 |
433.58 |
433.58 |
430.50 |
435.60 |
PP |
427.09 |
427.09 |
427.09 |
428.10 |
S1 |
423.05 |
423.05 |
428.58 |
425.07 |
S2 |
416.56 |
416.56 |
427.61 |
|
S3 |
406.04 |
412.53 |
426.65 |
|
S4 |
395.51 |
402.00 |
423.75 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
459.78 |
455.61 |
435.56 |
|
R3 |
448.84 |
444.66 |
432.55 |
|
R2 |
437.89 |
437.89 |
431.55 |
|
R1 |
433.72 |
433.72 |
430.54 |
435.81 |
PP |
426.95 |
426.95 |
426.95 |
427.99 |
S1 |
422.77 |
422.77 |
428.54 |
424.86 |
S2 |
416.00 |
416.00 |
427.53 |
|
S3 |
405.06 |
411.83 |
426.53 |
|
S4 |
394.11 |
400.88 |
423.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
431.13 |
420.18 |
10.95 |
2.5% |
6.19 |
1.4% |
86% |
True |
False |
91,685,620 |
10 |
432.27 |
420.18 |
12.09 |
2.8% |
5.60 |
1.3% |
77% |
False |
False |
93,754,640 |
20 |
451.08 |
420.18 |
30.90 |
7.2% |
4.63 |
1.1% |
30% |
False |
False |
86,526,275 |
40 |
453.67 |
420.18 |
33.49 |
7.8% |
4.46 |
1.0% |
28% |
False |
False |
79,690,870 |
60 |
459.44 |
420.18 |
39.26 |
9.1% |
4.28 |
1.0% |
24% |
False |
False |
77,144,090 |
80 |
459.44 |
420.18 |
39.26 |
9.1% |
4.07 |
0.9% |
24% |
False |
False |
77,662,010 |
100 |
459.44 |
409.88 |
49.56 |
11.5% |
4.03 |
0.9% |
40% |
False |
False |
78,779,880 |
120 |
459.44 |
403.74 |
55.70 |
13.0% |
4.00 |
0.9% |
46% |
False |
False |
78,348,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
475.86 |
2.618 |
458.68 |
1.618 |
448.15 |
1.000 |
441.65 |
0.618 |
437.63 |
HIGH |
431.13 |
0.618 |
427.10 |
0.500 |
425.86 |
0.382 |
424.62 |
LOW |
420.60 |
0.618 |
414.10 |
1.000 |
410.08 |
1.618 |
403.57 |
2.618 |
393.05 |
4.250 |
375.87 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
428.31 |
428.31 |
PP |
427.09 |
427.08 |
S1 |
425.86 |
425.84 |
|