| 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 |
1,656.5080 |
1,668.3240 |
11.8160 |
0.7% |
1,591.2840 |
| High |
1,687.9000 |
1,743.3590 |
55.4590 |
3.3% |
1,687.9000 |
| Low |
1,644.1740 |
1,650.7020 |
6.5280 |
0.4% |
1,564.2220 |
| Close |
1,668.3960 |
1,665.6730 |
-2.7230 |
-0.2% |
1,668.3960 |
| Range |
43.7260 |
92.6570 |
48.9310 |
111.9% |
123.6780 |
| ATR |
47.6788 |
50.8915 |
3.2127 |
6.7% |
0.0000 |
| Volume |
180,395 |
3,006 |
-177,389 |
-98.3% |
633,942 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,964.5490 |
1,907.7680 |
1,716.6344 |
|
| R3 |
1,871.8920 |
1,815.1110 |
1,691.1537 |
|
| R2 |
1,779.2350 |
1,779.2350 |
1,682.6601 |
|
| R1 |
1,722.4540 |
1,722.4540 |
1,674.1666 |
1,704.5160 |
| PP |
1,686.5780 |
1,686.5780 |
1,686.5780 |
1,677.6090 |
| S1 |
1,629.7970 |
1,629.7970 |
1,657.1794 |
1,611.8590 |
| S2 |
1,593.9210 |
1,593.9210 |
1,648.6859 |
|
| S3 |
1,501.2640 |
1,537.1400 |
1,640.1923 |
|
| S4 |
1,408.6070 |
1,444.4830 |
1,614.7117 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.2067 |
1,963.4793 |
1,736.4189 |
|
| R3 |
1,887.5287 |
1,839.8013 |
1,702.4075 |
|
| R2 |
1,763.8507 |
1,763.8507 |
1,691.0703 |
|
| R1 |
1,716.1233 |
1,716.1233 |
1,679.7332 |
1,739.9870 |
| PP |
1,640.1727 |
1,640.1727 |
1,640.1727 |
1,652.1045 |
| S1 |
1,592.4453 |
1,592.4453 |
1,657.0589 |
1,616.3090 |
| S2 |
1,516.4947 |
1,516.4947 |
1,645.7217 |
|
| S3 |
1,392.8167 |
1,468.7673 |
1,634.3846 |
|
| S4 |
1,269.1387 |
1,345.0893 |
1,600.3731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,743.3590 |
1,580.4060 |
162.9530 |
9.8% |
55.3910 |
3.3% |
52% |
True |
False |
127,140 |
| 10 |
1,743.3590 |
1,564.2220 |
179.1370 |
10.8% |
47.0786 |
2.8% |
57% |
True |
False |
112,455 |
| 20 |
1,743.3590 |
1,533.7810 |
209.5780 |
12.6% |
47.8855 |
2.9% |
63% |
True |
False |
109,850 |
| 40 |
1,872.9570 |
1,533.7810 |
339.1760 |
20.4% |
50.6855 |
3.0% |
39% |
False |
False |
133,630 |
| 60 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.6% |
50.4627 |
3.0% |
27% |
False |
False |
128,590 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.6% |
55.7872 |
3.3% |
27% |
False |
False |
128,869 |
| 100 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.6% |
56.6112 |
3.4% |
27% |
False |
False |
128,481 |
| 120 |
2,137.7700 |
1,533.7810 |
603.9890 |
36.3% |
62.7300 |
3.8% |
22% |
False |
False |
146,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.1513 |
|
2.618 |
1,985.9350 |
|
1.618 |
1,893.2780 |
|
1.000 |
1,836.0160 |
|
0.618 |
1,800.6210 |
|
HIGH |
1,743.3590 |
|
0.618 |
1,707.9640 |
|
0.500 |
1,697.0305 |
|
0.382 |
1,686.0970 |
|
LOW |
1,650.7020 |
|
0.618 |
1,593.4400 |
|
1.000 |
1,558.0450 |
|
1.618 |
1,500.7830 |
|
2.618 |
1,408.1260 |
|
4.250 |
1,256.9098 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,697.0305 |
1,668.0850 |
| PP |
1,686.5780 |
1,667.2810 |
| S1 |
1,676.1255 |
1,666.4770 |
|