| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,616.7630 |
1,647.2110 |
30.4480 |
1.9% |
1,668.3240 |
| High |
1,654.6990 |
1,659.9880 |
5.2890 |
0.3% |
1,743.3590 |
| Low |
1,610.9810 |
1,552.7600 |
-58.2210 |
-3.6% |
1,609.4480 |
| Close |
1,646.8720 |
1,577.5170 |
-69.3550 |
-4.2% |
1,646.8720 |
| Range |
43.7180 |
107.2280 |
63.5100 |
145.3% |
133.9110 |
| ATR |
47.2815 |
51.5634 |
4.2819 |
9.1% |
0.0000 |
| Volume |
103,246 |
1,978 |
-101,268 |
-98.1% |
562,884 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.4390 |
1,855.2060 |
1,636.4924 |
|
| R3 |
1,811.2110 |
1,747.9780 |
1,607.0047 |
|
| R2 |
1,703.9830 |
1,703.9830 |
1,597.1755 |
|
| R1 |
1,640.7500 |
1,640.7500 |
1,587.3462 |
1,618.7525 |
| PP |
1,596.7550 |
1,596.7550 |
1,596.7550 |
1,585.7563 |
| S1 |
1,533.5220 |
1,533.5220 |
1,567.6878 |
1,511.5245 |
| S2 |
1,489.5270 |
1,489.5270 |
1,557.8585 |
|
| S3 |
1,382.2990 |
1,426.2940 |
1,548.0293 |
|
| S4 |
1,275.0710 |
1,319.0660 |
1,518.5416 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.2927 |
1,991.4933 |
1,720.5231 |
|
| R3 |
1,934.3817 |
1,857.5823 |
1,683.6975 |
|
| R2 |
1,800.4707 |
1,800.4707 |
1,671.4224 |
|
| R1 |
1,723.6713 |
1,723.6713 |
1,659.1472 |
1,695.1155 |
| PP |
1,666.5597 |
1,666.5597 |
1,666.5597 |
1,652.2818 |
| S1 |
1,589.7603 |
1,589.7603 |
1,634.5968 |
1,561.2045 |
| S2 |
1,532.6487 |
1,532.6487 |
1,622.3217 |
|
| S3 |
1,398.7377 |
1,455.8493 |
1,610.0465 |
|
| S4 |
1,264.8267 |
1,321.9383 |
1,573.2210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,670.4620 |
1,552.7600 |
117.7020 |
7.5% |
50.4070 |
3.2% |
21% |
False |
True |
112,371 |
| 10 |
1,743.3590 |
1,552.7600 |
190.5990 |
12.1% |
52.8990 |
3.4% |
13% |
False |
True |
119,755 |
| 20 |
1,743.3590 |
1,538.8880 |
204.4710 |
13.0% |
47.7998 |
3.0% |
19% |
False |
False |
112,196 |
| 40 |
1,861.9590 |
1,533.7810 |
328.1780 |
20.8% |
53.1988 |
3.4% |
13% |
False |
False |
136,676 |
| 60 |
1,947.3720 |
1,533.7810 |
413.5910 |
26.2% |
47.9772 |
3.0% |
11% |
False |
False |
123,099 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.2% |
54.7372 |
3.5% |
9% |
False |
False |
130,997 |
| 100 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.2% |
55.9406 |
3.5% |
9% |
False |
False |
123,256 |
| 120 |
2,107.1370 |
1,533.7810 |
573.3560 |
36.3% |
61.0790 |
3.9% |
8% |
False |
False |
140,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,115.7070 |
|
2.618 |
1,940.7109 |
|
1.618 |
1,833.4829 |
|
1.000 |
1,767.2160 |
|
0.618 |
1,726.2549 |
|
HIGH |
1,659.9880 |
|
0.618 |
1,619.0269 |
|
0.500 |
1,606.3740 |
|
0.382 |
1,593.7211 |
|
LOW |
1,552.7600 |
|
0.618 |
1,486.4931 |
|
1.000 |
1,445.5320 |
|
1.618 |
1,379.2651 |
|
2.618 |
1,272.0371 |
|
4.250 |
1,097.0410 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,606.3740 |
1,606.3740 |
| PP |
1,596.7550 |
1,596.7550 |
| S1 |
1,587.1360 |
1,587.1360 |
|