| 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 |
149.306 |
149.517 |
0.211 |
0.1% |
148.360 |
| High |
149.499 |
149.873 |
0.374 |
0.3% |
149.707 |
| Low |
148.530 |
149.458 |
0.928 |
0.6% |
148.253 |
| Close |
149.359 |
149.859 |
0.500 |
0.3% |
149.359 |
| Range |
0.969 |
0.415 |
-0.554 |
-57.2% |
1.454 |
| ATR |
0.895 |
0.868 |
-0.027 |
-3.0% |
0.000 |
| Volume |
340,459 |
245,752 |
-94,707 |
-27.8% |
1,494,568 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.975 |
150.832 |
150.087 |
|
| R3 |
150.560 |
150.417 |
149.973 |
|
| R2 |
150.145 |
150.145 |
149.935 |
|
| R1 |
150.002 |
150.002 |
149.897 |
150.074 |
| PP |
149.730 |
149.730 |
149.730 |
149.766 |
| S1 |
149.587 |
149.587 |
149.821 |
149.659 |
| S2 |
149.315 |
149.315 |
149.783 |
|
| S3 |
148.900 |
149.172 |
149.745 |
|
| S4 |
148.485 |
148.757 |
149.631 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.468 |
152.868 |
150.159 |
|
| R3 |
152.014 |
151.414 |
149.759 |
|
| R2 |
150.560 |
150.560 |
149.626 |
|
| R1 |
149.960 |
149.960 |
149.492 |
150.260 |
| PP |
149.106 |
149.106 |
149.106 |
149.257 |
| S1 |
148.506 |
148.506 |
149.226 |
148.806 |
| S2 |
147.652 |
147.652 |
149.092 |
|
| S3 |
146.198 |
147.052 |
148.959 |
|
| S4 |
144.744 |
145.598 |
148.559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149.873 |
148.530 |
1.343 |
0.9% |
0.638 |
0.4% |
99% |
True |
False |
298,584 |
| 10 |
149.873 |
147.322 |
2.551 |
1.7% |
0.722 |
0.5% |
99% |
True |
False |
298,558 |
| 20 |
149.873 |
145.910 |
3.963 |
2.6% |
0.792 |
0.5% |
100% |
True |
False |
308,563 |
| 40 |
149.873 |
141.522 |
8.351 |
5.6% |
0.927 |
0.6% |
100% |
True |
False |
310,985 |
| 60 |
149.873 |
137.248 |
12.625 |
8.4% |
1.157 |
0.8% |
100% |
True |
False |
341,643 |
| 80 |
149.873 |
137.248 |
12.625 |
8.4% |
1.153 |
0.8% |
100% |
True |
False |
344,933 |
| 100 |
149.873 |
133.748 |
16.125 |
10.8% |
1.163 |
0.8% |
100% |
True |
False |
341,318 |
| 120 |
149.873 |
132.022 |
17.851 |
11.9% |
1.175 |
0.8% |
100% |
True |
False |
341,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151.637 |
|
2.618 |
150.959 |
|
1.618 |
150.544 |
|
1.000 |
150.288 |
|
0.618 |
150.129 |
|
HIGH |
149.873 |
|
0.618 |
149.714 |
|
0.500 |
149.666 |
|
0.382 |
149.617 |
|
LOW |
149.458 |
|
0.618 |
149.202 |
|
1.000 |
149.043 |
|
1.618 |
148.787 |
|
2.618 |
148.372 |
|
4.250 |
147.694 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
149.795 |
149.640 |
| PP |
149.730 |
149.421 |
| S1 |
149.666 |
149.202 |
|