| 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 |
149.859 |
149.030 |
-0.829 |
-0.6% |
148.360 |
| High |
150.160 |
149.317 |
-0.843 |
-0.6% |
149.707 |
| Low |
147.387 |
148.737 |
1.350 |
0.9% |
148.253 |
| Close |
149.065 |
149.125 |
0.060 |
0.0% |
149.359 |
| Range |
2.773 |
0.580 |
-2.193 |
-79.1% |
1.454 |
| ATR |
1.004 |
0.974 |
-0.030 |
-3.0% |
0.000 |
| Volume |
345,177 |
372,720 |
27,543 |
8.0% |
1,494,568 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.800 |
150.542 |
149.444 |
|
| R3 |
150.220 |
149.962 |
149.285 |
|
| R2 |
149.640 |
149.640 |
149.231 |
|
| R1 |
149.382 |
149.382 |
149.178 |
149.511 |
| PP |
149.060 |
149.060 |
149.060 |
149.124 |
| S1 |
148.802 |
148.802 |
149.072 |
148.931 |
| S2 |
148.480 |
148.480 |
149.019 |
|
| S3 |
147.900 |
148.222 |
148.966 |
|
| S4 |
147.320 |
147.642 |
148.806 |
|
|
| 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 |
150.160 |
147.387 |
2.773 |
1.9% |
1.045 |
0.7% |
63% |
False |
False |
325,492 |
| 10 |
150.160 |
147.322 |
2.838 |
1.9% |
0.929 |
0.6% |
64% |
False |
False |
312,751 |
| 20 |
150.160 |
145.910 |
4.250 |
2.8% |
0.851 |
0.6% |
76% |
False |
False |
311,888 |
| 40 |
150.160 |
143.003 |
7.157 |
4.8% |
0.957 |
0.6% |
86% |
False |
False |
309,974 |
| 60 |
150.160 |
137.248 |
12.912 |
8.7% |
1.162 |
0.8% |
92% |
False |
False |
342,038 |
| 80 |
150.160 |
137.248 |
12.912 |
8.7% |
1.165 |
0.8% |
92% |
False |
False |
346,001 |
| 100 |
150.160 |
134.403 |
15.757 |
10.6% |
1.172 |
0.8% |
93% |
False |
False |
340,887 |
| 120 |
150.160 |
132.171 |
17.989 |
12.1% |
1.180 |
0.8% |
94% |
False |
False |
341,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151.782 |
|
2.618 |
150.835 |
|
1.618 |
150.255 |
|
1.000 |
149.897 |
|
0.618 |
149.675 |
|
HIGH |
149.317 |
|
0.618 |
149.095 |
|
0.500 |
149.027 |
|
0.382 |
148.959 |
|
LOW |
148.737 |
|
0.618 |
148.379 |
|
1.000 |
148.157 |
|
1.618 |
147.799 |
|
2.618 |
147.219 |
|
4.250 |
146.272 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
149.092 |
149.008 |
| PP |
149.060 |
148.891 |
| S1 |
149.027 |
148.774 |
|