| 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 |
149.122 |
148.508 |
-0.614 |
-0.4% |
149.517 |
| High |
149.122 |
149.530 |
0.408 |
0.3% |
150.160 |
| Low |
148.266 |
148.439 |
0.173 |
0.1% |
147.387 |
| Close |
148.515 |
149.294 |
0.779 |
0.5% |
149.294 |
| Range |
0.856 |
1.091 |
0.235 |
27.5% |
2.773 |
| ATR |
0.966 |
0.975 |
0.009 |
0.9% |
0.000 |
| Volume |
367,056 |
333,002 |
-34,054 |
-9.3% |
1,663,707 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.361 |
151.918 |
149.894 |
|
| R3 |
151.270 |
150.827 |
149.594 |
|
| R2 |
150.179 |
150.179 |
149.494 |
|
| R1 |
149.736 |
149.736 |
149.394 |
149.958 |
| PP |
149.088 |
149.088 |
149.088 |
149.198 |
| S1 |
148.645 |
148.645 |
149.194 |
148.867 |
| S2 |
147.997 |
147.997 |
149.094 |
|
| S3 |
146.906 |
147.554 |
148.994 |
|
| S4 |
145.815 |
146.463 |
148.694 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.266 |
156.053 |
150.819 |
|
| R3 |
154.493 |
153.280 |
150.057 |
|
| R2 |
151.720 |
151.720 |
149.802 |
|
| R1 |
150.507 |
150.507 |
149.548 |
149.727 |
| PP |
148.947 |
148.947 |
148.947 |
148.557 |
| S1 |
147.734 |
147.734 |
149.040 |
146.954 |
| S2 |
146.174 |
146.174 |
148.786 |
|
| S3 |
143.401 |
144.961 |
148.531 |
|
| S4 |
140.628 |
142.188 |
147.769 |
|
|
| 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% |
1.143 |
0.8% |
69% |
False |
False |
332,741 |
| 10 |
150.160 |
147.387 |
2.773 |
1.9% |
0.920 |
0.6% |
69% |
False |
False |
315,827 |
| 20 |
150.160 |
145.910 |
4.250 |
2.8% |
0.843 |
0.6% |
80% |
False |
False |
315,677 |
| 40 |
150.160 |
144.426 |
5.734 |
3.8% |
0.950 |
0.6% |
85% |
False |
False |
308,761 |
| 60 |
150.160 |
137.248 |
12.912 |
8.6% |
1.141 |
0.8% |
93% |
False |
False |
340,690 |
| 80 |
150.160 |
137.248 |
12.912 |
8.6% |
1.164 |
0.8% |
93% |
False |
False |
346,910 |
| 100 |
150.160 |
135.690 |
14.470 |
9.7% |
1.171 |
0.8% |
94% |
False |
False |
341,939 |
| 120 |
150.160 |
133.018 |
17.142 |
11.5% |
1.176 |
0.8% |
95% |
False |
False |
342,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.167 |
|
2.618 |
152.386 |
|
1.618 |
151.295 |
|
1.000 |
150.621 |
|
0.618 |
150.204 |
|
HIGH |
149.530 |
|
0.618 |
149.113 |
|
0.500 |
148.985 |
|
0.382 |
148.856 |
|
LOW |
148.439 |
|
0.618 |
147.765 |
|
1.000 |
147.348 |
|
1.618 |
146.674 |
|
2.618 |
145.583 |
|
4.250 |
143.802 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
149.191 |
149.162 |
| PP |
149.088 |
149.030 |
| S1 |
148.985 |
148.898 |
|