| 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 |
1,853.3 |
1,880.0 |
26.7 |
1.4% |
1,883.3 |
| High |
1,867.9 |
1,896.3 |
28.4 |
1.5% |
1,883.7 |
| Low |
1,842.5 |
1,876.8 |
34.3 |
1.9% |
1,842.5 |
| Close |
1,864.4 |
1,883.5 |
19.1 |
1.0% |
1,864.4 |
| Range |
25.4 |
19.5 |
-5.9 |
-23.2% |
41.2 |
| ATR |
18.9 |
19.8 |
0.9 |
4.9% |
0.0 |
| Volume |
10,604 |
8,079 |
-2,525 |
-23.8% |
34,124 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,944.0 |
1,933.3 |
1,894.2 |
|
| R3 |
1,924.5 |
1,913.8 |
1,888.9 |
|
| R2 |
1,905.0 |
1,905.0 |
1,887.1 |
|
| R1 |
1,894.3 |
1,894.3 |
1,885.3 |
1,899.7 |
| PP |
1,885.5 |
1,885.5 |
1,885.5 |
1,888.2 |
| S1 |
1,874.8 |
1,874.8 |
1,881.7 |
1,880.2 |
| S2 |
1,866.0 |
1,866.0 |
1,879.9 |
|
| S3 |
1,846.5 |
1,855.3 |
1,878.1 |
|
| S4 |
1,827.0 |
1,835.8 |
1,872.8 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,987.1 |
1,967.0 |
1,887.1 |
|
| R3 |
1,945.9 |
1,925.8 |
1,875.7 |
|
| R2 |
1,904.7 |
1,904.7 |
1,872.0 |
|
| R1 |
1,884.6 |
1,884.6 |
1,868.2 |
1,874.1 |
| PP |
1,863.5 |
1,863.5 |
1,863.5 |
1,858.3 |
| S1 |
1,843.4 |
1,843.4 |
1,860.6 |
1,832.9 |
| S2 |
1,822.3 |
1,822.3 |
1,856.8 |
|
| S3 |
1,781.1 |
1,802.2 |
1,853.1 |
|
| S4 |
1,739.9 |
1,761.0 |
1,841.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,896.3 |
1,842.5 |
53.8 |
2.9% |
18.9 |
1.0% |
76% |
True |
False |
7,440 |
| 10 |
1,955.2 |
1,842.5 |
112.7 |
6.0% |
22.2 |
1.2% |
36% |
False |
False |
6,336 |
| 20 |
1,988.7 |
1,842.5 |
146.2 |
7.8% |
18.0 |
1.0% |
28% |
False |
False |
4,795 |
| 40 |
2,000.3 |
1,842.5 |
157.8 |
8.4% |
16.5 |
0.9% |
26% |
False |
False |
3,186 |
| 60 |
2,047.9 |
1,842.5 |
205.4 |
10.9% |
17.1 |
0.9% |
20% |
False |
False |
2,746 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.9% |
17.7 |
0.9% |
20% |
False |
False |
2,372 |
| 100 |
2,070.5 |
1,842.5 |
228.0 |
12.1% |
18.8 |
1.0% |
18% |
False |
False |
1,999 |
| 120 |
2,140.3 |
1,842.5 |
297.8 |
15.8% |
19.4 |
1.0% |
14% |
False |
False |
1,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,979.2 |
|
2.618 |
1,947.4 |
|
1.618 |
1,927.9 |
|
1.000 |
1,915.8 |
|
0.618 |
1,908.4 |
|
HIGH |
1,896.3 |
|
0.618 |
1,888.9 |
|
0.500 |
1,886.6 |
|
0.382 |
1,884.2 |
|
LOW |
1,876.8 |
|
0.618 |
1,864.7 |
|
1.000 |
1,857.3 |
|
1.618 |
1,845.2 |
|
2.618 |
1,825.7 |
|
4.250 |
1,793.9 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,886.6 |
1,878.8 |
| PP |
1,885.5 |
1,874.1 |
| S1 |
1,884.5 |
1,869.4 |
|