| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,875.8 |
1,879.1 |
3.3 |
0.2% |
1,984.4 |
| High |
1,882.7 |
1,879.8 |
-2.9 |
-0.2% |
1,985.2 |
| Low |
1,869.3 |
1,864.8 |
-4.5 |
-0.2% |
1,900.4 |
| Close |
1,872.2 |
1,869.2 |
-3.0 |
-0.2% |
1,904.0 |
| Range |
13.4 |
15.0 |
1.6 |
11.9% |
84.8 |
| ATR |
17.7 |
17.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
1,547 |
3,583 |
2,036 |
131.6% |
8,692 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,916.3 |
1,907.7 |
1,877.5 |
|
| R3 |
1,901.3 |
1,892.7 |
1,873.3 |
|
| R2 |
1,886.3 |
1,886.3 |
1,872.0 |
|
| R1 |
1,877.7 |
1,877.7 |
1,870.6 |
1,874.5 |
| PP |
1,871.3 |
1,871.3 |
1,871.3 |
1,869.7 |
| S1 |
1,862.7 |
1,862.7 |
1,867.8 |
1,859.5 |
| S2 |
1,856.3 |
1,856.3 |
1,866.5 |
|
| S3 |
1,841.3 |
1,847.7 |
1,865.1 |
|
| S4 |
1,826.3 |
1,832.7 |
1,861.0 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.3 |
2,128.9 |
1,950.6 |
|
| R3 |
2,099.5 |
2,044.1 |
1,927.3 |
|
| R2 |
2,014.7 |
2,014.7 |
1,919.5 |
|
| R1 |
1,959.3 |
1,959.3 |
1,911.8 |
1,944.6 |
| PP |
1,929.9 |
1,929.9 |
1,929.9 |
1,922.5 |
| S1 |
1,874.5 |
1,874.5 |
1,896.2 |
1,859.8 |
| S2 |
1,845.1 |
1,845.1 |
1,888.5 |
|
| S3 |
1,760.3 |
1,789.7 |
1,880.7 |
|
| S4 |
1,675.5 |
1,704.9 |
1,857.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,934.1 |
1,864.8 |
69.3 |
3.7% |
19.9 |
1.1% |
6% |
False |
True |
2,134 |
| 10 |
1,987.4 |
1,864.8 |
122.6 |
6.6% |
19.1 |
1.0% |
4% |
False |
True |
1,828 |
| 20 |
2,007.5 |
1,864.8 |
142.7 |
7.6% |
16.0 |
0.9% |
3% |
False |
True |
1,387 |
| 40 |
2,018.8 |
1,864.8 |
154.0 |
8.2% |
15.1 |
0.8% |
3% |
False |
True |
954 |
| 60 |
2,065.5 |
1,864.8 |
200.7 |
10.7% |
15.4 |
0.8% |
2% |
False |
True |
817 |
| 80 |
2,065.5 |
1,864.8 |
200.7 |
10.7% |
16.3 |
0.9% |
2% |
False |
True |
708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,943.6 |
|
2.618 |
1,919.1 |
|
1.618 |
1,904.1 |
|
1.000 |
1,894.8 |
|
0.618 |
1,889.1 |
|
HIGH |
1,879.8 |
|
0.618 |
1,874.1 |
|
0.500 |
1,872.3 |
|
0.382 |
1,870.5 |
|
LOW |
1,864.8 |
|
0.618 |
1,855.5 |
|
1.000 |
1,849.8 |
|
1.618 |
1,840.5 |
|
2.618 |
1,825.5 |
|
4.250 |
1,801.1 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,872.3 |
1,875.0 |
| PP |
1,871.3 |
1,873.1 |
| S1 |
1,870.2 |
1,871.1 |
|