| 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 |
14,619.68 |
14,770.76 |
151.08 |
1.0% |
14,663.02 |
| High |
14,803.04 |
14,784.69 |
-18.35 |
-0.1% |
14,901.85 |
| Low |
14,592.56 |
14,586.83 |
-5.73 |
0.0% |
14,432.60 |
| Close |
14,776.25 |
14,723.22 |
-53.03 |
-0.4% |
14,715.24 |
| Range |
210.48 |
197.86 |
-12.62 |
-6.0% |
469.25 |
| ATR |
223.68 |
221.84 |
-1.84 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,291.83 |
15,205.38 |
14,832.04 |
|
| R3 |
15,093.97 |
15,007.52 |
14,777.63 |
|
| R2 |
14,896.11 |
14,896.11 |
14,759.49 |
|
| R1 |
14,809.66 |
14,809.66 |
14,741.36 |
14,753.96 |
| PP |
14,698.25 |
14,698.25 |
14,698.25 |
14,670.39 |
| S1 |
14,611.80 |
14,611.80 |
14,705.08 |
14,556.10 |
| S2 |
14,500.39 |
14,500.39 |
14,686.95 |
|
| S3 |
14,302.53 |
14,413.94 |
14,668.81 |
|
| S4 |
14,104.67 |
14,216.08 |
14,614.40 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,090.98 |
15,872.36 |
14,973.33 |
|
| R3 |
15,621.73 |
15,403.11 |
14,844.28 |
|
| R2 |
15,152.48 |
15,152.48 |
14,801.27 |
|
| R1 |
14,933.86 |
14,933.86 |
14,758.25 |
15,043.17 |
| PP |
14,683.23 |
14,683.23 |
14,683.23 |
14,737.89 |
| S1 |
14,464.61 |
14,464.61 |
14,672.23 |
14,573.92 |
| S2 |
14,213.98 |
14,213.98 |
14,629.21 |
|
| S3 |
13,744.73 |
13,995.36 |
14,586.20 |
|
| S4 |
13,275.48 |
13,526.11 |
14,457.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,901.85 |
14,504.14 |
397.71 |
2.7% |
230.36 |
1.6% |
55% |
False |
False |
|
| 10 |
14,901.85 |
14,432.60 |
469.25 |
3.2% |
215.13 |
1.5% |
62% |
False |
False |
|
| 20 |
15,512.82 |
14,432.60 |
1,080.22 |
7.3% |
194.45 |
1.3% |
27% |
False |
False |
|
| 40 |
15,618.04 |
14,432.60 |
1,185.44 |
8.1% |
202.99 |
1.4% |
25% |
False |
False |
|
| 60 |
15,932.05 |
14,432.60 |
1,499.45 |
10.2% |
199.70 |
1.4% |
19% |
False |
False |
|
| 80 |
15,932.05 |
14,432.60 |
1,499.45 |
10.2% |
195.19 |
1.3% |
19% |
False |
False |
|
| 100 |
15,932.05 |
13,297.85 |
2,634.20 |
17.9% |
193.01 |
1.3% |
54% |
False |
False |
|
| 120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.8% |
186.75 |
1.3% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,625.60 |
|
2.618 |
15,302.69 |
|
1.618 |
15,104.83 |
|
1.000 |
14,982.55 |
|
0.618 |
14,906.97 |
|
HIGH |
14,784.69 |
|
0.618 |
14,709.11 |
|
0.500 |
14,685.76 |
|
0.382 |
14,662.41 |
|
LOW |
14,586.83 |
|
0.618 |
14,464.55 |
|
1.000 |
14,388.97 |
|
1.618 |
14,266.69 |
|
2.618 |
14,068.83 |
|
4.250 |
13,745.93 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,710.73 |
14,702.82 |
| PP |
14,698.25 |
14,682.41 |
| S1 |
14,685.76 |
14,662.01 |
|