| 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 |
14,770.76 |
14,621.33 |
-149.43 |
-1.0% |
14,712.16 |
| High |
14,784.69 |
15,021.38 |
236.69 |
1.6% |
15,021.38 |
| Low |
14,586.83 |
14,575.95 |
-10.88 |
-0.1% |
14,504.14 |
| Close |
14,723.22 |
14,973.24 |
250.02 |
1.7% |
14,973.24 |
| Range |
197.86 |
445.43 |
247.57 |
125.1% |
517.24 |
| ATR |
221.84 |
237.81 |
15.97 |
7.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,193.15 |
16,028.62 |
15,218.23 |
|
| R3 |
15,747.72 |
15,583.19 |
15,095.73 |
|
| R2 |
15,302.29 |
15,302.29 |
15,054.90 |
|
| R1 |
15,137.76 |
15,137.76 |
15,014.07 |
15,220.03 |
| PP |
14,856.86 |
14,856.86 |
14,856.86 |
14,897.99 |
| S1 |
14,692.33 |
14,692.33 |
14,932.41 |
14,774.60 |
| S2 |
14,411.43 |
14,411.43 |
14,891.58 |
|
| S3 |
13,966.00 |
14,246.90 |
14,850.75 |
|
| S4 |
13,520.57 |
13,801.47 |
14,728.25 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,384.64 |
16,196.18 |
15,257.72 |
|
| R3 |
15,867.40 |
15,678.94 |
15,115.48 |
|
| R2 |
15,350.16 |
15,350.16 |
15,068.07 |
|
| R1 |
15,161.70 |
15,161.70 |
15,020.65 |
15,255.93 |
| PP |
14,832.92 |
14,832.92 |
14,832.92 |
14,880.04 |
| S1 |
14,644.46 |
14,644.46 |
14,925.83 |
14,738.69 |
| S2 |
14,315.68 |
14,315.68 |
14,878.41 |
|
| S3 |
13,798.44 |
14,127.22 |
14,831.00 |
|
| S4 |
13,281.20 |
13,609.98 |
14,688.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,021.38 |
14,504.14 |
517.24 |
3.5% |
272.03 |
1.8% |
91% |
True |
False |
|
| 10 |
15,021.38 |
14,432.60 |
588.78 |
3.9% |
242.76 |
1.6% |
92% |
True |
False |
|
| 20 |
15,512.82 |
14,432.60 |
1,080.22 |
7.2% |
210.21 |
1.4% |
50% |
False |
False |
|
| 40 |
15,618.04 |
14,432.60 |
1,185.44 |
7.9% |
206.78 |
1.4% |
46% |
False |
False |
|
| 60 |
15,932.05 |
14,432.60 |
1,499.45 |
10.0% |
204.09 |
1.4% |
36% |
False |
False |
|
| 80 |
15,932.05 |
14,432.60 |
1,499.45 |
10.0% |
198.74 |
1.3% |
36% |
False |
False |
|
| 100 |
15,932.05 |
13,393.42 |
2,538.63 |
17.0% |
196.24 |
1.3% |
62% |
False |
False |
|
| 120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.4% |
189.42 |
1.3% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,914.46 |
|
2.618 |
16,187.52 |
|
1.618 |
15,742.09 |
|
1.000 |
15,466.81 |
|
0.618 |
15,296.66 |
|
HIGH |
15,021.38 |
|
0.618 |
14,851.23 |
|
0.500 |
14,798.67 |
|
0.382 |
14,746.10 |
|
LOW |
14,575.95 |
|
0.618 |
14,300.67 |
|
1.000 |
14,130.52 |
|
1.618 |
13,855.24 |
|
2.618 |
13,409.81 |
|
4.250 |
12,682.87 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,915.05 |
14,915.05 |
| PP |
14,856.86 |
14,856.86 |
| S1 |
14,798.67 |
14,798.67 |
|