| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
33,318.84 |
33,034.18 |
-284.66 |
-0.9% |
33,907.59 |
| High |
33,398.54 |
33,156.45 |
-242.09 |
-0.7% |
34,017.53 |
| Low |
32,916.20 |
32,873.23 |
-42.97 |
-0.1% |
33,306.30 |
| Close |
33,002.38 |
33,129.55 |
127.17 |
0.4% |
33,507.50 |
| Range |
482.34 |
283.22 |
-199.12 |
-41.3% |
711.23 |
| ATR |
336.22 |
332.43 |
-3.79 |
-1.1% |
0.00 |
| Volume |
295,142,696 |
288,687,156 |
-6,455,540 |
-2.2% |
1,416,131,765 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,902.74 |
33,799.36 |
33,285.32 |
|
| R3 |
33,619.52 |
33,516.14 |
33,207.44 |
|
| R2 |
33,336.30 |
33,336.30 |
33,181.47 |
|
| R1 |
33,232.92 |
33,232.92 |
33,155.51 |
33,284.61 |
| PP |
33,053.08 |
33,053.08 |
33,053.08 |
33,078.92 |
| S1 |
32,949.70 |
32,949.70 |
33,103.59 |
33,001.39 |
| S2 |
32,769.86 |
32,769.86 |
33,077.63 |
|
| S3 |
32,486.64 |
32,666.48 |
33,051.66 |
|
| S4 |
32,203.42 |
32,383.26 |
32,973.78 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,744.13 |
35,337.05 |
33,898.68 |
|
| R3 |
35,032.90 |
34,625.82 |
33,703.09 |
|
| R2 |
34,321.67 |
34,321.67 |
33,637.89 |
|
| R1 |
33,914.59 |
33,914.59 |
33,572.70 |
33,762.52 |
| PP |
33,610.44 |
33,610.44 |
33,610.44 |
33,534.41 |
| S1 |
33,203.36 |
33,203.36 |
33,442.30 |
33,051.29 |
| S2 |
32,899.21 |
32,899.21 |
33,377.11 |
|
| S3 |
32,187.98 |
32,492.13 |
33,311.91 |
|
| S4 |
31,476.75 |
31,780.90 |
33,116.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33,893.68 |
32,873.23 |
1,020.45 |
3.1% |
369.71 |
1.1% |
25% |
False |
True |
292,118,794 |
| 10 |
34,378.30 |
32,873.23 |
1,505.07 |
4.5% |
334.96 |
1.0% |
17% |
False |
True |
288,120,165 |
| 20 |
34,977.97 |
32,873.23 |
2,104.74 |
6.4% |
294.82 |
0.9% |
12% |
False |
True |
311,028,319 |
| 40 |
35,578.58 |
32,873.23 |
2,705.35 |
8.2% |
308.22 |
0.9% |
9% |
False |
True |
312,284,967 |
| 60 |
35,679.13 |
32,873.23 |
2,805.90 |
8.5% |
294.30 |
0.9% |
9% |
False |
True |
318,619,908 |
| 80 |
35,679.13 |
32,873.23 |
2,805.90 |
8.5% |
285.73 |
0.9% |
9% |
False |
True |
318,184,601 |
| 100 |
35,679.13 |
32,586.56 |
3,092.57 |
9.3% |
289.56 |
0.9% |
18% |
False |
False |
319,511,646 |
| 120 |
35,679.13 |
32,586.56 |
3,092.57 |
9.3% |
294.57 |
0.9% |
18% |
False |
False |
313,936,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34,360.14 |
|
2.618 |
33,897.92 |
|
1.618 |
33,614.70 |
|
1.000 |
33,439.67 |
|
0.618 |
33,331.48 |
|
HIGH |
33,156.45 |
|
0.618 |
33,048.26 |
|
0.500 |
33,014.84 |
|
0.382 |
32,981.42 |
|
LOW |
32,873.23 |
|
0.618 |
32,698.20 |
|
1.000 |
32,590.01 |
|
1.618 |
32,414.98 |
|
2.618 |
32,131.76 |
|
4.250 |
31,669.55 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
33,091.31 |
33,192.57 |
| PP |
33,053.08 |
33,171.56 |
| S1 |
33,014.84 |
33,150.56 |
|