Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
116.34 |
116.34 |
0.00 |
0.0% |
115.61 |
High |
116.38 |
116.38 |
0.00 |
0.0% |
115.87 |
Low |
116.26 |
116.26 |
0.00 |
0.0% |
115.55 |
Close |
116.30 |
116.30 |
0.00 |
0.0% |
115.69 |
Range |
0.12 |
0.12 |
0.00 |
0.0% |
0.32 |
ATR |
0.22 |
0.21 |
-0.01 |
-3.2% |
0.00 |
Volume |
28,881,200 |
28,881,200 |
0 |
0.0% |
14,181,400 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.67 |
116.61 |
116.37 |
|
R3 |
116.55 |
116.49 |
116.33 |
|
R2 |
116.43 |
116.43 |
116.32 |
|
R1 |
116.37 |
116.37 |
116.31 |
116.34 |
PP |
116.31 |
116.31 |
116.31 |
116.30 |
S1 |
116.25 |
116.25 |
116.29 |
116.22 |
S2 |
116.19 |
116.19 |
116.28 |
|
S3 |
116.07 |
116.13 |
116.27 |
|
S4 |
115.95 |
116.01 |
116.23 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.66 |
116.50 |
115.87 |
|
R3 |
116.34 |
116.18 |
115.78 |
|
R2 |
116.02 |
116.02 |
115.75 |
|
R1 |
115.86 |
115.86 |
115.72 |
115.94 |
PP |
115.70 |
115.70 |
115.70 |
115.75 |
S1 |
115.54 |
115.54 |
115.66 |
115.62 |
S2 |
115.38 |
115.38 |
115.63 |
|
S3 |
115.06 |
115.22 |
115.60 |
|
S4 |
114.74 |
114.90 |
115.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116.38 |
116.18 |
0.21 |
0.2% |
0.09 |
0.1% |
61% |
True |
False |
14,860,120 |
10 |
116.38 |
115.66 |
0.72 |
0.6% |
0.12 |
0.1% |
89% |
True |
False |
8,651,420 |
20 |
116.38 |
115.51 |
0.87 |
0.7% |
0.16 |
0.1% |
91% |
True |
False |
5,026,570 |
40 |
116.38 |
114.75 |
1.63 |
1.4% |
0.21 |
0.2% |
95% |
True |
False |
3,994,490 |
60 |
116.38 |
105.73 |
10.65 |
9.2% |
0.36 |
0.3% |
99% |
True |
False |
4,212,398 |
80 |
116.38 |
103.16 |
13.22 |
11.4% |
0.49 |
0.4% |
99% |
True |
False |
3,465,635 |
100 |
116.38 |
98.80 |
17.58 |
15.1% |
0.60 |
0.5% |
100% |
True |
False |
3,103,386 |
120 |
116.38 |
98.80 |
17.58 |
15.1% |
0.66 |
0.6% |
100% |
True |
False |
2,906,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.89 |
2.618 |
116.69 |
1.618 |
116.57 |
1.000 |
116.50 |
0.618 |
116.45 |
HIGH |
116.38 |
0.618 |
116.33 |
0.500 |
116.32 |
0.382 |
116.31 |
LOW |
116.26 |
0.618 |
116.19 |
1.000 |
116.14 |
1.618 |
116.07 |
2.618 |
115.95 |
4.250 |
115.75 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
116.32 |
116.30 |
PP |
116.31 |
116.29 |
S1 |
116.31 |
116.29 |
|