| 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 |
27,680 |
27,520 |
-160 |
-0.6% |
26,500 |
| High |
27,805 |
28,015 |
210 |
0.8% |
27,590 |
| Low |
27,290 |
27,270 |
-20 |
-0.1% |
26,115 |
| Close |
27,385 |
27,775 |
390 |
1.4% |
27,100 |
| Range |
515 |
745 |
230 |
44.7% |
1,475 |
| ATR |
871 |
862 |
-9 |
-1.0% |
0 |
| Volume |
8,348 |
5,558 |
-2,790 |
-33.4% |
37,093 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,922 |
29,593 |
28,185 |
|
| R3 |
29,177 |
28,848 |
27,980 |
|
| R2 |
28,432 |
28,432 |
27,912 |
|
| R1 |
28,103 |
28,103 |
27,843 |
28,268 |
| PP |
27,687 |
27,687 |
27,687 |
27,769 |
| S1 |
27,358 |
27,358 |
27,707 |
27,523 |
| S2 |
26,942 |
26,942 |
27,638 |
|
| S3 |
26,197 |
26,613 |
27,570 |
|
| S4 |
25,452 |
25,868 |
27,365 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,360 |
30,705 |
27,911 |
|
| R3 |
29,885 |
29,230 |
27,506 |
|
| R2 |
28,410 |
28,410 |
27,370 |
|
| R1 |
27,755 |
27,755 |
27,235 |
28,083 |
| PP |
26,935 |
26,935 |
26,935 |
27,099 |
| S1 |
26,280 |
26,280 |
26,965 |
26,608 |
| S2 |
25,460 |
25,460 |
26,830 |
|
| S3 |
23,985 |
24,805 |
26,694 |
|
| S4 |
22,510 |
23,330 |
26,289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,950 |
26,400 |
2,550 |
9.2% |
974 |
3.5% |
54% |
False |
False |
10,015 |
| 10 |
28,950 |
26,115 |
2,835 |
10.2% |
768 |
2.8% |
59% |
False |
False |
6,933 |
| 20 |
28,950 |
25,070 |
3,880 |
14.0% |
806 |
2.9% |
70% |
False |
False |
3,766 |
| 40 |
30,765 |
25,070 |
5,695 |
20.5% |
810 |
2.9% |
47% |
False |
False |
2,240 |
| 60 |
32,940 |
25,070 |
7,870 |
28.3% |
729 |
2.6% |
34% |
False |
False |
1,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,181 |
|
2.618 |
29,965 |
|
1.618 |
29,220 |
|
1.000 |
28,760 |
|
0.618 |
28,475 |
|
HIGH |
28,015 |
|
0.618 |
27,730 |
|
0.500 |
27,643 |
|
0.382 |
27,555 |
|
LOW |
27,270 |
|
0.618 |
26,810 |
|
1.000 |
26,525 |
|
1.618 |
26,065 |
|
2.618 |
25,320 |
|
4.250 |
24,104 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
27,731 |
28,070 |
| PP |
27,687 |
27,972 |
| S1 |
27,643 |
27,873 |
|