Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
27,588.12 |
27,401.99 |
-186.13 |
-0.7% |
26,909.96 |
High |
27,729.99 |
27,477.74 |
-252.25 |
-0.9% |
28,547.64 |
Low |
27,299.82 |
26,550.11 |
-749.71 |
-2.7% |
26,866.90 |
Close |
27,406.26 |
26,717.56 |
-688.70 |
-2.5% |
27,996.67 |
Range |
430.17 |
927.63 |
497.46 |
115.6% |
1,680.74 |
ATR |
754.08 |
766.48 |
12.40 |
1.6% |
0.00 |
Volume |
19,516 |
31,188 |
11,672 |
59.8% |
104,313 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,698.03 |
29,135.42 |
27,227.76 |
|
R3 |
28,770.40 |
28,207.79 |
26,972.66 |
|
R2 |
27,842.77 |
27,842.77 |
26,887.63 |
|
R1 |
27,280.16 |
27,280.16 |
26,802.59 |
27,097.65 |
PP |
26,915.14 |
26,915.14 |
26,915.14 |
26,823.88 |
S1 |
26,352.53 |
26,352.53 |
26,632.53 |
26,170.02 |
S2 |
25,987.51 |
25,987.51 |
26,547.49 |
|
S3 |
25,059.88 |
25,424.90 |
26,462.46 |
|
S4 |
24,132.25 |
24,497.27 |
26,207.36 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,845.96 |
32,102.05 |
28,921.08 |
|
R3 |
31,165.22 |
30,421.31 |
28,458.87 |
|
R2 |
29,484.48 |
29,484.48 |
28,304.81 |
|
R1 |
28,740.57 |
28,740.57 |
28,150.74 |
29,112.53 |
PP |
27,803.74 |
27,803.74 |
27,803.74 |
27,989.71 |
S1 |
27,059.83 |
27,059.83 |
27,842.60 |
27,431.79 |
S2 |
26,123.00 |
26,123.00 |
27,688.53 |
|
S3 |
24,442.26 |
25,379.09 |
27,534.47 |
|
S4 |
22,761.52 |
23,698.35 |
27,072.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,222.06 |
26,550.11 |
1,671.95 |
6.3% |
772.46 |
2.9% |
10% |
False |
True |
20,285 |
10 |
28,547.64 |
26,234.13 |
2,313.51 |
8.7% |
834.06 |
3.1% |
21% |
False |
False |
21,327 |
20 |
28,547.64 |
26,012.56 |
2,535.08 |
9.5% |
730.90 |
2.7% |
28% |
False |
False |
19,821 |
40 |
29,229.42 |
24,963.04 |
4,266.38 |
16.0% |
806.11 |
3.0% |
41% |
False |
False |
22,128 |
60 |
30,427.35 |
24,963.04 |
5,464.31 |
20.5% |
729.81 |
2.7% |
32% |
False |
False |
19,189 |
80 |
31,765.71 |
24,963.04 |
6,802.67 |
25.5% |
826.11 |
3.1% |
26% |
False |
False |
20,802 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.0% |
834.39 |
3.1% |
27% |
False |
False |
19,340 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.0% |
895.49 |
3.4% |
27% |
False |
False |
20,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,420.17 |
2.618 |
29,906.28 |
1.618 |
28,978.65 |
1.000 |
28,405.37 |
0.618 |
28,051.02 |
HIGH |
27,477.74 |
0.618 |
27,123.39 |
0.500 |
27,013.93 |
0.382 |
26,904.46 |
LOW |
26,550.11 |
0.618 |
25,976.83 |
1.000 |
25,622.48 |
1.618 |
25,049.20 |
2.618 |
24,121.57 |
4.250 |
22,607.68 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
27,013.93 |
27,386.09 |
PP |
26,915.14 |
27,163.24 |
S1 |
26,816.35 |
26,940.40 |
|