Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
27,401.99 |
26,714.99 |
-687.00 |
-2.5% |
26,909.96 |
High |
27,477.74 |
26,934.11 |
-543.63 |
-2.0% |
28,547.64 |
Low |
26,550.11 |
26,555.65 |
5.54 |
0.0% |
26,866.90 |
Close |
26,717.56 |
26,742.10 |
24.54 |
0.1% |
27,996.67 |
Range |
927.63 |
378.46 |
-549.17 |
-59.2% |
1,680.74 |
ATR |
766.48 |
738.76 |
-27.72 |
-3.6% |
0.00 |
Volume |
31,188 |
18,543 |
-12,645 |
-40.5% |
104,313 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,879.33 |
27,689.18 |
26,950.25 |
|
R3 |
27,500.87 |
27,310.72 |
26,846.18 |
|
R2 |
27,122.41 |
27,122.41 |
26,811.48 |
|
R1 |
26,932.26 |
26,932.26 |
26,776.79 |
27,027.34 |
PP |
26,743.95 |
26,743.95 |
26,743.95 |
26,791.49 |
S1 |
26,553.80 |
26,553.80 |
26,707.41 |
26,648.88 |
S2 |
26,365.49 |
26,365.49 |
26,672.72 |
|
S3 |
25,987.03 |
26,175.34 |
26,638.02 |
|
S4 |
25,608.57 |
25,796.88 |
26,533.95 |
|
|
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% |
700.28 |
2.6% |
11% |
False |
False |
18,755 |
10 |
28,547.64 |
26,550.11 |
1,997.53 |
7.5% |
767.31 |
2.9% |
10% |
False |
False |
19,768 |
20 |
28,547.64 |
26,012.56 |
2,535.08 |
9.5% |
718.53 |
2.7% |
29% |
False |
False |
19,334 |
40 |
28,954.96 |
24,963.04 |
3,991.92 |
14.9% |
806.38 |
3.0% |
45% |
False |
False |
22,115 |
60 |
30,427.35 |
24,963.04 |
5,464.31 |
20.4% |
728.93 |
2.7% |
33% |
False |
False |
19,226 |
80 |
31,765.71 |
24,963.04 |
6,802.67 |
25.4% |
811.06 |
3.0% |
26% |
False |
False |
20,403 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.0% |
834.31 |
3.1% |
28% |
False |
False |
19,355 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.0% |
889.31 |
3.3% |
28% |
False |
False |
20,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,542.57 |
2.618 |
27,924.92 |
1.618 |
27,546.46 |
1.000 |
27,312.57 |
0.618 |
27,168.00 |
HIGH |
26,934.11 |
0.618 |
26,789.54 |
0.500 |
26,744.88 |
0.382 |
26,700.22 |
LOW |
26,555.65 |
0.618 |
26,321.76 |
1.000 |
26,177.19 |
1.618 |
25,943.30 |
2.618 |
25,564.84 |
4.250 |
24,947.20 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
26,744.88 |
27,140.05 |
PP |
26,743.95 |
27,007.40 |
S1 |
26,743.03 |
26,874.75 |
|