Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
28,412.12 |
28,460.65 |
48.53 |
0.2% |
27,996.76 |
High |
28,622.74 |
28,870.03 |
247.29 |
0.9% |
28,222.06 |
Low |
28,108.18 |
28,167.21 |
59.03 |
0.2% |
26,550.11 |
Close |
28,460.73 |
28,260.57 |
-200.16 |
-0.7% |
26,980.85 |
Range |
514.56 |
702.82 |
188.26 |
36.6% |
1,671.95 |
ATR |
859.57 |
848.37 |
-11.20 |
-1.3% |
0.00 |
Volume |
32,748 |
22,993 |
-9,755 |
-29.8% |
85,364 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,541.06 |
30,103.64 |
28,647.12 |
|
R3 |
29,838.24 |
29,400.82 |
28,453.85 |
|
R2 |
29,135.42 |
29,135.42 |
28,389.42 |
|
R1 |
28,698.00 |
28,698.00 |
28,325.00 |
28,565.30 |
PP |
28,432.60 |
28,432.60 |
28,432.60 |
28,366.26 |
S1 |
27,995.18 |
27,995.18 |
28,196.14 |
27,862.48 |
S2 |
27,729.78 |
27,729.78 |
28,131.72 |
|
S3 |
27,026.96 |
27,292.36 |
28,067.29 |
|
S4 |
26,324.14 |
26,589.54 |
27,874.02 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,266.86 |
31,295.80 |
27,900.42 |
|
R3 |
30,594.91 |
29,623.85 |
27,440.64 |
|
R2 |
28,922.96 |
28,922.96 |
27,287.37 |
|
R1 |
27,951.90 |
27,951.90 |
27,134.11 |
27,601.46 |
PP |
27,251.01 |
27,251.01 |
27,251.01 |
27,075.78 |
S1 |
26,279.95 |
26,279.95 |
26,827.59 |
25,929.51 |
S2 |
25,579.06 |
25,579.06 |
26,674.33 |
|
S3 |
23,907.11 |
24,608.00 |
26,521.06 |
|
S4 |
22,235.16 |
22,936.05 |
26,061.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,977.74 |
26,555.65 |
3,422.09 |
12.1% |
1,021.03 |
3.6% |
50% |
False |
False |
18,179 |
10 |
29,977.74 |
26,550.11 |
3,427.63 |
12.1% |
896.74 |
3.2% |
50% |
False |
False |
19,232 |
20 |
29,977.74 |
26,012.56 |
3,965.18 |
14.0% |
815.29 |
2.9% |
57% |
False |
False |
19,400 |
40 |
29,977.74 |
24,963.04 |
5,014.70 |
17.7% |
811.57 |
2.9% |
66% |
False |
False |
20,833 |
60 |
30,167.38 |
24,963.04 |
5,204.34 |
18.4% |
759.39 |
2.7% |
63% |
False |
False |
19,801 |
80 |
31,765.71 |
24,963.04 |
6,802.67 |
24.1% |
794.68 |
2.8% |
48% |
False |
False |
19,264 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
24.6% |
849.96 |
3.0% |
50% |
False |
False |
19,808 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
24.6% |
877.81 |
3.1% |
50% |
False |
False |
19,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,857.02 |
2.618 |
30,710.01 |
1.618 |
30,007.19 |
1.000 |
29,572.85 |
0.618 |
29,304.37 |
HIGH |
28,870.03 |
0.618 |
28,601.55 |
0.500 |
28,518.62 |
0.382 |
28,435.69 |
LOW |
28,167.21 |
0.618 |
27,732.87 |
1.000 |
27,464.39 |
1.618 |
27,030.05 |
2.618 |
26,327.23 |
4.250 |
25,180.23 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
28,518.62 |
28,375.17 |
PP |
28,432.60 |
28,336.97 |
S1 |
28,346.59 |
28,298.77 |
|