| 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 |
1,576.9870 |
1,560.3950 |
-16.5920 |
-1.1% |
1,668.3240 |
| High |
1,594.6860 |
1,578.3140 |
-16.3720 |
-1.0% |
1,743.3590 |
| Low |
1,552.9180 |
1,548.7320 |
-4.1860 |
-0.3% |
1,609.4480 |
| Close |
1,559.8970 |
1,563.9250 |
4.0280 |
0.3% |
1,646.8720 |
| Range |
41.7680 |
29.5820 |
-12.1860 |
-29.2% |
133.9110 |
| ATR |
50.8638 |
49.3436 |
-1.5201 |
-3.0% |
0.0000 |
| Volume |
126,787 |
158,844 |
32,057 |
25.3% |
562,884 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,652.4030 |
1,637.7460 |
1,580.1951 |
|
| R3 |
1,622.8210 |
1,608.1640 |
1,572.0601 |
|
| R2 |
1,593.2390 |
1,593.2390 |
1,569.3484 |
|
| R1 |
1,578.5820 |
1,578.5820 |
1,566.6367 |
1,585.9105 |
| PP |
1,563.6570 |
1,563.6570 |
1,563.6570 |
1,567.3213 |
| S1 |
1,549.0000 |
1,549.0000 |
1,561.2133 |
1,556.3285 |
| S2 |
1,534.0750 |
1,534.0750 |
1,558.5016 |
|
| S3 |
1,504.4930 |
1,519.4180 |
1,555.7900 |
|
| S4 |
1,474.9110 |
1,489.8360 |
1,547.6549 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.2927 |
1,991.4933 |
1,720.5231 |
|
| R3 |
1,934.3817 |
1,857.5823 |
1,683.6975 |
|
| R2 |
1,800.4707 |
1,800.4707 |
1,671.4224 |
|
| R1 |
1,723.6713 |
1,723.6713 |
1,659.1472 |
1,695.1155 |
| PP |
1,666.5597 |
1,666.5597 |
1,666.5597 |
1,652.2818 |
| S1 |
1,589.7603 |
1,589.7603 |
1,634.5968 |
1,561.2045 |
| S2 |
1,532.6487 |
1,532.6487 |
1,622.3217 |
|
| S3 |
1,398.7377 |
1,455.8493 |
1,610.0465 |
|
| S4 |
1,264.8267 |
1,321.9383 |
1,573.2210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,659.9880 |
1,548.7320 |
111.2560 |
7.1% |
53.4204 |
3.4% |
14% |
False |
True |
106,568 |
| 10 |
1,743.3590 |
1,548.7320 |
194.6270 |
12.4% |
53.4378 |
3.4% |
8% |
False |
True |
125,009 |
| 20 |
1,743.3590 |
1,548.7320 |
194.6270 |
12.4% |
45.7357 |
2.9% |
8% |
False |
True |
110,509 |
| 40 |
1,830.7230 |
1,533.7810 |
296.9420 |
19.0% |
53.5668 |
3.4% |
10% |
False |
False |
141,449 |
| 60 |
1,928.8080 |
1,533.7810 |
395.0270 |
25.3% |
47.3203 |
3.0% |
8% |
False |
False |
124,628 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.5% |
54.1541 |
3.5% |
6% |
False |
False |
132,149 |
| 100 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.5% |
55.5987 |
3.6% |
6% |
False |
False |
122,872 |
| 120 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.5% |
59.9808 |
3.8% |
6% |
False |
False |
136,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,704.0375 |
|
2.618 |
1,655.7597 |
|
1.618 |
1,626.1777 |
|
1.000 |
1,607.8960 |
|
0.618 |
1,596.5957 |
|
HIGH |
1,578.3140 |
|
0.618 |
1,567.0137 |
|
0.500 |
1,563.5230 |
|
0.382 |
1,560.0323 |
|
LOW |
1,548.7320 |
|
0.618 |
1,530.4503 |
|
1.000 |
1,519.1500 |
|
1.618 |
1,500.8683 |
|
2.618 |
1,471.2863 |
|
4.250 |
1,423.0085 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,563.7910 |
1,604.3600 |
| PP |
1,563.6570 |
1,590.8817 |
| S1 |
1,563.5230 |
1,577.4033 |
|