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 |
1,560.3950 |
1,563.7640 |
3.3690 |
0.2% |
1,668.3240 |
High |
1,578.3140 |
1,569.1350 |
-9.1790 |
-0.6% |
1,743.3590 |
Low |
1,548.7320 |
1,523.0770 |
-25.6550 |
-1.7% |
1,609.4480 |
Close |
1,563.9250 |
1,536.0950 |
-27.8300 |
-1.8% |
1,646.8720 |
Range |
29.5820 |
46.0580 |
16.4760 |
55.7% |
133.9110 |
ATR |
49.3436 |
49.1089 |
-0.2347 |
-0.5% |
0.0000 |
Volume |
158,844 |
146,173 |
-12,671 |
-8.0% |
562,884 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.9430 |
1,654.5770 |
1,561.4269 |
|
R3 |
1,634.8850 |
1,608.5190 |
1,548.7610 |
|
R2 |
1,588.8270 |
1,588.8270 |
1,544.5390 |
|
R1 |
1,562.4610 |
1,562.4610 |
1,540.3170 |
1,552.6150 |
PP |
1,542.7690 |
1,542.7690 |
1,542.7690 |
1,537.8460 |
S1 |
1,516.4030 |
1,516.4030 |
1,531.8730 |
1,506.5570 |
S2 |
1,496.7110 |
1,496.7110 |
1,527.6510 |
|
S3 |
1,450.6530 |
1,470.3450 |
1,523.4291 |
|
S4 |
1,404.5950 |
1,424.2870 |
1,510.7631 |
|
|
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 |
1,523.0770 |
136.9110 |
8.9% |
53.6708 |
3.5% |
10% |
False |
True |
107,405 |
10 |
1,743.3590 |
1,523.0770 |
220.2820 |
14.3% |
50.5826 |
3.3% |
6% |
False |
True |
117,706 |
20 |
1,743.3590 |
1,523.0770 |
220.2820 |
14.3% |
46.1433 |
3.0% |
6% |
False |
True |
110,163 |
40 |
1,813.5820 |
1,523.0770 |
290.5050 |
18.9% |
53.9607 |
3.5% |
4% |
False |
True |
142,078 |
60 |
1,928.8080 |
1,523.0770 |
405.7310 |
26.4% |
47.6339 |
3.1% |
3% |
False |
True |
124,697 |
80 |
2,026.3210 |
1,523.0770 |
503.2440 |
32.8% |
53.8088 |
3.5% |
3% |
False |
True |
131,351 |
100 |
2,026.3210 |
1,523.0770 |
503.2440 |
32.8% |
55.7564 |
3.6% |
3% |
False |
True |
123,037 |
120 |
2,026.3210 |
1,523.0770 |
503.2440 |
32.8% |
59.3231 |
3.9% |
3% |
False |
True |
135,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,764.8815 |
2.618 |
1,689.7148 |
1.618 |
1,643.6568 |
1.000 |
1,615.1930 |
0.618 |
1,597.5988 |
HIGH |
1,569.1350 |
0.618 |
1,551.5408 |
0.500 |
1,546.1060 |
0.382 |
1,540.6712 |
LOW |
1,523.0770 |
0.618 |
1,494.6132 |
1.000 |
1,477.0190 |
1.618 |
1,448.5552 |
2.618 |
1,402.4972 |
4.250 |
1,327.3305 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,546.1060 |
1,558.8815 |
PP |
1,542.7690 |
1,551.2860 |
S1 |
1,539.4320 |
1,543.6905 |
|