Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,561.9530 |
1,566.5740 |
4.6210 |
0.3% |
1,559.8270 |
High |
1,574.7080 |
1,629.5640 |
54.8560 |
3.5% |
1,632.7660 |
Low |
1,543.6780 |
1,562.2540 |
18.5760 |
1.2% |
1,543.6780 |
Close |
1,567.0440 |
1,603.6720 |
36.6280 |
2.3% |
1,603.6720 |
Range |
31.0300 |
67.3100 |
36.2800 |
116.9% |
89.0880 |
ATR |
47.4228 |
48.8433 |
1.4205 |
3.0% |
0.0000 |
Volume |
124,403 |
201,147 |
76,744 |
61.7% |
568,311 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,800.4267 |
1,769.3593 |
1,640.6925 |
|
R3 |
1,733.1167 |
1,702.0493 |
1,622.1823 |
|
R2 |
1,665.8067 |
1,665.8067 |
1,616.0122 |
|
R1 |
1,634.7393 |
1,634.7393 |
1,609.8421 |
1,650.2730 |
PP |
1,598.4967 |
1,598.4967 |
1,598.4967 |
1,606.2635 |
S1 |
1,567.4293 |
1,567.4293 |
1,597.5019 |
1,582.9630 |
S2 |
1,531.1867 |
1,531.1867 |
1,591.3318 |
|
S3 |
1,463.8767 |
1,500.1193 |
1,585.1618 |
|
S4 |
1,396.5667 |
1,432.8093 |
1,566.6515 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.6360 |
1,821.2420 |
1,652.6704 |
|
R3 |
1,771.5480 |
1,732.1540 |
1,628.1712 |
|
R2 |
1,682.4600 |
1,682.4600 |
1,620.0048 |
|
R1 |
1,643.0660 |
1,643.0660 |
1,611.8384 |
1,662.7630 |
PP |
1,593.3720 |
1,593.3720 |
1,593.3720 |
1,603.2205 |
S1 |
1,553.9780 |
1,553.9780 |
1,595.5056 |
1,573.6750 |
S2 |
1,504.2840 |
1,504.2840 |
1,587.3392 |
|
S3 |
1,415.1960 |
1,464.8900 |
1,579.1728 |
|
S4 |
1,326.1080 |
1,375.8020 |
1,554.6736 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,632.7660 |
1,543.6780 |
89.0880 |
5.6% |
52.6620 |
3.3% |
67% |
False |
False |
113,662 |
10 |
1,659.9880 |
1,523.0770 |
136.9110 |
8.5% |
51.4298 |
3.2% |
59% |
False |
False |
110,639 |
20 |
1,743.3590 |
1,523.0770 |
220.2820 |
13.7% |
48.6785 |
3.0% |
37% |
False |
False |
115,161 |
40 |
1,743.3590 |
1,523.0770 |
220.2820 |
13.7% |
48.8300 |
3.0% |
37% |
False |
False |
128,000 |
60 |
1,888.8030 |
1,523.0770 |
365.7260 |
22.8% |
48.5994 |
3.0% |
22% |
False |
False |
127,404 |
80 |
2,026.3210 |
1,523.0770 |
503.2440 |
31.4% |
51.4800 |
3.2% |
16% |
False |
False |
124,956 |
100 |
2,026.3210 |
1,523.0770 |
503.2440 |
31.4% |
55.7671 |
3.5% |
16% |
False |
False |
125,154 |
120 |
2,026.3210 |
1,523.0770 |
503.2440 |
31.4% |
56.9774 |
3.6% |
16% |
False |
False |
129,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.6315 |
2.618 |
1,805.7816 |
1.618 |
1,738.4716 |
1.000 |
1,696.8740 |
0.618 |
1,671.1616 |
HIGH |
1,629.5640 |
0.618 |
1,603.8516 |
0.500 |
1,595.9090 |
0.382 |
1,587.9664 |
LOW |
1,562.2540 |
0.618 |
1,520.6564 |
1.000 |
1,494.9440 |
1.618 |
1,453.3464 |
2.618 |
1,386.0364 |
4.250 |
1,276.1865 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,601.0843 |
1,597.9883 |
PP |
1,598.4967 |
1,592.3047 |
S1 |
1,595.9090 |
1,586.6210 |
|