Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,566.5740 |
1,603.6320 |
37.0580 |
2.4% |
1,559.8270 |
High |
1,629.5640 |
1,722.2230 |
92.6590 |
5.7% |
1,632.7660 |
Low |
1,562.2540 |
1,593.2460 |
30.9920 |
2.0% |
1,543.6780 |
Close |
1,603.6720 |
1,709.1460 |
105.4740 |
6.6% |
1,603.6720 |
Range |
67.3100 |
128.9770 |
61.6670 |
91.6% |
89.0880 |
ATR |
48.8433 |
54.5671 |
5.7238 |
11.7% |
0.0000 |
Volume |
201,147 |
2,654 |
-198,493 |
-98.7% |
568,311 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.8027 |
2,014.4513 |
1,780.0834 |
|
R3 |
1,932.8257 |
1,885.4743 |
1,744.6147 |
|
R2 |
1,803.8487 |
1,803.8487 |
1,732.7918 |
|
R1 |
1,756.4973 |
1,756.4973 |
1,720.9689 |
1,780.1730 |
PP |
1,674.8717 |
1,674.8717 |
1,674.8717 |
1,686.7095 |
S1 |
1,627.5203 |
1,627.5203 |
1,697.3231 |
1,651.1960 |
S2 |
1,545.8947 |
1,545.8947 |
1,685.5002 |
|
S3 |
1,416.9177 |
1,498.5433 |
1,673.6773 |
|
S4 |
1,287.9407 |
1,369.5663 |
1,638.2087 |
|
|
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 |
1,722.2230 |
1,543.6780 |
178.5450 |
10.4% |
61.0324 |
3.6% |
93% |
True |
False |
113,711 |
10 |
1,722.2230 |
1,523.0770 |
199.1460 |
11.7% |
53.6047 |
3.1% |
93% |
True |
False |
110,707 |
20 |
1,743.3590 |
1,523.0770 |
220.2820 |
12.9% |
53.2519 |
3.1% |
84% |
False |
False |
115,231 |
40 |
1,743.3590 |
1,523.0770 |
220.2820 |
12.9% |
51.1316 |
3.0% |
84% |
False |
False |
124,343 |
60 |
1,888.8030 |
1,523.0770 |
365.7260 |
21.4% |
50.3055 |
2.9% |
51% |
False |
False |
127,433 |
80 |
2,026.3210 |
1,523.0770 |
503.2440 |
29.4% |
52.4221 |
3.1% |
37% |
False |
False |
123,320 |
100 |
2,026.3210 |
1,523.0770 |
503.2440 |
29.4% |
56.4431 |
3.3% |
37% |
False |
False |
123,410 |
120 |
2,026.3210 |
1,523.0770 |
503.2440 |
29.4% |
57.4621 |
3.4% |
37% |
False |
False |
128,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,270.3753 |
2.618 |
2,059.8848 |
1.618 |
1,930.9078 |
1.000 |
1,851.2000 |
0.618 |
1,801.9308 |
HIGH |
1,722.2230 |
0.618 |
1,672.9538 |
0.500 |
1,657.7345 |
0.382 |
1,642.5152 |
LOW |
1,593.2460 |
0.618 |
1,513.5382 |
1.000 |
1,464.2690 |
1.618 |
1,384.5612 |
2.618 |
1,255.5842 |
4.250 |
1,045.0938 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,692.0088 |
1,683.7475 |
PP |
1,674.8717 |
1,658.3490 |
S1 |
1,657.7345 |
1,632.9505 |
|