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 |
1,861.45 |
1,860.36 |
-1.09 |
-0.1% |
1,848.68 |
High |
1,864.81 |
1,876.30 |
11.49 |
0.6% |
1,848.74 |
Low |
1,854.07 |
1,859.03 |
4.96 |
0.3% |
1,812.39 |
Close |
1,860.02 |
1,873.63 |
13.61 |
0.7% |
1,831.88 |
Range |
10.74 |
17.27 |
6.53 |
60.8% |
36.35 |
ATR |
16.76 |
16.80 |
0.04 |
0.2% |
0.00 |
Volume |
5,569 |
5,659 |
90 |
1.6% |
27,447 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.46 |
1,914.82 |
1,883.13 |
|
R3 |
1,904.19 |
1,897.55 |
1,878.38 |
|
R2 |
1,886.92 |
1,886.92 |
1,876.80 |
|
R1 |
1,880.28 |
1,880.28 |
1,875.21 |
1,883.60 |
PP |
1,869.65 |
1,869.65 |
1,869.65 |
1,871.32 |
S1 |
1,863.01 |
1,863.01 |
1,872.05 |
1,866.33 |
S2 |
1,852.38 |
1,852.38 |
1,870.46 |
|
S3 |
1,835.11 |
1,845.74 |
1,868.88 |
|
S4 |
1,817.84 |
1,828.47 |
1,864.13 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.05 |
1,922.32 |
1,851.87 |
|
R3 |
1,903.70 |
1,885.97 |
1,841.88 |
|
R2 |
1,867.35 |
1,867.35 |
1,838.54 |
|
R1 |
1,849.62 |
1,849.62 |
1,835.21 |
1,840.31 |
PP |
1,831.00 |
1,831.00 |
1,831.00 |
1,826.35 |
S1 |
1,813.27 |
1,813.27 |
1,828.55 |
1,803.96 |
S2 |
1,794.65 |
1,794.65 |
1,825.22 |
|
S3 |
1,758.30 |
1,776.92 |
1,821.88 |
|
S4 |
1,721.95 |
1,740.57 |
1,811.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,876.30 |
1,812.39 |
63.91 |
3.4% |
18.74 |
1.0% |
96% |
True |
False |
5,519 |
10 |
1,878.05 |
1,812.39 |
65.66 |
3.5% |
19.08 |
1.0% |
93% |
False |
False |
5,544 |
20 |
1,947.12 |
1,812.39 |
134.73 |
7.2% |
17.04 |
0.9% |
45% |
False |
False |
5,710 |
40 |
1,950.48 |
1,812.39 |
138.09 |
7.4% |
14.93 |
0.8% |
44% |
False |
False |
5,750 |
60 |
1,987.26 |
1,812.39 |
174.87 |
9.3% |
15.47 |
0.8% |
35% |
False |
False |
5,741 |
80 |
1,987.26 |
1,812.39 |
174.87 |
9.3% |
15.99 |
0.9% |
35% |
False |
False |
5,735 |
100 |
1,987.26 |
1,812.39 |
174.87 |
9.3% |
17.46 |
0.9% |
35% |
False |
False |
5,717 |
120 |
2,059.31 |
1,812.39 |
246.92 |
13.2% |
18.52 |
1.0% |
25% |
False |
False |
5,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.70 |
2.618 |
1,921.51 |
1.618 |
1,904.24 |
1.000 |
1,893.57 |
0.618 |
1,886.97 |
HIGH |
1,876.30 |
0.618 |
1,869.70 |
0.500 |
1,867.67 |
0.382 |
1,865.63 |
LOW |
1,859.03 |
0.618 |
1,848.36 |
1.000 |
1,841.76 |
1.618 |
1,831.09 |
2.618 |
1,813.82 |
4.250 |
1,785.63 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,871.64 |
1,867.24 |
PP |
1,869.65 |
1,860.85 |
S1 |
1,867.67 |
1,854.46 |
|