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 |
1,860.36 |
1,874.04 |
13.68 |
0.7% |
1,848.68 |
High |
1,876.30 |
1,884.21 |
7.91 |
0.4% |
1,848.74 |
Low |
1,859.03 |
1,868.42 |
9.39 |
0.5% |
1,812.39 |
Close |
1,873.63 |
1,868.99 |
-4.64 |
-0.2% |
1,831.88 |
Range |
17.27 |
15.79 |
-1.48 |
-8.6% |
36.35 |
ATR |
16.80 |
16.73 |
-0.07 |
-0.4% |
0.00 |
Volume |
5,659 |
5,665 |
6 |
0.1% |
27,447 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.24 |
1,910.91 |
1,877.67 |
|
R3 |
1,905.45 |
1,895.12 |
1,873.33 |
|
R2 |
1,889.66 |
1,889.66 |
1,871.88 |
|
R1 |
1,879.33 |
1,879.33 |
1,870.44 |
1,876.60 |
PP |
1,873.87 |
1,873.87 |
1,873.87 |
1,872.51 |
S1 |
1,863.54 |
1,863.54 |
1,867.54 |
1,860.81 |
S2 |
1,858.08 |
1,858.08 |
1,866.10 |
|
S3 |
1,842.29 |
1,847.75 |
1,864.65 |
|
S4 |
1,826.50 |
1,831.96 |
1,860.31 |
|
|
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 |
1,884.21 |
1,812.39 |
71.82 |
3.8% |
19.11 |
1.0% |
79% |
True |
False |
5,532 |
10 |
1,884.21 |
1,812.39 |
71.82 |
3.8% |
18.77 |
1.0% |
79% |
True |
False |
5,542 |
20 |
1,947.12 |
1,812.39 |
134.73 |
7.2% |
17.28 |
0.9% |
42% |
False |
False |
5,698 |
40 |
1,950.48 |
1,812.39 |
138.09 |
7.4% |
15.09 |
0.8% |
41% |
False |
False |
5,747 |
60 |
1,987.26 |
1,812.39 |
174.87 |
9.4% |
15.26 |
0.8% |
32% |
False |
False |
5,740 |
80 |
1,987.26 |
1,812.39 |
174.87 |
9.4% |
16.02 |
0.9% |
32% |
False |
False |
5,734 |
100 |
1,987.26 |
1,812.39 |
174.87 |
9.4% |
17.29 |
0.9% |
32% |
False |
False |
5,716 |
120 |
2,059.31 |
1,812.39 |
246.92 |
13.2% |
18.49 |
1.0% |
23% |
False |
False |
5,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,951.32 |
2.618 |
1,925.55 |
1.618 |
1,909.76 |
1.000 |
1,900.00 |
0.618 |
1,893.97 |
HIGH |
1,884.21 |
0.618 |
1,878.18 |
0.500 |
1,876.32 |
0.382 |
1,874.45 |
LOW |
1,868.42 |
0.618 |
1,858.66 |
1.000 |
1,852.63 |
1.618 |
1,842.87 |
2.618 |
1,827.08 |
4.250 |
1,801.31 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,876.32 |
1,869.14 |
PP |
1,873.87 |
1,869.09 |
S1 |
1,871.43 |
1,869.04 |
|