Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,920.10 |
1,923.20 |
3.10 |
0.2% |
1,832.62 |
High |
1,929.72 |
1,959.19 |
29.47 |
1.5% |
1,930.24 |
Low |
1,912.83 |
1,923.20 |
10.37 |
0.5% |
1,832.61 |
Close |
1,923.04 |
1,948.38 |
25.34 |
1.3% |
1,929.84 |
Range |
16.89 |
35.99 |
19.10 |
113.1% |
97.63 |
ATR |
19.93 |
21.09 |
1.16 |
5.8% |
0.00 |
Volume |
5,614 |
5,470 |
-144 |
-2.6% |
27,775 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,051.56 |
2,035.96 |
1,968.17 |
|
R3 |
2,015.57 |
1,999.97 |
1,958.28 |
|
R2 |
1,979.58 |
1,979.58 |
1,954.98 |
|
R1 |
1,963.98 |
1,963.98 |
1,951.68 |
1,971.78 |
PP |
1,943.59 |
1,943.59 |
1,943.59 |
1,947.49 |
S1 |
1,927.99 |
1,927.99 |
1,945.08 |
1,935.79 |
S2 |
1,907.60 |
1,907.60 |
1,941.78 |
|
S3 |
1,871.61 |
1,892.00 |
1,938.48 |
|
S4 |
1,835.62 |
1,856.01 |
1,928.59 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,190.45 |
2,157.78 |
1,983.54 |
|
R3 |
2,092.82 |
2,060.15 |
1,956.69 |
|
R2 |
1,995.19 |
1,995.19 |
1,947.74 |
|
R1 |
1,962.52 |
1,962.52 |
1,938.79 |
1,978.86 |
PP |
1,897.56 |
1,897.56 |
1,897.56 |
1,905.73 |
S1 |
1,864.89 |
1,864.89 |
1,920.89 |
1,881.23 |
S2 |
1,799.93 |
1,799.93 |
1,911.94 |
|
S3 |
1,702.30 |
1,767.26 |
1,902.99 |
|
S4 |
1,604.67 |
1,669.63 |
1,876.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,959.19 |
1,868.42 |
90.77 |
4.7% |
30.70 |
1.6% |
88% |
True |
False |
5,503 |
10 |
1,959.19 |
1,812.39 |
146.80 |
7.5% |
24.72 |
1.3% |
93% |
True |
False |
5,511 |
20 |
1,959.19 |
1,812.39 |
146.80 |
7.5% |
21.35 |
1.1% |
93% |
True |
False |
5,604 |
40 |
1,959.19 |
1,812.39 |
146.80 |
7.5% |
17.20 |
0.9% |
93% |
True |
False |
5,772 |
60 |
1,981.66 |
1,812.39 |
169.27 |
8.7% |
16.59 |
0.9% |
80% |
False |
False |
5,721 |
80 |
1,987.26 |
1,812.39 |
174.87 |
9.0% |
16.66 |
0.9% |
78% |
False |
False |
5,725 |
100 |
1,987.26 |
1,812.39 |
174.87 |
9.0% |
17.80 |
0.9% |
78% |
False |
False |
5,712 |
120 |
2,059.31 |
1,812.39 |
246.92 |
12.7% |
18.87 |
1.0% |
55% |
False |
False |
5,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,112.15 |
2.618 |
2,053.41 |
1.618 |
2,017.42 |
1.000 |
1,995.18 |
0.618 |
1,981.43 |
HIGH |
1,959.19 |
0.618 |
1,945.44 |
0.500 |
1,941.20 |
0.382 |
1,936.95 |
LOW |
1,923.20 |
0.618 |
1,900.96 |
1.000 |
1,887.21 |
1.618 |
1,864.97 |
2.618 |
1,828.98 |
4.250 |
1,770.24 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,945.99 |
1,943.68 |
PP |
1,943.59 |
1,938.98 |
S1 |
1,941.20 |
1,934.28 |
|