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 |
1,947.88 |
1,974.24 |
26.36 |
1.4% |
1,932.84 |
High |
1,977.43 |
1,996.25 |
18.82 |
1.0% |
1,996.25 |
Low |
1,945.67 |
1,973.15 |
27.48 |
1.4% |
1,909.36 |
Close |
1,974.50 |
1,980.49 |
5.99 |
0.3% |
1,980.49 |
Range |
31.76 |
23.10 |
-8.66 |
-27.3% |
86.89 |
ATR |
21.85 |
21.94 |
0.09 |
0.4% |
0.00 |
Volume |
5,388 |
5,318 |
-70 |
-1.3% |
27,070 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.60 |
2,039.64 |
1,993.20 |
|
R3 |
2,029.50 |
2,016.54 |
1,986.84 |
|
R2 |
2,006.40 |
2,006.40 |
1,984.73 |
|
R1 |
1,993.44 |
1,993.44 |
1,982.61 |
1,999.92 |
PP |
1,983.30 |
1,983.30 |
1,983.30 |
1,986.54 |
S1 |
1,970.34 |
1,970.34 |
1,978.37 |
1,976.82 |
S2 |
1,960.20 |
1,960.20 |
1,976.26 |
|
S3 |
1,937.10 |
1,947.24 |
1,974.14 |
|
S4 |
1,914.00 |
1,924.14 |
1,967.79 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,222.70 |
2,188.49 |
2,028.28 |
|
R3 |
2,135.81 |
2,101.60 |
2,004.38 |
|
R2 |
2,048.92 |
2,048.92 |
1,996.42 |
|
R1 |
2,014.71 |
2,014.71 |
1,988.45 |
2,031.82 |
PP |
1,962.03 |
1,962.03 |
1,962.03 |
1,970.59 |
S1 |
1,927.82 |
1,927.82 |
1,972.53 |
1,944.93 |
S2 |
1,875.14 |
1,875.14 |
1,964.56 |
|
S3 |
1,788.25 |
1,840.93 |
1,956.60 |
|
S4 |
1,701.36 |
1,754.04 |
1,932.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,996.25 |
1,909.36 |
86.89 |
4.4% |
26.26 |
1.3% |
82% |
True |
False |
5,414 |
10 |
1,996.25 |
1,832.61 |
163.64 |
8.3% |
26.68 |
1.3% |
90% |
True |
False |
5,484 |
20 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
22.85 |
1.2% |
91% |
True |
False |
5,550 |
40 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.77 |
0.9% |
91% |
True |
False |
5,746 |
60 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.08 |
0.9% |
91% |
True |
False |
5,706 |
80 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
16.97 |
0.9% |
91% |
True |
False |
5,716 |
100 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.92 |
0.9% |
91% |
True |
False |
5,706 |
120 |
2,059.31 |
1,812.39 |
246.92 |
12.5% |
19.01 |
1.0% |
68% |
False |
False |
5,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,094.43 |
2.618 |
2,056.73 |
1.618 |
2,033.63 |
1.000 |
2,019.35 |
0.618 |
2,010.53 |
HIGH |
1,996.25 |
0.618 |
1,987.43 |
0.500 |
1,984.70 |
0.382 |
1,981.97 |
LOW |
1,973.15 |
0.618 |
1,958.87 |
1.000 |
1,950.05 |
1.618 |
1,935.77 |
2.618 |
1,912.67 |
4.250 |
1,874.98 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,984.70 |
1,973.57 |
PP |
1,983.30 |
1,966.65 |
S1 |
1,981.89 |
1,959.73 |
|