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 |
1,974.24 |
1,981.62 |
7.38 |
0.4% |
1,932.84 |
High |
1,996.25 |
1,982.28 |
-13.97 |
-0.7% |
1,996.25 |
Low |
1,973.15 |
1,965.54 |
-7.61 |
-0.4% |
1,909.36 |
Close |
1,980.49 |
1,972.73 |
-7.76 |
-0.4% |
1,980.49 |
Range |
23.10 |
16.74 |
-6.36 |
-27.5% |
86.89 |
ATR |
21.94 |
21.57 |
-0.37 |
-1.7% |
0.00 |
Volume |
5,318 |
5,288 |
-30 |
-0.6% |
27,070 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.74 |
2,014.97 |
1,981.94 |
|
R3 |
2,007.00 |
1,998.23 |
1,977.33 |
|
R2 |
1,990.26 |
1,990.26 |
1,975.80 |
|
R1 |
1,981.49 |
1,981.49 |
1,974.26 |
1,977.51 |
PP |
1,973.52 |
1,973.52 |
1,973.52 |
1,971.52 |
S1 |
1,964.75 |
1,964.75 |
1,971.20 |
1,960.77 |
S2 |
1,956.78 |
1,956.78 |
1,969.66 |
|
S3 |
1,940.04 |
1,948.01 |
1,968.13 |
|
S4 |
1,923.30 |
1,931.27 |
1,963.52 |
|
|
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 |
1,912.83 |
83.42 |
4.2% |
24.90 |
1.3% |
72% |
False |
False |
5,415 |
10 |
1,996.25 |
1,854.07 |
142.18 |
7.2% |
25.31 |
1.3% |
83% |
False |
False |
5,473 |
20 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
23.13 |
1.2% |
87% |
False |
False |
5,528 |
40 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.81 |
0.9% |
87% |
False |
False |
5,732 |
60 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
16.72 |
0.8% |
87% |
False |
False |
5,701 |
80 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.05 |
0.9% |
87% |
False |
False |
5,711 |
100 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.79 |
0.9% |
87% |
False |
False |
5,703 |
120 |
2,059.31 |
1,812.39 |
246.92 |
12.5% |
18.93 |
1.0% |
65% |
False |
False |
5,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,053.43 |
2.618 |
2,026.11 |
1.618 |
2,009.37 |
1.000 |
1,999.02 |
0.618 |
1,992.63 |
HIGH |
1,982.28 |
0.618 |
1,975.89 |
0.500 |
1,973.91 |
0.382 |
1,971.93 |
LOW |
1,965.54 |
0.618 |
1,955.19 |
1.000 |
1,948.80 |
1.618 |
1,938.45 |
2.618 |
1,921.71 |
4.250 |
1,894.40 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,973.91 |
1,972.14 |
PP |
1,973.52 |
1,971.55 |
S1 |
1,973.12 |
1,970.96 |
|