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 |
27,720 |
27,540 |
-180 |
-0.6% |
27,190 |
High |
27,890 |
27,595 |
-295 |
-1.1% |
28,950 |
Low |
27,390 |
26,570 |
-820 |
-3.0% |
27,190 |
Close |
27,490 |
26,800 |
-690 |
-2.5% |
28,145 |
Range |
500 |
1,025 |
525 |
105.0% |
1,760 |
ATR |
839 |
852 |
13 |
1.6% |
0 |
Volume |
6,128 |
10,160 |
4,032 |
65.8% |
50,425 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,063 |
29,457 |
27,364 |
|
R3 |
29,038 |
28,432 |
27,082 |
|
R2 |
28,013 |
28,013 |
26,988 |
|
R1 |
27,407 |
27,407 |
26,894 |
27,198 |
PP |
26,988 |
26,988 |
26,988 |
26,884 |
S1 |
26,382 |
26,382 |
26,706 |
26,173 |
S2 |
25,963 |
25,963 |
26,612 |
|
S3 |
24,938 |
25,357 |
26,518 |
|
S4 |
23,913 |
24,332 |
26,236 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,375 |
32,520 |
29,113 |
|
R3 |
31,615 |
30,760 |
28,629 |
|
R2 |
29,855 |
29,855 |
28,468 |
|
R1 |
29,000 |
29,000 |
28,306 |
29,428 |
PP |
28,095 |
28,095 |
28,095 |
28,309 |
S1 |
27,240 |
27,240 |
27,984 |
27,668 |
S2 |
26,335 |
26,335 |
27,822 |
|
S3 |
24,575 |
25,480 |
27,661 |
|
S4 |
22,815 |
23,720 |
27,177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,340 |
26,570 |
1,770 |
6.6% |
832 |
3.1% |
13% |
False |
True |
8,697 |
10 |
28,950 |
26,400 |
2,550 |
9.5% |
903 |
3.4% |
16% |
False |
False |
9,356 |
20 |
28,950 |
26,115 |
2,835 |
10.6% |
784 |
2.9% |
24% |
False |
False |
5,794 |
40 |
29,790 |
25,070 |
4,720 |
17.6% |
850 |
3.2% |
37% |
False |
False |
3,320 |
60 |
31,305 |
25,070 |
6,235 |
23.3% |
760 |
2.8% |
28% |
False |
False |
2,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,951 |
2.618 |
30,278 |
1.618 |
29,253 |
1.000 |
28,620 |
0.618 |
28,228 |
HIGH |
27,595 |
0.618 |
27,203 |
0.500 |
27,083 |
0.382 |
26,962 |
LOW |
26,570 |
0.618 |
25,937 |
1.000 |
25,545 |
1.618 |
24,912 |
2.618 |
23,887 |
4.250 |
22,214 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
27,083 |
27,358 |
PP |
26,988 |
27,172 |
S1 |
26,894 |
26,986 |
|