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 |
28,335 |
28,745 |
410 |
1.4% |
27,275 |
High |
29,095 |
30,465 |
1,370 |
4.7% |
30,465 |
Low |
28,175 |
28,700 |
525 |
1.9% |
27,145 |
Close |
28,900 |
29,685 |
785 |
2.7% |
29,685 |
Range |
920 |
1,765 |
845 |
91.8% |
3,320 |
ATR |
955 |
1,013 |
58 |
6.1% |
0 |
Volume |
7,780 |
10,080 |
2,300 |
29.6% |
55,983 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,912 |
34,063 |
30,656 |
|
R3 |
33,147 |
32,298 |
30,170 |
|
R2 |
31,382 |
31,382 |
30,009 |
|
R1 |
30,533 |
30,533 |
29,847 |
30,958 |
PP |
29,617 |
29,617 |
29,617 |
29,829 |
S1 |
28,768 |
28,768 |
29,523 |
29,193 |
S2 |
27,852 |
27,852 |
29,361 |
|
S3 |
26,087 |
27,003 |
29,200 |
|
S4 |
24,322 |
25,238 |
28,714 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39,058 |
37,692 |
31,511 |
|
R3 |
35,738 |
34,372 |
30,598 |
|
R2 |
32,418 |
32,418 |
30,294 |
|
R1 |
31,052 |
31,052 |
29,989 |
31,735 |
PP |
29,098 |
29,098 |
29,098 |
29,440 |
S1 |
27,732 |
27,732 |
29,381 |
28,415 |
S2 |
25,778 |
25,778 |
29,076 |
|
S3 |
22,458 |
24,412 |
28,772 |
|
S4 |
19,138 |
21,092 |
27,859 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,465 |
27,145 |
3,320 |
11.2% |
1,474 |
5.0% |
77% |
True |
False |
11,196 |
10 |
30,465 |
26,570 |
3,895 |
13.1% |
1,059 |
3.6% |
80% |
True |
False |
8,898 |
20 |
30,465 |
26,115 |
4,350 |
14.7% |
951 |
3.2% |
82% |
True |
False |
8,825 |
40 |
30,465 |
25,070 |
5,395 |
18.2% |
913 |
3.1% |
86% |
True |
False |
4,760 |
60 |
30,765 |
25,070 |
5,695 |
19.2% |
838 |
2.8% |
81% |
False |
False |
3,317 |
80 |
32,940 |
25,070 |
7,870 |
26.5% |
777 |
2.6% |
59% |
False |
False |
2,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,966 |
2.618 |
35,086 |
1.618 |
33,321 |
1.000 |
32,230 |
0.618 |
31,556 |
HIGH |
30,465 |
0.618 |
29,791 |
0.500 |
29,583 |
0.382 |
29,374 |
LOW |
28,700 |
0.618 |
27,609 |
1.000 |
26,935 |
1.618 |
25,844 |
2.618 |
24,079 |
4.250 |
21,199 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
29,651 |
29,563 |
PP |
29,617 |
29,442 |
S1 |
29,583 |
29,320 |
|