Trading Metrics calculated at close of trading on 10-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,861.0 |
1,875.4 |
14.4 |
0.8% |
1,864.4 |
High |
1,877.3 |
1,879.1 |
1.8 |
0.1% |
1,864.7 |
Low |
1,857.5 |
1,866.1 |
8.6 |
0.5% |
1,823.5 |
Close |
1,864.3 |
1,875.3 |
11.0 |
0.6% |
1,845.2 |
Range |
19.8 |
13.0 |
-6.8 |
-34.3% |
41.2 |
ATR |
20.3 |
19.9 |
-0.4 |
-1.9% |
0.0 |
Volume |
187,802 |
157,340 |
-30,462 |
-16.2% |
1,017,467 |
|
Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,912.5 |
1,906.9 |
1,882.5 |
|
R3 |
1,899.5 |
1,893.9 |
1,878.9 |
|
R2 |
1,886.5 |
1,886.5 |
1,877.7 |
|
R1 |
1,880.9 |
1,880.9 |
1,876.5 |
1,877.2 |
PP |
1,873.5 |
1,873.5 |
1,873.5 |
1,871.7 |
S1 |
1,867.9 |
1,867.9 |
1,874.1 |
1,864.2 |
S2 |
1,860.5 |
1,860.5 |
1,872.9 |
|
S3 |
1,847.5 |
1,854.9 |
1,871.7 |
|
S4 |
1,834.5 |
1,841.9 |
1,868.2 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.1 |
1,947.8 |
1,867.9 |
|
R3 |
1,926.9 |
1,906.6 |
1,856.5 |
|
R2 |
1,885.7 |
1,885.7 |
1,852.8 |
|
R1 |
1,865.4 |
1,865.4 |
1,849.0 |
1,855.0 |
PP |
1,844.5 |
1,844.5 |
1,844.5 |
1,839.2 |
S1 |
1,824.2 |
1,824.2 |
1,841.4 |
1,813.8 |
S2 |
1,803.3 |
1,803.3 |
1,837.6 |
|
S3 |
1,762.1 |
1,783.0 |
1,833.9 |
|
S4 |
1,720.9 |
1,741.8 |
1,822.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,879.1 |
1,823.5 |
55.6 |
3.0% |
18.2 |
1.0% |
93% |
True |
False |
188,735 |
10 |
1,921.7 |
1,823.5 |
98.2 |
5.2% |
21.9 |
1.2% |
53% |
False |
False |
207,768 |
20 |
1,968.9 |
1,823.5 |
145.4 |
7.8% |
18.2 |
1.0% |
36% |
False |
False |
193,633 |
40 |
1,980.2 |
1,823.5 |
156.7 |
8.4% |
17.1 |
0.9% |
33% |
False |
False |
169,905 |
60 |
2,028.6 |
1,823.5 |
205.1 |
10.9% |
18.0 |
1.0% |
25% |
False |
False |
152,197 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.9% |
18.4 |
1.0% |
25% |
False |
False |
119,456 |
100 |
2,043.6 |
1,823.5 |
220.1 |
11.7% |
19.8 |
1.1% |
24% |
False |
False |
96,175 |
120 |
2,129.7 |
1,823.5 |
306.2 |
16.3% |
21.0 |
1.1% |
17% |
False |
False |
80,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.4 |
2.618 |
1,913.1 |
1.618 |
1,900.1 |
1.000 |
1,892.1 |
0.618 |
1,887.1 |
HIGH |
1,879.1 |
0.618 |
1,874.1 |
0.500 |
1,872.6 |
0.382 |
1,871.1 |
LOW |
1,866.1 |
0.618 |
1,858.1 |
1.000 |
1,853.1 |
1.618 |
1,845.1 |
2.618 |
1,832.1 |
4.250 |
1,810.9 |
|
|
Fisher Pivots for day following 10-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,874.4 |
1,867.3 |
PP |
1,873.5 |
1,859.3 |
S1 |
1,872.6 |
1,851.3 |
|