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 |
1,875.4 |
1,873.7 |
-1.7 |
-0.1% |
1,864.4 |
High |
1,879.1 |
1,890.9 |
11.8 |
0.6% |
1,864.7 |
Low |
1,866.1 |
1,871.7 |
5.6 |
0.3% |
1,823.5 |
Close |
1,875.3 |
1,887.3 |
12.0 |
0.6% |
1,845.2 |
Range |
13.0 |
19.2 |
6.2 |
47.7% |
41.2 |
ATR |
19.9 |
19.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
157,340 |
169,964 |
12,624 |
8.0% |
1,017,467 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.9 |
1,933.3 |
1,897.9 |
|
R3 |
1,921.7 |
1,914.1 |
1,892.6 |
|
R2 |
1,902.5 |
1,902.5 |
1,890.8 |
|
R1 |
1,894.9 |
1,894.9 |
1,889.1 |
1,898.7 |
PP |
1,883.3 |
1,883.3 |
1,883.3 |
1,885.2 |
S1 |
1,875.7 |
1,875.7 |
1,885.5 |
1,879.5 |
S2 |
1,864.1 |
1,864.1 |
1,883.8 |
|
S3 |
1,844.9 |
1,856.5 |
1,882.0 |
|
S4 |
1,825.7 |
1,837.3 |
1,876.7 |
|
|
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 |
1,890.9 |
1,823.5 |
67.4 |
3.6% |
19.0 |
1.0% |
95% |
True |
False |
183,718 |
10 |
1,896.8 |
1,823.5 |
73.3 |
3.9% |
20.7 |
1.1% |
87% |
False |
False |
200,912 |
20 |
1,968.9 |
1,823.5 |
145.4 |
7.7% |
18.6 |
1.0% |
44% |
False |
False |
194,081 |
40 |
1,980.2 |
1,823.5 |
156.7 |
8.3% |
17.2 |
0.9% |
41% |
False |
False |
169,975 |
60 |
2,028.6 |
1,823.5 |
205.1 |
10.9% |
17.8 |
0.9% |
31% |
False |
False |
154,211 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.9% |
18.4 |
1.0% |
31% |
False |
False |
121,562 |
100 |
2,043.2 |
1,823.5 |
219.7 |
11.6% |
19.7 |
1.0% |
29% |
False |
False |
97,849 |
120 |
2,129.7 |
1,823.5 |
306.2 |
16.2% |
21.0 |
1.1% |
21% |
False |
False |
81,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,972.5 |
2.618 |
1,941.2 |
1.618 |
1,922.0 |
1.000 |
1,910.1 |
0.618 |
1,902.8 |
HIGH |
1,890.9 |
0.618 |
1,883.6 |
0.500 |
1,881.3 |
0.382 |
1,879.0 |
LOW |
1,871.7 |
0.618 |
1,859.8 |
1.000 |
1,852.5 |
1.618 |
1,840.6 |
2.618 |
1,821.4 |
4.250 |
1,790.1 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,885.3 |
1,882.9 |
PP |
1,883.3 |
1,878.6 |
S1 |
1,881.3 |
1,874.2 |
|