Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,888.1 |
1,881.7 |
-6.4 |
-0.3% |
1,861.0 |
High |
1,898.3 |
1,946.2 |
47.9 |
2.5% |
1,946.2 |
Low |
1,880.6 |
1,881.5 |
0.9 |
0.0% |
1,857.5 |
Close |
1,883.0 |
1,941.5 |
58.5 |
3.1% |
1,941.5 |
Range |
17.7 |
64.7 |
47.0 |
265.5% |
88.7 |
ATR |
19.7 |
22.9 |
3.2 |
16.3% |
0.0 |
Volume |
163,475 |
312,994 |
149,519 |
91.5% |
991,575 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,117.2 |
2,094.0 |
1,977.1 |
|
R3 |
2,052.5 |
2,029.3 |
1,959.3 |
|
R2 |
1,987.8 |
1,987.8 |
1,953.4 |
|
R1 |
1,964.6 |
1,964.6 |
1,947.4 |
1,976.2 |
PP |
1,923.1 |
1,923.1 |
1,923.1 |
1,928.9 |
S1 |
1,899.9 |
1,899.9 |
1,935.6 |
1,911.5 |
S2 |
1,858.4 |
1,858.4 |
1,929.6 |
|
S3 |
1,793.7 |
1,835.2 |
1,923.7 |
|
S4 |
1,729.0 |
1,770.5 |
1,905.9 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,181.2 |
2,150.0 |
1,990.3 |
|
R3 |
2,092.5 |
2,061.3 |
1,965.9 |
|
R2 |
2,003.8 |
2,003.8 |
1,957.8 |
|
R1 |
1,972.6 |
1,972.6 |
1,949.6 |
1,988.2 |
PP |
1,915.1 |
1,915.1 |
1,915.1 |
1,922.9 |
S1 |
1,883.9 |
1,883.9 |
1,933.4 |
1,899.5 |
S2 |
1,826.4 |
1,826.4 |
1,925.2 |
|
S3 |
1,737.7 |
1,795.2 |
1,917.1 |
|
S4 |
1,649.0 |
1,706.5 |
1,892.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,946.2 |
1,857.5 |
88.7 |
4.6% |
26.9 |
1.4% |
95% |
True |
False |
198,315 |
10 |
1,946.2 |
1,823.5 |
122.7 |
6.3% |
23.3 |
1.2% |
96% |
True |
False |
200,904 |
20 |
1,968.9 |
1,823.5 |
145.4 |
7.5% |
21.1 |
1.1% |
81% |
False |
False |
197,829 |
40 |
1,980.2 |
1,823.5 |
156.7 |
8.1% |
18.3 |
0.9% |
75% |
False |
False |
174,863 |
60 |
2,022.1 |
1,823.5 |
198.6 |
10.2% |
18.6 |
1.0% |
59% |
False |
False |
161,069 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.6% |
18.8 |
1.0% |
58% |
False |
False |
127,372 |
100 |
2,043.2 |
1,823.5 |
219.7 |
11.3% |
20.1 |
1.0% |
54% |
False |
False |
102,574 |
120 |
2,129.7 |
1,823.5 |
306.2 |
15.8% |
21.2 |
1.1% |
39% |
False |
False |
85,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,221.2 |
2.618 |
2,115.6 |
1.618 |
2,050.9 |
1.000 |
2,010.9 |
0.618 |
1,986.2 |
HIGH |
1,946.2 |
0.618 |
1,921.5 |
0.500 |
1,913.9 |
0.382 |
1,906.2 |
LOW |
1,881.5 |
0.618 |
1,841.5 |
1.000 |
1,816.8 |
1.618 |
1,776.8 |
2.618 |
1,712.1 |
4.250 |
1,606.5 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,932.3 |
1,930.7 |
PP |
1,923.1 |
1,919.8 |
S1 |
1,913.9 |
1,909.0 |
|