Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,881.7 |
1,941.3 |
59.6 |
3.2% |
1,861.0 |
High |
1,946.2 |
1,943.0 |
-3.2 |
-0.2% |
1,946.2 |
Low |
1,881.5 |
1,921.2 |
39.7 |
2.1% |
1,857.5 |
Close |
1,941.5 |
1,934.3 |
-7.2 |
-0.4% |
1,941.5 |
Range |
64.7 |
21.8 |
-42.9 |
-66.3% |
88.7 |
ATR |
22.9 |
22.8 |
-0.1 |
-0.3% |
0.0 |
Volume |
312,994 |
182,823 |
-130,171 |
-41.6% |
991,575 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.2 |
1,988.1 |
1,946.3 |
|
R3 |
1,976.4 |
1,966.3 |
1,940.3 |
|
R2 |
1,954.6 |
1,954.6 |
1,938.3 |
|
R1 |
1,944.5 |
1,944.5 |
1,936.3 |
1,938.7 |
PP |
1,932.8 |
1,932.8 |
1,932.8 |
1,929.9 |
S1 |
1,922.7 |
1,922.7 |
1,932.3 |
1,916.9 |
S2 |
1,911.0 |
1,911.0 |
1,930.3 |
|
S3 |
1,889.2 |
1,900.9 |
1,928.3 |
|
S4 |
1,867.4 |
1,879.1 |
1,922.3 |
|
|
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 |
1,866.1 |
80.1 |
4.1% |
27.3 |
1.4% |
85% |
False |
False |
197,319 |
10 |
1,946.2 |
1,823.5 |
122.7 |
6.3% |
23.3 |
1.2% |
90% |
False |
False |
198,971 |
20 |
1,968.9 |
1,823.5 |
145.4 |
7.5% |
21.5 |
1.1% |
76% |
False |
False |
200,068 |
40 |
1,980.2 |
1,823.5 |
156.7 |
8.1% |
18.6 |
1.0% |
71% |
False |
False |
176,565 |
60 |
2,022.1 |
1,823.5 |
198.6 |
10.3% |
18.7 |
1.0% |
56% |
False |
False |
163,540 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.6% |
18.8 |
1.0% |
54% |
False |
False |
129,593 |
100 |
2,043.2 |
1,823.5 |
219.7 |
11.4% |
20.1 |
1.0% |
50% |
False |
False |
104,389 |
120 |
2,129.7 |
1,823.5 |
306.2 |
15.8% |
21.2 |
1.1% |
36% |
False |
False |
87,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,035.7 |
2.618 |
2,000.1 |
1.618 |
1,978.3 |
1.000 |
1,964.8 |
0.618 |
1,956.5 |
HIGH |
1,943.0 |
0.618 |
1,934.7 |
0.500 |
1,932.1 |
0.382 |
1,929.5 |
LOW |
1,921.2 |
0.618 |
1,907.7 |
1.000 |
1,899.4 |
1.618 |
1,885.9 |
2.618 |
1,864.1 |
4.250 |
1,828.6 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,933.6 |
1,927.3 |
PP |
1,932.8 |
1,920.4 |
S1 |
1,932.1 |
1,913.4 |
|