Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,941.3 |
1,933.3 |
-8.0 |
-0.4% |
1,861.0 |
High |
1,943.0 |
1,944.5 |
1.5 |
0.1% |
1,946.2 |
Low |
1,921.2 |
1,924.6 |
3.4 |
0.2% |
1,857.5 |
Close |
1,934.3 |
1,935.7 |
1.4 |
0.1% |
1,941.5 |
Range |
21.8 |
19.9 |
-1.9 |
-8.7% |
88.7 |
ATR |
22.8 |
22.6 |
-0.2 |
-0.9% |
0.0 |
Volume |
182,823 |
165,063 |
-17,760 |
-9.7% |
991,575 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.6 |
1,985.1 |
1,946.6 |
|
R3 |
1,974.7 |
1,965.2 |
1,941.2 |
|
R2 |
1,954.8 |
1,954.8 |
1,939.3 |
|
R1 |
1,945.3 |
1,945.3 |
1,937.5 |
1,950.1 |
PP |
1,934.9 |
1,934.9 |
1,934.9 |
1,937.3 |
S1 |
1,925.4 |
1,925.4 |
1,933.9 |
1,930.2 |
S2 |
1,915.0 |
1,915.0 |
1,932.1 |
|
S3 |
1,895.1 |
1,905.5 |
1,930.2 |
|
S4 |
1,875.2 |
1,885.6 |
1,924.8 |
|
|
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 |
1,871.7 |
74.5 |
3.8% |
28.7 |
1.5% |
86% |
False |
False |
198,863 |
10 |
1,946.2 |
1,823.5 |
122.7 |
6.3% |
23.4 |
1.2% |
91% |
False |
False |
193,799 |
20 |
1,968.9 |
1,823.5 |
145.4 |
7.5% |
22.1 |
1.1% |
77% |
False |
False |
201,766 |
40 |
1,980.2 |
1,823.5 |
156.7 |
8.1% |
18.8 |
1.0% |
72% |
False |
False |
177,239 |
60 |
2,022.1 |
1,823.5 |
198.6 |
10.3% |
18.8 |
1.0% |
56% |
False |
False |
164,991 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.6% |
18.7 |
1.0% |
55% |
False |
False |
131,552 |
100 |
2,039.0 |
1,823.5 |
215.5 |
11.1% |
20.0 |
1.0% |
52% |
False |
False |
106,007 |
120 |
2,129.7 |
1,823.5 |
306.2 |
15.8% |
21.2 |
1.1% |
37% |
False |
False |
88,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,029.1 |
2.618 |
1,996.6 |
1.618 |
1,976.7 |
1.000 |
1,964.4 |
0.618 |
1,956.8 |
HIGH |
1,944.5 |
0.618 |
1,936.9 |
0.500 |
1,934.6 |
0.382 |
1,932.2 |
LOW |
1,924.6 |
0.618 |
1,912.3 |
1.000 |
1,904.7 |
1.618 |
1,892.4 |
2.618 |
1,872.5 |
4.250 |
1,840.0 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,935.3 |
1,928.4 |
PP |
1,934.9 |
1,921.1 |
S1 |
1,934.6 |
1,913.9 |
|