Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,933.3 |
1,936.7 |
3.4 |
0.2% |
1,861.0 |
High |
1,944.5 |
1,975.8 |
31.3 |
1.6% |
1,946.2 |
Low |
1,924.6 |
1,935.9 |
11.3 |
0.6% |
1,857.5 |
Close |
1,935.7 |
1,968.3 |
32.6 |
1.7% |
1,941.5 |
Range |
19.9 |
39.9 |
20.0 |
100.5% |
88.7 |
ATR |
22.6 |
23.9 |
1.2 |
5.5% |
0.0 |
Volume |
165,063 |
270,045 |
104,982 |
63.6% |
991,575 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,079.7 |
2,063.9 |
1,990.2 |
|
R3 |
2,039.8 |
2,024.0 |
1,979.3 |
|
R2 |
1,999.9 |
1,999.9 |
1,975.6 |
|
R1 |
1,984.1 |
1,984.1 |
1,972.0 |
1,992.0 |
PP |
1,960.0 |
1,960.0 |
1,960.0 |
1,964.0 |
S1 |
1,944.2 |
1,944.2 |
1,964.6 |
1,952.1 |
S2 |
1,920.1 |
1,920.1 |
1,961.0 |
|
S3 |
1,880.2 |
1,904.3 |
1,957.3 |
|
S4 |
1,840.3 |
1,864.4 |
1,946.4 |
|
|
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 |
1,975.8 |
1,880.6 |
95.2 |
4.8% |
32.8 |
1.7% |
92% |
True |
False |
218,880 |
10 |
1,975.8 |
1,823.5 |
152.3 |
7.7% |
25.9 |
1.3% |
95% |
True |
False |
201,299 |
20 |
1,975.8 |
1,823.5 |
152.3 |
7.7% |
23.1 |
1.2% |
95% |
True |
False |
204,220 |
40 |
1,980.2 |
1,823.5 |
156.7 |
8.0% |
19.4 |
1.0% |
92% |
False |
False |
180,713 |
60 |
2,022.1 |
1,823.5 |
198.6 |
10.1% |
19.2 |
1.0% |
73% |
False |
False |
168,118 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.4% |
19.1 |
1.0% |
71% |
False |
False |
134,832 |
100 |
2,039.0 |
1,823.5 |
215.5 |
10.9% |
20.1 |
1.0% |
67% |
False |
False |
108,675 |
120 |
2,129.7 |
1,823.5 |
306.2 |
15.6% |
21.2 |
1.1% |
47% |
False |
False |
91,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,145.4 |
2.618 |
2,080.3 |
1.618 |
2,040.4 |
1.000 |
2,015.7 |
0.618 |
2,000.5 |
HIGH |
1,975.8 |
0.618 |
1,960.6 |
0.500 |
1,955.9 |
0.382 |
1,951.1 |
LOW |
1,935.9 |
0.618 |
1,911.2 |
1.000 |
1,896.0 |
1.618 |
1,871.3 |
2.618 |
1,831.4 |
4.250 |
1,766.3 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,964.2 |
1,961.7 |
PP |
1,960.0 |
1,955.1 |
S1 |
1,955.9 |
1,948.5 |
|