| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,960.1 |
1,988.0 |
27.9 |
1.4% |
1,941.3 |
| High |
1,990.2 |
2,009.2 |
19.0 |
1.0% |
2,009.2 |
| Low |
1,957.0 |
1,983.7 |
26.7 |
1.4% |
1,921.2 |
| Close |
1,980.5 |
1,994.4 |
13.9 |
0.7% |
1,994.4 |
| Range |
33.2 |
25.5 |
-7.7 |
-23.2% |
88.0 |
| ATR |
24.5 |
24.8 |
0.3 |
1.2% |
0.0 |
| Volume |
264,821 |
289,109 |
24,288 |
9.2% |
1,171,861 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.3 |
2,058.8 |
2,008.4 |
|
| R3 |
2,046.8 |
2,033.3 |
2,001.4 |
|
| R2 |
2,021.3 |
2,021.3 |
1,999.1 |
|
| R1 |
2,007.8 |
2,007.8 |
1,996.7 |
2,014.6 |
| PP |
1,995.8 |
1,995.8 |
1,995.8 |
1,999.1 |
| S1 |
1,982.3 |
1,982.3 |
1,992.1 |
1,989.1 |
| S2 |
1,970.3 |
1,970.3 |
1,989.7 |
|
| S3 |
1,944.8 |
1,956.8 |
1,987.4 |
|
| S4 |
1,919.3 |
1,931.3 |
1,980.4 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,238.9 |
2,204.7 |
2,042.8 |
|
| R3 |
2,150.9 |
2,116.7 |
2,018.6 |
|
| R2 |
2,062.9 |
2,062.9 |
2,010.5 |
|
| R1 |
2,028.7 |
2,028.7 |
2,002.5 |
2,045.8 |
| PP |
1,974.9 |
1,974.9 |
1,974.9 |
1,983.5 |
| S1 |
1,940.7 |
1,940.7 |
1,986.3 |
1,957.8 |
| S2 |
1,886.9 |
1,886.9 |
1,978.3 |
|
| S3 |
1,798.9 |
1,852.7 |
1,970.2 |
|
| S4 |
1,710.9 |
1,764.7 |
1,946.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,009.2 |
1,921.2 |
88.0 |
4.4% |
28.1 |
1.4% |
83% |
True |
False |
234,372 |
| 10 |
2,009.2 |
1,857.5 |
151.7 |
7.6% |
27.5 |
1.4% |
90% |
True |
False |
216,343 |
| 20 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
24.6 |
1.2% |
92% |
True |
False |
213,625 |
| 40 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
20.0 |
1.0% |
92% |
True |
False |
186,875 |
| 60 |
2,010.9 |
1,823.5 |
187.4 |
9.4% |
19.2 |
1.0% |
91% |
False |
False |
172,446 |
| 80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.4 |
1.0% |
83% |
False |
False |
141,544 |
| 100 |
2,039.0 |
1,823.5 |
215.5 |
10.8% |
20.2 |
1.0% |
79% |
False |
False |
114,169 |
| 120 |
2,129.7 |
1,823.5 |
306.2 |
15.4% |
21.3 |
1.1% |
56% |
False |
False |
95,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.6 |
|
2.618 |
2,076.0 |
|
1.618 |
2,050.5 |
|
1.000 |
2,034.7 |
|
0.618 |
2,025.0 |
|
HIGH |
2,009.2 |
|
0.618 |
1,999.5 |
|
0.500 |
1,996.5 |
|
0.382 |
1,993.4 |
|
LOW |
1,983.7 |
|
0.618 |
1,967.9 |
|
1.000 |
1,958.2 |
|
1.618 |
1,942.4 |
|
2.618 |
1,916.9 |
|
4.250 |
1,875.3 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,996.5 |
1,987.1 |
| PP |
1,995.8 |
1,979.8 |
| S1 |
1,995.1 |
1,972.6 |
|