Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,988.0 |
1,987.7 |
-0.3 |
0.0% |
1,941.3 |
High |
2,009.2 |
1,994.3 |
-14.9 |
-0.7% |
2,009.2 |
Low |
1,983.7 |
1,971.0 |
-12.7 |
-0.6% |
1,921.2 |
Close |
1,994.4 |
1,987.8 |
-6.6 |
-0.3% |
1,994.4 |
Range |
25.5 |
23.3 |
-2.2 |
-8.6% |
88.0 |
ATR |
24.8 |
24.7 |
-0.1 |
-0.4% |
0.0 |
Volume |
289,109 |
212,290 |
-76,819 |
-26.6% |
1,171,861 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,054.3 |
2,044.3 |
2,000.6 |
|
R3 |
2,031.0 |
2,021.0 |
1,994.2 |
|
R2 |
2,007.7 |
2,007.7 |
1,992.1 |
|
R1 |
1,997.7 |
1,997.7 |
1,989.9 |
2,002.7 |
PP |
1,984.4 |
1,984.4 |
1,984.4 |
1,986.9 |
S1 |
1,974.4 |
1,974.4 |
1,985.7 |
1,979.4 |
S2 |
1,961.1 |
1,961.1 |
1,983.5 |
|
S3 |
1,937.8 |
1,951.1 |
1,981.4 |
|
S4 |
1,914.5 |
1,927.8 |
1,975.0 |
|
|
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 |
1,924.6 |
84.6 |
4.3% |
28.4 |
1.4% |
75% |
False |
False |
240,265 |
10 |
2,009.2 |
1,866.1 |
143.1 |
7.2% |
27.8 |
1.4% |
85% |
False |
False |
218,792 |
20 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
25.1 |
1.3% |
88% |
False |
False |
216,026 |
40 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
20.0 |
1.0% |
88% |
False |
False |
188,008 |
60 |
2,010.9 |
1,823.5 |
187.4 |
9.4% |
19.3 |
1.0% |
88% |
False |
False |
173,324 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.4 |
1.0% |
80% |
False |
False |
144,059 |
100 |
2,039.0 |
1,823.5 |
215.5 |
10.8% |
20.2 |
1.0% |
76% |
False |
False |
116,262 |
120 |
2,129.7 |
1,823.5 |
306.2 |
15.4% |
21.2 |
1.1% |
54% |
False |
False |
97,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,093.3 |
2.618 |
2,055.3 |
1.618 |
2,032.0 |
1.000 |
2,017.6 |
0.618 |
2,008.7 |
HIGH |
1,994.3 |
0.618 |
1,985.4 |
0.500 |
1,982.7 |
0.382 |
1,979.9 |
LOW |
1,971.0 |
0.618 |
1,956.6 |
1.000 |
1,947.7 |
1.618 |
1,933.3 |
2.618 |
1,910.0 |
4.250 |
1,872.0 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,986.1 |
1,986.2 |
PP |
1,984.4 |
1,984.7 |
S1 |
1,982.7 |
1,983.1 |
|