Trading Metrics calculated at close of trading on 10-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,139.0 |
4,153.0 |
14.0 |
0.3% |
4,205.0 |
High |
4,161.0 |
4,232.0 |
71.0 |
1.7% |
4,229.0 |
Low |
4,119.0 |
4,153.0 |
34.0 |
0.8% |
4,082.0 |
Close |
4,132.0 |
4,227.0 |
95.0 |
2.3% |
4,166.0 |
Range |
42.0 |
79.0 |
37.0 |
88.1% |
147.0 |
ATR |
60.0 |
62.9 |
2.9 |
4.8% |
0.0 |
Volume |
664,257 |
978,508 |
314,251 |
47.3% |
4,478,369 |
|
Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,441.0 |
4,413.0 |
4,270.5 |
|
R3 |
4,362.0 |
4,334.0 |
4,248.7 |
|
R2 |
4,283.0 |
4,283.0 |
4,241.5 |
|
R1 |
4,255.0 |
4,255.0 |
4,234.2 |
4,269.0 |
PP |
4,204.0 |
4,204.0 |
4,204.0 |
4,211.0 |
S1 |
4,176.0 |
4,176.0 |
4,219.8 |
4,190.0 |
S2 |
4,125.0 |
4,125.0 |
4,212.5 |
|
S3 |
4,046.0 |
4,097.0 |
4,205.3 |
|
S4 |
3,967.0 |
4,018.0 |
4,183.6 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,600.0 |
4,530.0 |
4,246.9 |
|
R3 |
4,453.0 |
4,383.0 |
4,206.4 |
|
R2 |
4,306.0 |
4,306.0 |
4,193.0 |
|
R1 |
4,236.0 |
4,236.0 |
4,179.5 |
4,197.5 |
PP |
4,159.0 |
4,159.0 |
4,159.0 |
4,139.8 |
S1 |
4,089.0 |
4,089.0 |
4,152.5 |
4,050.5 |
S2 |
4,012.0 |
4,012.0 |
4,139.1 |
|
S3 |
3,865.0 |
3,942.0 |
4,125.6 |
|
S4 |
3,718.0 |
3,795.0 |
4,085.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,232.0 |
4,082.0 |
150.0 |
3.5% |
60.8 |
1.4% |
97% |
True |
False |
857,733 |
10 |
4,240.0 |
4,082.0 |
158.0 |
3.7% |
64.8 |
1.5% |
92% |
False |
False |
881,257 |
20 |
4,359.0 |
4,082.0 |
277.0 |
6.6% |
61.5 |
1.5% |
52% |
False |
False |
869,621 |
40 |
4,388.0 |
4,082.0 |
306.0 |
7.2% |
57.3 |
1.4% |
47% |
False |
False |
525,903 |
60 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
51.8 |
1.2% |
32% |
False |
False |
351,005 |
80 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
47.2 |
1.1% |
32% |
False |
False |
263,480 |
100 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
41.1 |
1.0% |
32% |
False |
False |
210,958 |
120 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
34.9 |
0.8% |
32% |
False |
False |
175,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,567.8 |
2.618 |
4,438.8 |
1.618 |
4,359.8 |
1.000 |
4,311.0 |
0.618 |
4,280.8 |
HIGH |
4,232.0 |
0.618 |
4,201.8 |
0.500 |
4,192.5 |
0.382 |
4,183.2 |
LOW |
4,153.0 |
0.618 |
4,104.2 |
1.000 |
4,074.0 |
1.618 |
4,025.2 |
2.618 |
3,946.2 |
4.250 |
3,817.3 |
|
|
Fisher Pivots for day following 10-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,215.5 |
4,208.8 |
PP |
4,204.0 |
4,190.7 |
S1 |
4,192.5 |
4,172.5 |
|