Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,205.0 |
4,233.0 |
28.0 |
0.7% |
4,205.0 |
High |
4,240.0 |
4,256.0 |
16.0 |
0.4% |
4,229.0 |
Low |
4,191.0 |
4,188.0 |
-3.0 |
-0.1% |
4,082.0 |
Close |
4,227.0 |
4,218.0 |
-9.0 |
-0.2% |
4,166.0 |
Range |
49.0 |
68.0 |
19.0 |
38.8% |
147.0 |
ATR |
61.9 |
62.3 |
0.4 |
0.7% |
0.0 |
Volume |
785,847 |
717,733 |
-68,114 |
-8.7% |
4,478,369 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,424.7 |
4,389.3 |
4,255.4 |
|
R3 |
4,356.7 |
4,321.3 |
4,236.7 |
|
R2 |
4,288.7 |
4,288.7 |
4,230.5 |
|
R1 |
4,253.3 |
4,253.3 |
4,224.2 |
4,237.0 |
PP |
4,220.7 |
4,220.7 |
4,220.7 |
4,212.5 |
S1 |
4,185.3 |
4,185.3 |
4,211.8 |
4,169.0 |
S2 |
4,152.7 |
4,152.7 |
4,205.5 |
|
S3 |
4,084.7 |
4,117.3 |
4,199.3 |
|
S4 |
4,016.7 |
4,049.3 |
4,180.6 |
|
|
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 |
4,256.0 |
4,113.0 |
143.0 |
3.4% |
62.8 |
1.5% |
73% |
True |
False |
837,243 |
10 |
4,256.0 |
4,082.0 |
174.0 |
4.1% |
64.3 |
1.5% |
78% |
True |
False |
876,516 |
20 |
4,359.0 |
4,082.0 |
277.0 |
6.6% |
60.1 |
1.4% |
49% |
False |
False |
837,410 |
40 |
4,388.0 |
4,082.0 |
306.0 |
7.3% |
57.3 |
1.4% |
44% |
False |
False |
563,327 |
60 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
52.6 |
1.2% |
30% |
False |
False |
376,059 |
80 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
48.1 |
1.1% |
30% |
False |
False |
282,274 |
100 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
42.3 |
1.0% |
30% |
False |
False |
225,994 |
120 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
35.9 |
0.9% |
30% |
False |
False |
188,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,545.0 |
2.618 |
4,434.0 |
1.618 |
4,366.0 |
1.000 |
4,324.0 |
0.618 |
4,298.0 |
HIGH |
4,256.0 |
0.618 |
4,230.0 |
0.500 |
4,222.0 |
0.382 |
4,214.0 |
LOW |
4,188.0 |
0.618 |
4,146.0 |
1.000 |
4,120.0 |
1.618 |
4,078.0 |
2.618 |
4,010.0 |
4.250 |
3,899.0 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,222.0 |
4,213.5 |
PP |
4,220.7 |
4,209.0 |
S1 |
4,219.3 |
4,204.5 |
|