Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,233.0 |
4,209.0 |
-24.0 |
-0.6% |
4,139.0 |
High |
4,256.0 |
4,218.0 |
-38.0 |
-0.9% |
4,256.0 |
Low |
4,188.0 |
4,139.0 |
-49.0 |
-1.2% |
4,119.0 |
Close |
4,218.0 |
4,154.0 |
-64.0 |
-1.5% |
4,154.0 |
Range |
68.0 |
79.0 |
11.0 |
16.2% |
137.0 |
ATR |
62.3 |
63.5 |
1.2 |
1.9% |
0.0 |
Volume |
717,733 |
918,598 |
200,865 |
28.0% |
4,064,943 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,407.3 |
4,359.7 |
4,197.5 |
|
R3 |
4,328.3 |
4,280.7 |
4,175.7 |
|
R2 |
4,249.3 |
4,249.3 |
4,168.5 |
|
R1 |
4,201.7 |
4,201.7 |
4,161.2 |
4,186.0 |
PP |
4,170.3 |
4,170.3 |
4,170.3 |
4,162.5 |
S1 |
4,122.7 |
4,122.7 |
4,146.8 |
4,107.0 |
S2 |
4,091.3 |
4,091.3 |
4,139.5 |
|
S3 |
4,012.3 |
4,043.7 |
4,132.3 |
|
S4 |
3,933.3 |
3,964.7 |
4,110.6 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,587.3 |
4,507.7 |
4,229.4 |
|
R3 |
4,450.3 |
4,370.7 |
4,191.7 |
|
R2 |
4,313.3 |
4,313.3 |
4,179.1 |
|
R1 |
4,233.7 |
4,233.7 |
4,166.6 |
4,273.5 |
PP |
4,176.3 |
4,176.3 |
4,176.3 |
4,196.3 |
S1 |
4,096.7 |
4,096.7 |
4,141.4 |
4,136.5 |
S2 |
4,039.3 |
4,039.3 |
4,128.9 |
|
S3 |
3,902.3 |
3,959.7 |
4,116.3 |
|
S4 |
3,765.3 |
3,822.7 |
4,078.7 |
|
|
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 |
4,119.0 |
137.0 |
3.3% |
63.4 |
1.5% |
26% |
False |
False |
812,988 |
10 |
4,256.0 |
4,082.0 |
174.0 |
4.2% |
65.6 |
1.6% |
41% |
False |
False |
854,331 |
20 |
4,328.0 |
4,082.0 |
246.0 |
5.9% |
61.7 |
1.5% |
29% |
False |
False |
831,439 |
40 |
4,388.0 |
4,082.0 |
306.0 |
7.4% |
57.8 |
1.4% |
24% |
False |
False |
586,286 |
60 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
53.4 |
1.3% |
16% |
False |
False |
391,369 |
80 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
48.6 |
1.2% |
16% |
False |
False |
293,755 |
100 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
42.8 |
1.0% |
16% |
False |
False |
235,180 |
120 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
36.5 |
0.9% |
16% |
False |
False |
196,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,553.8 |
2.618 |
4,424.8 |
1.618 |
4,345.8 |
1.000 |
4,297.0 |
0.618 |
4,266.8 |
HIGH |
4,218.0 |
0.618 |
4,187.8 |
0.500 |
4,178.5 |
0.382 |
4,169.2 |
LOW |
4,139.0 |
0.618 |
4,090.2 |
1.000 |
4,060.0 |
1.618 |
4,011.2 |
2.618 |
3,932.2 |
4.250 |
3,803.3 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,178.5 |
4,197.5 |
PP |
4,170.3 |
4,183.0 |
S1 |
4,162.2 |
4,168.5 |
|