Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,209.0 |
4,156.0 |
-53.0 |
-1.3% |
4,139.0 |
High |
4,218.0 |
4,183.0 |
-35.0 |
-0.8% |
4,256.0 |
Low |
4,139.0 |
4,128.0 |
-11.0 |
-0.3% |
4,119.0 |
Close |
4,154.0 |
4,167.0 |
13.0 |
0.3% |
4,154.0 |
Range |
79.0 |
55.0 |
-24.0 |
-30.4% |
137.0 |
ATR |
63.5 |
62.9 |
-0.6 |
-1.0% |
0.0 |
Volume |
918,598 |
691,280 |
-227,318 |
-24.7% |
4,064,943 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,324.3 |
4,300.7 |
4,197.3 |
|
R3 |
4,269.3 |
4,245.7 |
4,182.1 |
|
R2 |
4,214.3 |
4,214.3 |
4,177.1 |
|
R1 |
4,190.7 |
4,190.7 |
4,172.0 |
4,202.5 |
PP |
4,159.3 |
4,159.3 |
4,159.3 |
4,165.3 |
S1 |
4,135.7 |
4,135.7 |
4,162.0 |
4,147.5 |
S2 |
4,104.3 |
4,104.3 |
4,156.9 |
|
S3 |
4,049.3 |
4,080.7 |
4,151.9 |
|
S4 |
3,994.3 |
4,025.7 |
4,136.8 |
|
|
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 |
4,128.0 |
128.0 |
3.1% |
66.0 |
1.6% |
30% |
False |
True |
818,393 |
10 |
4,256.0 |
4,082.0 |
174.0 |
4.2% |
61.6 |
1.5% |
49% |
False |
False |
831,923 |
20 |
4,319.0 |
4,082.0 |
237.0 |
5.7% |
61.2 |
1.5% |
36% |
False |
False |
833,322 |
40 |
4,388.0 |
4,082.0 |
306.0 |
7.3% |
58.1 |
1.4% |
28% |
False |
False |
603,552 |
60 |
4,533.0 |
4,082.0 |
451.0 |
10.8% |
53.9 |
1.3% |
19% |
False |
False |
402,890 |
80 |
4,533.0 |
4,082.0 |
451.0 |
10.8% |
49.0 |
1.2% |
19% |
False |
False |
302,396 |
100 |
4,533.0 |
4,082.0 |
451.0 |
10.8% |
43.2 |
1.0% |
19% |
False |
False |
242,093 |
120 |
4,533.0 |
4,082.0 |
451.0 |
10.8% |
37.0 |
0.9% |
19% |
False |
False |
201,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,416.8 |
2.618 |
4,327.0 |
1.618 |
4,272.0 |
1.000 |
4,238.0 |
0.618 |
4,217.0 |
HIGH |
4,183.0 |
0.618 |
4,162.0 |
0.500 |
4,155.5 |
0.382 |
4,149.0 |
LOW |
4,128.0 |
0.618 |
4,094.0 |
1.000 |
4,073.0 |
1.618 |
4,039.0 |
2.618 |
3,984.0 |
4.250 |
3,894.3 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,163.2 |
4,192.0 |
PP |
4,159.3 |
4,183.7 |
S1 |
4,155.5 |
4,175.3 |
|