Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,158.0 |
4,111.0 |
-47.0 |
-1.1% |
4,139.0 |
High |
4,180.0 |
4,127.0 |
-53.0 |
-1.3% |
4,256.0 |
Low |
4,104.0 |
4,072.0 |
-32.0 |
-0.8% |
4,119.0 |
Close |
4,123.0 |
4,105.0 |
-18.0 |
-0.4% |
4,154.0 |
Range |
76.0 |
55.0 |
-21.0 |
-27.6% |
137.0 |
ATR |
63.6 |
63.0 |
-0.6 |
-1.0% |
0.0 |
Volume |
927,325 |
917,980 |
-9,345 |
-1.0% |
4,064,943 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,266.3 |
4,240.7 |
4,135.3 |
|
R3 |
4,211.3 |
4,185.7 |
4,120.1 |
|
R2 |
4,156.3 |
4,156.3 |
4,115.1 |
|
R1 |
4,130.7 |
4,130.7 |
4,110.0 |
4,116.0 |
PP |
4,101.3 |
4,101.3 |
4,101.3 |
4,094.0 |
S1 |
4,075.7 |
4,075.7 |
4,100.0 |
4,061.0 |
S2 |
4,046.3 |
4,046.3 |
4,094.9 |
|
S3 |
3,991.3 |
4,020.7 |
4,089.9 |
|
S4 |
3,936.3 |
3,965.7 |
4,074.8 |
|
|
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 |
4,218.0 |
4,072.0 |
146.0 |
3.6% |
64.8 |
1.6% |
23% |
False |
True |
830,821 |
10 |
4,256.0 |
4,072.0 |
184.0 |
4.5% |
63.8 |
1.6% |
18% |
False |
True |
834,032 |
20 |
4,256.0 |
4,072.0 |
184.0 |
4.5% |
62.8 |
1.5% |
18% |
False |
True |
856,276 |
40 |
4,388.0 |
4,072.0 |
316.0 |
7.7% |
59.0 |
1.4% |
10% |
False |
True |
666,618 |
60 |
4,533.0 |
4,072.0 |
461.0 |
11.2% |
55.7 |
1.4% |
7% |
False |
True |
445,276 |
80 |
4,533.0 |
4,072.0 |
461.0 |
11.2% |
50.4 |
1.2% |
7% |
False |
True |
334,097 |
100 |
4,533.0 |
4,072.0 |
461.0 |
11.2% |
43.6 |
1.1% |
7% |
False |
True |
267,535 |
120 |
4,533.0 |
4,072.0 |
461.0 |
11.2% |
38.6 |
0.9% |
7% |
False |
True |
222,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,360.8 |
2.618 |
4,271.0 |
1.618 |
4,216.0 |
1.000 |
4,182.0 |
0.618 |
4,161.0 |
HIGH |
4,127.0 |
0.618 |
4,106.0 |
0.500 |
4,099.5 |
0.382 |
4,093.0 |
LOW |
4,072.0 |
0.618 |
4,038.0 |
1.000 |
4,017.0 |
1.618 |
3,983.0 |
2.618 |
3,928.0 |
4.250 |
3,838.3 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,103.2 |
4,129.5 |
PP |
4,101.3 |
4,121.3 |
S1 |
4,099.5 |
4,113.2 |
|