Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,111.0 |
4,070.0 |
-41.0 |
-1.0% |
4,156.0 |
High |
4,127.0 |
4,083.0 |
-44.0 |
-1.1% |
4,187.0 |
Low |
4,072.0 |
4,036.0 |
-36.0 |
-0.9% |
4,036.0 |
Close |
4,105.0 |
4,044.0 |
-61.0 |
-1.5% |
4,044.0 |
Range |
55.0 |
47.0 |
-8.0 |
-14.5% |
151.0 |
ATR |
63.0 |
63.4 |
0.4 |
0.7% |
0.0 |
Volume |
917,980 |
1,188,310 |
270,330 |
29.4% |
4,423,819 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,195.3 |
4,166.7 |
4,069.9 |
|
R3 |
4,148.3 |
4,119.7 |
4,056.9 |
|
R2 |
4,101.3 |
4,101.3 |
4,052.6 |
|
R1 |
4,072.7 |
4,072.7 |
4,048.3 |
4,063.5 |
PP |
4,054.3 |
4,054.3 |
4,054.3 |
4,049.8 |
S1 |
4,025.7 |
4,025.7 |
4,039.7 |
4,016.5 |
S2 |
4,007.3 |
4,007.3 |
4,035.4 |
|
S3 |
3,960.3 |
3,978.7 |
4,031.1 |
|
S4 |
3,913.3 |
3,931.7 |
4,018.2 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,542.0 |
4,444.0 |
4,127.1 |
|
R3 |
4,391.0 |
4,293.0 |
4,085.5 |
|
R2 |
4,240.0 |
4,240.0 |
4,071.7 |
|
R1 |
4,142.0 |
4,142.0 |
4,057.8 |
4,115.5 |
PP |
4,089.0 |
4,089.0 |
4,089.0 |
4,075.8 |
S1 |
3,991.0 |
3,991.0 |
4,030.2 |
3,964.5 |
S2 |
3,938.0 |
3,938.0 |
4,016.3 |
|
S3 |
3,787.0 |
3,840.0 |
4,002.5 |
|
S4 |
3,636.0 |
3,689.0 |
3,961.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,187.0 |
4,036.0 |
151.0 |
3.7% |
58.4 |
1.4% |
5% |
False |
True |
884,763 |
10 |
4,256.0 |
4,036.0 |
220.0 |
5.4% |
60.9 |
1.5% |
4% |
False |
True |
848,876 |
20 |
4,256.0 |
4,036.0 |
220.0 |
5.4% |
63.0 |
1.6% |
4% |
False |
True |
874,818 |
40 |
4,388.0 |
4,036.0 |
352.0 |
8.7% |
57.6 |
1.4% |
2% |
False |
True |
696,301 |
60 |
4,533.0 |
4,036.0 |
497.0 |
12.3% |
55.1 |
1.4% |
2% |
False |
True |
465,081 |
80 |
4,533.0 |
4,036.0 |
497.0 |
12.3% |
50.6 |
1.3% |
2% |
False |
True |
348,897 |
100 |
4,533.0 |
4,036.0 |
497.0 |
12.3% |
44.0 |
1.1% |
2% |
False |
True |
279,418 |
120 |
4,533.0 |
4,036.0 |
497.0 |
12.3% |
39.0 |
1.0% |
2% |
False |
True |
232,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,282.8 |
2.618 |
4,206.0 |
1.618 |
4,159.0 |
1.000 |
4,130.0 |
0.618 |
4,112.0 |
HIGH |
4,083.0 |
0.618 |
4,065.0 |
0.500 |
4,059.5 |
0.382 |
4,054.0 |
LOW |
4,036.0 |
0.618 |
4,007.0 |
1.000 |
3,989.0 |
1.618 |
3,960.0 |
2.618 |
3,913.0 |
4.250 |
3,836.3 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,059.5 |
4,108.0 |
PP |
4,054.3 |
4,086.7 |
S1 |
4,049.2 |
4,065.3 |
|