Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,070.0 |
4,048.0 |
-22.0 |
-0.5% |
4,156.0 |
High |
4,083.0 |
4,065.0 |
-18.0 |
-0.4% |
4,187.0 |
Low |
4,036.0 |
4,006.0 |
-30.0 |
-0.7% |
4,036.0 |
Close |
4,044.0 |
4,056.0 |
12.0 |
0.3% |
4,044.0 |
Range |
47.0 |
59.0 |
12.0 |
25.5% |
151.0 |
ATR |
63.4 |
63.1 |
-0.3 |
-0.5% |
0.0 |
Volume |
1,188,310 |
953,433 |
-234,877 |
-19.8% |
4,423,819 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,219.3 |
4,196.7 |
4,088.5 |
|
R3 |
4,160.3 |
4,137.7 |
4,072.2 |
|
R2 |
4,101.3 |
4,101.3 |
4,066.8 |
|
R1 |
4,078.7 |
4,078.7 |
4,061.4 |
4,090.0 |
PP |
4,042.3 |
4,042.3 |
4,042.3 |
4,048.0 |
S1 |
4,019.7 |
4,019.7 |
4,050.6 |
4,031.0 |
S2 |
3,983.3 |
3,983.3 |
4,045.2 |
|
S3 |
3,924.3 |
3,960.7 |
4,039.8 |
|
S4 |
3,865.3 |
3,901.7 |
4,023.6 |
|
|
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 |
4,006.0 |
181.0 |
4.5% |
59.2 |
1.5% |
28% |
False |
True |
937,194 |
10 |
4,256.0 |
4,006.0 |
250.0 |
6.2% |
62.6 |
1.5% |
20% |
False |
True |
877,793 |
20 |
4,256.0 |
4,006.0 |
250.0 |
6.2% |
62.4 |
1.5% |
20% |
False |
True |
880,242 |
40 |
4,388.0 |
4,006.0 |
382.0 |
9.4% |
57.8 |
1.4% |
13% |
False |
True |
720,131 |
60 |
4,533.0 |
4,006.0 |
527.0 |
13.0% |
55.4 |
1.4% |
9% |
False |
True |
480,971 |
80 |
4,533.0 |
4,006.0 |
527.0 |
13.0% |
51.1 |
1.3% |
9% |
False |
True |
360,815 |
100 |
4,533.0 |
4,006.0 |
527.0 |
13.0% |
44.6 |
1.1% |
9% |
False |
True |
288,952 |
120 |
4,533.0 |
4,006.0 |
527.0 |
13.0% |
39.1 |
1.0% |
9% |
False |
True |
240,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,315.8 |
2.618 |
4,219.5 |
1.618 |
4,160.5 |
1.000 |
4,124.0 |
0.618 |
4,101.5 |
HIGH |
4,065.0 |
0.618 |
4,042.5 |
0.500 |
4,035.5 |
0.382 |
4,028.5 |
LOW |
4,006.0 |
0.618 |
3,969.5 |
1.000 |
3,947.0 |
1.618 |
3,910.5 |
2.618 |
3,851.5 |
4.250 |
3,755.3 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,049.2 |
4,066.5 |
PP |
4,042.3 |
4,063.0 |
S1 |
4,035.5 |
4,059.5 |
|