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 |
4,417.75 |
4,380.75 |
-37.00 |
-0.8% |
4,315.00 |
High |
4,430.50 |
4,407.75 |
-22.75 |
-0.5% |
4,430.50 |
Low |
4,355.50 |
4,340.75 |
-14.75 |
-0.3% |
4,299.50 |
Close |
4,380.50 |
4,357.25 |
-23.25 |
-0.5% |
4,357.25 |
Range |
75.00 |
67.00 |
-8.00 |
-10.7% |
131.00 |
ATR |
60.13 |
60.62 |
0.49 |
0.8% |
0.00 |
Volume |
1,881,573 |
2,159,101 |
277,528 |
14.7% |
8,625,843 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,569.50 |
4,530.50 |
4,394.00 |
|
R3 |
4,502.50 |
4,463.50 |
4,375.75 |
|
R2 |
4,435.50 |
4,435.50 |
4,369.50 |
|
R1 |
4,396.50 |
4,396.50 |
4,363.50 |
4,382.50 |
PP |
4,368.50 |
4,368.50 |
4,368.50 |
4,361.50 |
S1 |
4,329.50 |
4,329.50 |
4,351.00 |
4,315.50 |
S2 |
4,301.50 |
4,301.50 |
4,345.00 |
|
S3 |
4,234.50 |
4,262.50 |
4,338.75 |
|
S4 |
4,167.50 |
4,195.50 |
4,320.50 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,755.50 |
4,687.25 |
4,429.25 |
|
R3 |
4,624.50 |
4,556.25 |
4,393.25 |
|
R2 |
4,493.50 |
4,493.50 |
4,381.25 |
|
R1 |
4,425.25 |
4,425.25 |
4,369.25 |
4,459.50 |
PP |
4,362.50 |
4,362.50 |
4,362.50 |
4,379.50 |
S1 |
4,294.25 |
4,294.25 |
4,345.25 |
4,328.50 |
S2 |
4,231.50 |
4,231.50 |
4,333.25 |
|
S3 |
4,100.50 |
4,163.25 |
4,321.25 |
|
S4 |
3,969.50 |
4,032.25 |
4,285.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,430.50 |
4,299.50 |
131.00 |
3.0% |
62.75 |
1.4% |
44% |
False |
False |
1,725,168 |
10 |
4,430.50 |
4,235.50 |
195.00 |
4.5% |
68.75 |
1.6% |
62% |
False |
False |
1,889,131 |
20 |
4,514.50 |
4,235.50 |
279.00 |
6.4% |
62.25 |
1.4% |
44% |
False |
False |
1,804,527 |
40 |
4,597.50 |
4,235.50 |
362.00 |
8.3% |
55.50 |
1.3% |
34% |
False |
False |
1,162,608 |
60 |
4,685.50 |
4,235.50 |
450.00 |
10.3% |
53.50 |
1.2% |
27% |
False |
False |
776,274 |
80 |
4,685.50 |
4,235.50 |
450.00 |
10.3% |
49.75 |
1.1% |
27% |
False |
False |
582,630 |
100 |
4,685.50 |
4,194.75 |
490.75 |
11.3% |
49.50 |
1.1% |
33% |
False |
False |
466,343 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.7% |
49.25 |
1.1% |
41% |
False |
False |
388,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,692.50 |
2.618 |
4,583.25 |
1.618 |
4,516.25 |
1.000 |
4,474.75 |
0.618 |
4,449.25 |
HIGH |
4,407.75 |
0.618 |
4,382.25 |
0.500 |
4,374.25 |
0.382 |
4,366.25 |
LOW |
4,340.75 |
0.618 |
4,299.25 |
1.000 |
4,273.75 |
1.618 |
4,232.25 |
2.618 |
4,165.25 |
4.250 |
4,056.00 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,374.25 |
4,385.50 |
PP |
4,368.50 |
4,376.25 |
S1 |
4,363.00 |
4,366.75 |
|