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 |
4,380.75 |
4,356.75 |
-24.00 |
-0.5% |
4,315.00 |
High |
4,407.75 |
4,414.25 |
6.50 |
0.1% |
4,430.50 |
Low |
4,340.75 |
4,354.50 |
13.75 |
0.3% |
4,299.50 |
Close |
4,357.25 |
4,401.00 |
43.75 |
1.0% |
4,357.25 |
Range |
67.00 |
59.75 |
-7.25 |
-10.8% |
131.00 |
ATR |
60.62 |
60.56 |
-0.06 |
-0.1% |
0.00 |
Volume |
2,159,101 |
1,668,948 |
-490,153 |
-22.7% |
8,625,843 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,569.25 |
4,544.75 |
4,433.75 |
|
R3 |
4,509.50 |
4,485.00 |
4,417.50 |
|
R2 |
4,449.75 |
4,449.75 |
4,412.00 |
|
R1 |
4,425.25 |
4,425.25 |
4,406.50 |
4,437.50 |
PP |
4,390.00 |
4,390.00 |
4,390.00 |
4,396.00 |
S1 |
4,365.50 |
4,365.50 |
4,395.50 |
4,377.75 |
S2 |
4,330.25 |
4,330.25 |
4,390.00 |
|
S3 |
4,270.50 |
4,305.75 |
4,384.50 |
|
S4 |
4,210.75 |
4,246.00 |
4,368.25 |
|
|
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 |
4,340.75 |
89.75 |
2.0% |
59.50 |
1.3% |
67% |
False |
False |
1,761,907 |
10 |
4,430.50 |
4,235.50 |
195.00 |
4.4% |
68.75 |
1.6% |
85% |
False |
False |
1,860,980 |
20 |
4,509.50 |
4,235.50 |
274.00 |
6.2% |
63.75 |
1.5% |
60% |
False |
False |
1,830,216 |
40 |
4,597.50 |
4,235.50 |
362.00 |
8.2% |
56.00 |
1.3% |
46% |
False |
False |
1,204,190 |
60 |
4,685.50 |
4,235.50 |
450.00 |
10.2% |
54.00 |
1.2% |
37% |
False |
False |
804,048 |
80 |
4,685.50 |
4,235.50 |
450.00 |
10.2% |
50.25 |
1.1% |
37% |
False |
False |
603,474 |
100 |
4,685.50 |
4,194.75 |
490.75 |
11.2% |
49.50 |
1.1% |
42% |
False |
False |
483,027 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.6% |
49.25 |
1.1% |
49% |
False |
False |
402,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,668.25 |
2.618 |
4,570.75 |
1.618 |
4,511.00 |
1.000 |
4,474.00 |
0.618 |
4,451.25 |
HIGH |
4,414.25 |
0.618 |
4,391.50 |
0.500 |
4,384.50 |
0.382 |
4,377.25 |
LOW |
4,354.50 |
0.618 |
4,317.50 |
1.000 |
4,294.75 |
1.618 |
4,257.75 |
2.618 |
4,198.00 |
4.250 |
4,100.50 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,395.50 |
4,396.00 |
PP |
4,390.00 |
4,390.75 |
S1 |
4,384.50 |
4,385.50 |
|