Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,356.75 |
4,406.25 |
49.50 |
1.1% |
4,315.00 |
High |
4,414.25 |
4,423.25 |
9.00 |
0.2% |
4,430.50 |
Low |
4,354.50 |
4,365.75 |
11.25 |
0.3% |
4,299.50 |
Close |
4,401.00 |
4,401.75 |
0.75 |
0.0% |
4,357.25 |
Range |
59.75 |
57.50 |
-2.25 |
-3.8% |
131.00 |
ATR |
60.56 |
60.34 |
-0.22 |
-0.4% |
0.00 |
Volume |
1,668,948 |
1,879,736 |
210,788 |
12.6% |
8,625,843 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,569.50 |
4,543.00 |
4,433.50 |
|
R3 |
4,512.00 |
4,485.50 |
4,417.50 |
|
R2 |
4,454.50 |
4,454.50 |
4,412.25 |
|
R1 |
4,428.00 |
4,428.00 |
4,407.00 |
4,412.50 |
PP |
4,397.00 |
4,397.00 |
4,397.00 |
4,389.00 |
S1 |
4,370.50 |
4,370.50 |
4,396.50 |
4,355.00 |
S2 |
4,339.50 |
4,339.50 |
4,391.25 |
|
S3 |
4,282.00 |
4,313.00 |
4,386.00 |
|
S4 |
4,224.50 |
4,255.50 |
4,370.00 |
|
|
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% |
60.25 |
1.4% |
68% |
False |
False |
1,815,800 |
10 |
4,430.50 |
4,235.50 |
195.00 |
4.4% |
66.00 |
1.5% |
85% |
False |
False |
1,823,273 |
20 |
4,508.00 |
4,235.50 |
272.50 |
6.2% |
64.25 |
1.5% |
61% |
False |
False |
1,853,055 |
40 |
4,597.50 |
4,235.50 |
362.00 |
8.2% |
56.25 |
1.3% |
46% |
False |
False |
1,251,085 |
60 |
4,685.50 |
4,235.50 |
450.00 |
10.2% |
54.25 |
1.2% |
37% |
False |
False |
835,295 |
80 |
4,685.50 |
4,235.50 |
450.00 |
10.2% |
50.25 |
1.1% |
37% |
False |
False |
626,955 |
100 |
4,685.50 |
4,218.75 |
466.75 |
10.6% |
49.50 |
1.1% |
39% |
False |
False |
501,821 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.6% |
49.50 |
1.1% |
49% |
False |
False |
418,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,667.50 |
2.618 |
4,573.75 |
1.618 |
4,516.25 |
1.000 |
4,480.75 |
0.618 |
4,458.75 |
HIGH |
4,423.25 |
0.618 |
4,401.25 |
0.500 |
4,394.50 |
0.382 |
4,387.75 |
LOW |
4,365.75 |
0.618 |
4,330.25 |
1.000 |
4,308.25 |
1.618 |
4,272.75 |
2.618 |
4,215.25 |
4.250 |
4,121.50 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,399.25 |
4,395.25 |
PP |
4,397.00 |
4,388.50 |
S1 |
4,394.50 |
4,382.00 |
|