Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,406.25 |
4,398.00 |
-8.25 |
-0.2% |
4,315.00 |
High |
4,423.25 |
4,399.25 |
-24.00 |
-0.5% |
4,430.50 |
Low |
4,365.75 |
4,330.75 |
-35.00 |
-0.8% |
4,299.50 |
Close |
4,401.75 |
4,342.25 |
-59.50 |
-1.4% |
4,357.25 |
Range |
57.50 |
68.50 |
11.00 |
19.1% |
131.00 |
ATR |
60.34 |
61.10 |
0.76 |
1.3% |
0.00 |
Volume |
1,879,736 |
2,271,572 |
391,836 |
20.8% |
8,625,843 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.00 |
4,521.00 |
4,380.00 |
|
R3 |
4,494.50 |
4,452.50 |
4,361.00 |
|
R2 |
4,426.00 |
4,426.00 |
4,354.75 |
|
R1 |
4,384.00 |
4,384.00 |
4,348.50 |
4,370.75 |
PP |
4,357.50 |
4,357.50 |
4,357.50 |
4,350.75 |
S1 |
4,315.50 |
4,315.50 |
4,336.00 |
4,302.25 |
S2 |
4,289.00 |
4,289.00 |
4,329.75 |
|
S3 |
4,220.50 |
4,247.00 |
4,323.50 |
|
S4 |
4,152.00 |
4,178.50 |
4,304.50 |
|
|
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 |
4,330.75 |
99.75 |
2.3% |
65.50 |
1.5% |
12% |
False |
True |
1,972,186 |
10 |
4,430.50 |
4,242.25 |
188.25 |
4.3% |
66.00 |
1.5% |
53% |
False |
False |
1,833,603 |
20 |
4,447.00 |
4,235.50 |
211.50 |
4.9% |
64.50 |
1.5% |
50% |
False |
False |
1,892,524 |
40 |
4,597.50 |
4,235.50 |
362.00 |
8.3% |
56.75 |
1.3% |
29% |
False |
False |
1,307,744 |
60 |
4,685.50 |
4,235.50 |
450.00 |
10.4% |
55.00 |
1.3% |
24% |
False |
False |
873,119 |
80 |
4,685.50 |
4,235.50 |
450.00 |
10.4% |
50.75 |
1.2% |
24% |
False |
False |
655,324 |
100 |
4,685.50 |
4,227.25 |
458.25 |
10.6% |
49.75 |
1.1% |
25% |
False |
False |
524,528 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.8% |
49.50 |
1.1% |
38% |
False |
False |
437,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,690.50 |
2.618 |
4,578.50 |
1.618 |
4,510.00 |
1.000 |
4,467.75 |
0.618 |
4,441.50 |
HIGH |
4,399.25 |
0.618 |
4,373.00 |
0.500 |
4,365.00 |
0.382 |
4,357.00 |
LOW |
4,330.75 |
0.618 |
4,288.50 |
1.000 |
4,262.25 |
1.618 |
4,220.00 |
2.618 |
4,151.50 |
4.250 |
4,039.50 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,365.00 |
4,377.00 |
PP |
4,357.50 |
4,365.50 |
S1 |
4,349.75 |
4,353.75 |
|