Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,398.00 |
4,346.50 |
-51.50 |
-1.2% |
4,315.00 |
High |
4,399.25 |
4,366.50 |
-32.75 |
-0.7% |
4,430.50 |
Low |
4,330.75 |
4,292.75 |
-38.00 |
-0.9% |
4,299.50 |
Close |
4,342.25 |
4,303.00 |
-39.25 |
-0.9% |
4,357.25 |
Range |
68.50 |
73.75 |
5.25 |
7.7% |
131.00 |
ATR |
61.10 |
62.01 |
0.90 |
1.5% |
0.00 |
Volume |
2,271,572 |
2,741,942 |
470,370 |
20.7% |
8,625,843 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,542.00 |
4,496.25 |
4,343.50 |
|
R3 |
4,468.25 |
4,422.50 |
4,323.25 |
|
R2 |
4,394.50 |
4,394.50 |
4,316.50 |
|
R1 |
4,348.75 |
4,348.75 |
4,309.75 |
4,334.75 |
PP |
4,320.75 |
4,320.75 |
4,320.75 |
4,313.75 |
S1 |
4,275.00 |
4,275.00 |
4,296.25 |
4,261.00 |
S2 |
4,247.00 |
4,247.00 |
4,289.50 |
|
S3 |
4,173.25 |
4,201.25 |
4,282.75 |
|
S4 |
4,099.50 |
4,127.50 |
4,262.50 |
|
|
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 |
4,423.25 |
4,292.75 |
130.50 |
3.0% |
65.25 |
1.5% |
8% |
False |
True |
2,144,259 |
10 |
4,430.50 |
4,242.25 |
188.25 |
4.4% |
69.00 |
1.6% |
32% |
False |
False |
1,940,449 |
20 |
4,430.50 |
4,235.50 |
195.00 |
4.5% |
64.25 |
1.5% |
35% |
False |
False |
1,929,689 |
40 |
4,597.50 |
4,235.50 |
362.00 |
8.4% |
56.75 |
1.3% |
19% |
False |
False |
1,376,160 |
60 |
4,685.50 |
4,235.50 |
450.00 |
10.5% |
55.75 |
1.3% |
15% |
False |
False |
918,757 |
80 |
4,685.50 |
4,235.50 |
450.00 |
10.5% |
51.00 |
1.2% |
15% |
False |
False |
689,580 |
100 |
4,685.50 |
4,235.50 |
450.00 |
10.5% |
49.75 |
1.2% |
15% |
False |
False |
551,945 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.9% |
49.50 |
1.2% |
31% |
False |
False |
460,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,680.00 |
2.618 |
4,559.50 |
1.618 |
4,485.75 |
1.000 |
4,440.25 |
0.618 |
4,412.00 |
HIGH |
4,366.50 |
0.618 |
4,338.25 |
0.500 |
4,329.50 |
0.382 |
4,321.00 |
LOW |
4,292.75 |
0.618 |
4,247.25 |
1.000 |
4,219.00 |
1.618 |
4,173.50 |
2.618 |
4,099.75 |
4.250 |
3,979.25 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,329.50 |
4,358.00 |
PP |
4,320.75 |
4,339.75 |
S1 |
4,312.00 |
4,321.25 |
|