Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,346.50 |
4,295.00 |
-51.50 |
-1.2% |
4,356.75 |
High |
4,366.50 |
4,304.25 |
-62.25 |
-1.4% |
4,423.25 |
Low |
4,292.75 |
4,243.50 |
-49.25 |
-1.1% |
4,243.50 |
Close |
4,303.00 |
4,248.50 |
-54.50 |
-1.3% |
4,248.50 |
Range |
73.75 |
60.75 |
-13.00 |
-17.6% |
179.75 |
ATR |
62.01 |
61.92 |
-0.09 |
-0.1% |
0.00 |
Volume |
2,741,942 |
2,328,806 |
-413,136 |
-15.1% |
10,891,004 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,447.75 |
4,408.75 |
4,282.00 |
|
R3 |
4,387.00 |
4,348.00 |
4,265.25 |
|
R2 |
4,326.25 |
4,326.25 |
4,259.75 |
|
R1 |
4,287.25 |
4,287.25 |
4,254.00 |
4,276.50 |
PP |
4,265.50 |
4,265.50 |
4,265.50 |
4,260.00 |
S1 |
4,226.50 |
4,226.50 |
4,243.00 |
4,215.50 |
S2 |
4,204.75 |
4,204.75 |
4,237.25 |
|
S3 |
4,144.00 |
4,165.75 |
4,231.75 |
|
S4 |
4,083.25 |
4,105.00 |
4,215.00 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,844.25 |
4,726.25 |
4,347.25 |
|
R3 |
4,664.50 |
4,546.50 |
4,298.00 |
|
R2 |
4,484.75 |
4,484.75 |
4,281.50 |
|
R1 |
4,366.75 |
4,366.75 |
4,265.00 |
4,336.00 |
PP |
4,305.00 |
4,305.00 |
4,305.00 |
4,289.75 |
S1 |
4,187.00 |
4,187.00 |
4,232.00 |
4,156.00 |
S2 |
4,125.25 |
4,125.25 |
4,215.50 |
|
S3 |
3,945.50 |
4,007.25 |
4,199.00 |
|
S4 |
3,765.75 |
3,827.50 |
4,149.75 |
|
|
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 |
4,243.50 |
179.75 |
4.2% |
64.00 |
1.5% |
3% |
False |
True |
2,178,200 |
10 |
4,430.50 |
4,243.50 |
187.00 |
4.4% |
63.50 |
1.5% |
3% |
False |
True |
1,951,684 |
20 |
4,430.50 |
4,235.50 |
195.00 |
4.6% |
65.25 |
1.5% |
7% |
False |
False |
1,959,300 |
40 |
4,597.50 |
4,235.50 |
362.00 |
8.5% |
55.50 |
1.3% |
4% |
False |
False |
1,434,178 |
60 |
4,673.50 |
4,235.50 |
438.00 |
10.3% |
55.25 |
1.3% |
3% |
False |
False |
957,510 |
80 |
4,685.50 |
4,235.50 |
450.00 |
10.6% |
51.50 |
1.2% |
3% |
False |
False |
718,667 |
100 |
4,685.50 |
4,235.50 |
450.00 |
10.6% |
50.00 |
1.2% |
3% |
False |
False |
575,232 |
120 |
4,685.50 |
4,131.00 |
554.50 |
13.1% |
49.75 |
1.2% |
21% |
False |
False |
479,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,562.50 |
2.618 |
4,463.25 |
1.618 |
4,402.50 |
1.000 |
4,365.00 |
0.618 |
4,341.75 |
HIGH |
4,304.25 |
0.618 |
4,281.00 |
0.500 |
4,274.00 |
0.382 |
4,266.75 |
LOW |
4,243.50 |
0.618 |
4,206.00 |
1.000 |
4,182.75 |
1.618 |
4,145.25 |
2.618 |
4,084.50 |
4.250 |
3,985.25 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,274.00 |
4,321.50 |
PP |
4,265.50 |
4,297.00 |
S1 |
4,257.00 |
4,272.75 |
|