Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,295.00 |
4,256.25 |
-38.75 |
-0.9% |
4,356.75 |
High |
4,304.25 |
4,280.75 |
-23.50 |
-0.5% |
4,423.25 |
Low |
4,243.50 |
4,213.25 |
-30.25 |
-0.7% |
4,243.50 |
Close |
4,248.50 |
4,241.75 |
-6.75 |
-0.2% |
4,248.50 |
Range |
60.75 |
67.50 |
6.75 |
11.1% |
179.75 |
ATR |
61.92 |
62.32 |
0.40 |
0.6% |
0.00 |
Volume |
2,328,806 |
1,963,670 |
-365,136 |
-15.7% |
10,891,004 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,447.75 |
4,412.25 |
4,279.00 |
|
R3 |
4,380.25 |
4,344.75 |
4,260.25 |
|
R2 |
4,312.75 |
4,312.75 |
4,254.00 |
|
R1 |
4,277.25 |
4,277.25 |
4,248.00 |
4,261.25 |
PP |
4,245.25 |
4,245.25 |
4,245.25 |
4,237.25 |
S1 |
4,209.75 |
4,209.75 |
4,235.50 |
4,193.75 |
S2 |
4,177.75 |
4,177.75 |
4,229.50 |
|
S3 |
4,110.25 |
4,142.25 |
4,223.25 |
|
S4 |
4,042.75 |
4,074.75 |
4,204.50 |
|
|
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 |
4,213.25 |
210.00 |
5.0% |
65.50 |
1.5% |
14% |
False |
True |
2,237,145 |
10 |
4,430.50 |
4,213.25 |
217.25 |
5.1% |
62.50 |
1.5% |
13% |
False |
True |
1,999,526 |
20 |
4,430.50 |
4,213.25 |
217.25 |
5.1% |
66.25 |
1.6% |
13% |
False |
True |
1,979,404 |
40 |
4,597.50 |
4,213.25 |
384.25 |
9.1% |
55.50 |
1.3% |
7% |
False |
True |
1,483,044 |
60 |
4,673.50 |
4,213.25 |
460.25 |
10.9% |
55.50 |
1.3% |
6% |
False |
True |
990,204 |
80 |
4,685.50 |
4,213.25 |
472.25 |
11.1% |
52.00 |
1.2% |
6% |
False |
True |
743,185 |
100 |
4,685.50 |
4,213.25 |
472.25 |
11.1% |
50.25 |
1.2% |
6% |
False |
True |
594,840 |
120 |
4,685.50 |
4,131.00 |
554.50 |
13.1% |
49.75 |
1.2% |
20% |
False |
False |
495,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,567.50 |
2.618 |
4,457.50 |
1.618 |
4,390.00 |
1.000 |
4,348.25 |
0.618 |
4,322.50 |
HIGH |
4,280.75 |
0.618 |
4,255.00 |
0.500 |
4,247.00 |
0.382 |
4,239.00 |
LOW |
4,213.25 |
0.618 |
4,171.50 |
1.000 |
4,145.75 |
1.618 |
4,104.00 |
2.618 |
4,036.50 |
4.250 |
3,926.50 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,247.00 |
4,290.00 |
PP |
4,245.25 |
4,273.75 |
S1 |
4,243.50 |
4,257.75 |
|