Trading Metrics calculated at close of trading on 10-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,040.25 |
15,196.50 |
156.25 |
1.0% |
14,965.00 |
High |
15,212.75 |
15,383.50 |
170.75 |
1.1% |
15,160.25 |
Low |
14,949.50 |
15,171.75 |
222.25 |
1.5% |
14,589.00 |
Close |
15,187.00 |
15,270.75 |
83.75 |
0.6% |
15,112.00 |
Range |
263.25 |
211.75 |
-51.50 |
-19.6% |
571.25 |
ATR |
273.56 |
269.15 |
-4.42 |
-1.6% |
0.00 |
Volume |
617,072 |
648,613 |
31,541 |
5.1% |
3,846,180 |
|
Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,910.50 |
15,802.50 |
15,387.25 |
|
R3 |
15,698.75 |
15,590.75 |
15,329.00 |
|
R2 |
15,487.00 |
15,487.00 |
15,309.50 |
|
R1 |
15,379.00 |
15,379.00 |
15,290.25 |
15,433.00 |
PP |
15,275.25 |
15,275.25 |
15,275.25 |
15,302.50 |
S1 |
15,167.25 |
15,167.25 |
15,251.25 |
15,221.25 |
S2 |
15,063.50 |
15,063.50 |
15,232.00 |
|
S3 |
14,851.75 |
14,955.50 |
15,212.50 |
|
S4 |
14,640.00 |
14,743.75 |
15,154.25 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,667.50 |
16,461.00 |
15,426.25 |
|
R3 |
16,096.25 |
15,889.75 |
15,269.00 |
|
R2 |
15,525.00 |
15,525.00 |
15,216.75 |
|
R1 |
15,318.50 |
15,318.50 |
15,164.25 |
15,421.75 |
PP |
14,953.75 |
14,953.75 |
14,953.75 |
15,005.50 |
S1 |
14,747.25 |
14,747.25 |
15,059.75 |
14,850.50 |
S2 |
14,382.50 |
14,382.50 |
15,007.25 |
|
S3 |
13,811.25 |
14,176.00 |
14,955.00 |
|
S4 |
13,240.00 |
13,604.75 |
14,797.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,383.50 |
14,589.00 |
794.50 |
5.2% |
317.00 |
2.1% |
86% |
True |
False |
717,201 |
10 |
15,383.50 |
14,586.00 |
797.50 |
5.2% |
296.00 |
1.9% |
86% |
True |
False |
730,807 |
20 |
15,719.75 |
14,586.00 |
1,133.75 |
7.4% |
265.50 |
1.7% |
60% |
False |
False |
682,408 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.3% |
257.75 |
1.7% |
54% |
False |
False |
378,771 |
60 |
16,264.25 |
14,586.00 |
1,678.25 |
11.0% |
254.25 |
1.7% |
41% |
False |
False |
253,184 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.0% |
245.25 |
1.6% |
41% |
False |
False |
190,241 |
100 |
16,264.25 |
13,888.50 |
2,375.75 |
15.6% |
242.50 |
1.6% |
58% |
False |
False |
152,236 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
20.8% |
224.50 |
1.5% |
69% |
False |
False |
126,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,283.50 |
2.618 |
15,937.75 |
1.618 |
15,726.00 |
1.000 |
15,595.25 |
0.618 |
15,514.25 |
HIGH |
15,383.50 |
0.618 |
15,302.50 |
0.500 |
15,277.50 |
0.382 |
15,252.75 |
LOW |
15,171.75 |
0.618 |
15,041.00 |
1.000 |
14,960.00 |
1.618 |
14,829.25 |
2.618 |
14,617.50 |
4.250 |
14,271.75 |
|
|
Fisher Pivots for day following 10-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,277.50 |
15,187.75 |
PP |
15,275.25 |
15,104.75 |
S1 |
15,273.00 |
15,021.75 |
|