Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,196.50 |
15,282.25 |
85.75 |
0.6% |
14,965.00 |
High |
15,383.50 |
15,416.75 |
33.25 |
0.2% |
15,160.25 |
Low |
15,171.75 |
15,253.00 |
81.25 |
0.5% |
14,589.00 |
Close |
15,270.75 |
15,380.00 |
109.25 |
0.7% |
15,112.00 |
Range |
211.75 |
163.75 |
-48.00 |
-22.7% |
571.25 |
ATR |
269.15 |
261.62 |
-7.53 |
-2.8% |
0.00 |
Volume |
648,613 |
614,965 |
-33,648 |
-5.2% |
3,846,180 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,841.25 |
15,774.25 |
15,470.00 |
|
R3 |
15,677.50 |
15,610.50 |
15,425.00 |
|
R2 |
15,513.75 |
15,513.75 |
15,410.00 |
|
R1 |
15,446.75 |
15,446.75 |
15,395.00 |
15,480.25 |
PP |
15,350.00 |
15,350.00 |
15,350.00 |
15,366.50 |
S1 |
15,283.00 |
15,283.00 |
15,365.00 |
15,316.50 |
S2 |
15,186.25 |
15,186.25 |
15,350.00 |
|
S3 |
15,022.50 |
15,119.25 |
15,335.00 |
|
S4 |
14,858.75 |
14,955.50 |
15,290.00 |
|
|
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 |
15,416.75 |
14,660.00 |
756.75 |
4.9% |
276.25 |
1.8% |
95% |
True |
False |
679,542 |
10 |
15,416.75 |
14,589.00 |
827.75 |
5.4% |
288.75 |
1.9% |
96% |
True |
False |
720,684 |
20 |
15,719.75 |
14,586.00 |
1,133.75 |
7.4% |
263.00 |
1.7% |
70% |
False |
False |
675,520 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.3% |
255.25 |
1.7% |
63% |
False |
False |
394,098 |
60 |
16,264.25 |
14,586.00 |
1,678.25 |
10.9% |
252.00 |
1.6% |
47% |
False |
False |
263,407 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
10.9% |
244.75 |
1.6% |
47% |
False |
False |
197,919 |
100 |
16,264.25 |
13,888.50 |
2,375.75 |
15.4% |
241.50 |
1.6% |
63% |
False |
False |
158,385 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
20.7% |
224.50 |
1.5% |
72% |
False |
False |
131,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,112.75 |
2.618 |
15,845.50 |
1.618 |
15,681.75 |
1.000 |
15,580.50 |
0.618 |
15,518.00 |
HIGH |
15,416.75 |
0.618 |
15,354.25 |
0.500 |
15,335.00 |
0.382 |
15,315.50 |
LOW |
15,253.00 |
0.618 |
15,151.75 |
1.000 |
15,089.25 |
1.618 |
14,988.00 |
2.618 |
14,824.25 |
4.250 |
14,557.00 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,365.00 |
15,314.50 |
PP |
15,350.00 |
15,248.75 |
S1 |
15,335.00 |
15,183.00 |
|