Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,282.25 |
15,407.50 |
125.25 |
0.8% |
14,965.00 |
High |
15,416.75 |
15,468.75 |
52.00 |
0.3% |
15,160.25 |
Low |
15,253.00 |
15,216.25 |
-36.75 |
-0.2% |
14,589.00 |
Close |
15,380.00 |
15,315.00 |
-65.00 |
-0.4% |
15,112.00 |
Range |
163.75 |
252.50 |
88.75 |
54.2% |
571.25 |
ATR |
261.62 |
260.97 |
-0.65 |
-0.2% |
0.00 |
Volume |
614,965 |
747,494 |
132,529 |
21.6% |
3,846,180 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,090.75 |
15,955.50 |
15,454.00 |
|
R3 |
15,838.25 |
15,703.00 |
15,384.50 |
|
R2 |
15,585.75 |
15,585.75 |
15,361.25 |
|
R1 |
15,450.50 |
15,450.50 |
15,338.25 |
15,392.00 |
PP |
15,333.25 |
15,333.25 |
15,333.25 |
15,304.00 |
S1 |
15,198.00 |
15,198.00 |
15,291.75 |
15,139.50 |
S2 |
15,080.75 |
15,080.75 |
15,268.75 |
|
S3 |
14,828.25 |
14,945.50 |
15,245.50 |
|
S4 |
14,575.75 |
14,693.00 |
15,176.00 |
|
|
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 |
15,468.75 |
14,660.00 |
808.75 |
5.3% |
278.25 |
1.8% |
81% |
True |
False |
693,749 |
10 |
15,468.75 |
14,589.00 |
879.75 |
5.7% |
285.00 |
1.9% |
83% |
True |
False |
721,986 |
20 |
15,719.75 |
14,586.00 |
1,133.75 |
7.4% |
266.25 |
1.7% |
64% |
False |
False |
680,482 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.3% |
255.50 |
1.7% |
57% |
False |
False |
412,732 |
60 |
16,123.25 |
14,586.00 |
1,537.25 |
10.0% |
253.75 |
1.7% |
47% |
False |
False |
275,844 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.0% |
245.25 |
1.6% |
43% |
False |
False |
207,250 |
100 |
16,264.25 |
13,888.50 |
2,375.75 |
15.5% |
242.75 |
1.6% |
60% |
False |
False |
165,859 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
20.8% |
225.75 |
1.5% |
70% |
False |
False |
138,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,542.00 |
2.618 |
16,129.75 |
1.618 |
15,877.25 |
1.000 |
15,721.25 |
0.618 |
15,624.75 |
HIGH |
15,468.75 |
0.618 |
15,372.25 |
0.500 |
15,342.50 |
0.382 |
15,312.75 |
LOW |
15,216.25 |
0.618 |
15,060.25 |
1.000 |
14,963.75 |
1.618 |
14,807.75 |
2.618 |
14,555.25 |
4.250 |
14,143.00 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,342.50 |
15,320.25 |
PP |
15,333.25 |
15,318.50 |
S1 |
15,324.25 |
15,316.75 |
|