Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,407.50 |
15,324.00 |
-83.50 |
-0.5% |
15,040.25 |
High |
15,468.75 |
15,366.75 |
-102.00 |
-0.7% |
15,468.75 |
Low |
15,216.25 |
15,062.25 |
-154.00 |
-1.0% |
14,949.50 |
Close |
15,315.00 |
15,120.25 |
-194.75 |
-1.3% |
15,120.25 |
Range |
252.50 |
304.50 |
52.00 |
20.6% |
519.25 |
ATR |
260.97 |
264.08 |
3.11 |
1.2% |
0.00 |
Volume |
747,494 |
777,005 |
29,511 |
3.9% |
3,405,149 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,096.50 |
15,913.00 |
15,287.75 |
|
R3 |
15,792.00 |
15,608.50 |
15,204.00 |
|
R2 |
15,487.50 |
15,487.50 |
15,176.00 |
|
R1 |
15,304.00 |
15,304.00 |
15,148.25 |
15,243.50 |
PP |
15,183.00 |
15,183.00 |
15,183.00 |
15,153.00 |
S1 |
14,999.50 |
14,999.50 |
15,092.25 |
14,939.00 |
S2 |
14,878.50 |
14,878.50 |
15,064.50 |
|
S3 |
14,574.00 |
14,695.00 |
15,036.50 |
|
S4 |
14,269.50 |
14,390.50 |
14,952.75 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,737.25 |
16,448.00 |
15,405.75 |
|
R3 |
16,218.00 |
15,928.75 |
15,263.00 |
|
R2 |
15,698.75 |
15,698.75 |
15,215.50 |
|
R1 |
15,409.50 |
15,409.50 |
15,167.75 |
15,554.00 |
PP |
15,179.50 |
15,179.50 |
15,179.50 |
15,251.75 |
S1 |
14,890.25 |
14,890.25 |
15,072.75 |
15,035.00 |
S2 |
14,660.25 |
14,660.25 |
15,025.00 |
|
S3 |
14,141.00 |
14,371.00 |
14,977.50 |
|
S4 |
13,621.75 |
13,851.75 |
14,834.75 |
|
|
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 |
14,949.50 |
519.25 |
3.4% |
239.25 |
1.6% |
33% |
False |
False |
681,029 |
10 |
15,468.75 |
14,589.00 |
879.75 |
5.8% |
290.50 |
1.9% |
60% |
False |
False |
725,132 |
20 |
15,468.75 |
14,586.00 |
882.75 |
5.8% |
263.50 |
1.7% |
61% |
False |
False |
683,894 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.4% |
256.00 |
1.7% |
42% |
False |
False |
432,097 |
60 |
16,117.00 |
14,586.00 |
1,531.00 |
10.1% |
252.50 |
1.7% |
35% |
False |
False |
288,768 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.1% |
245.75 |
1.6% |
32% |
False |
False |
216,938 |
100 |
16,264.25 |
13,888.50 |
2,375.75 |
15.7% |
244.75 |
1.6% |
52% |
False |
False |
173,628 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.0% |
227.25 |
1.5% |
64% |
False |
False |
144,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,661.00 |
2.618 |
16,164.00 |
1.618 |
15,859.50 |
1.000 |
15,671.25 |
0.618 |
15,555.00 |
HIGH |
15,366.75 |
0.618 |
15,250.50 |
0.500 |
15,214.50 |
0.382 |
15,178.50 |
LOW |
15,062.25 |
0.618 |
14,874.00 |
1.000 |
14,757.75 |
1.618 |
14,569.50 |
2.618 |
14,265.00 |
4.250 |
13,768.00 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,214.50 |
15,265.50 |
PP |
15,183.00 |
15,217.00 |
S1 |
15,151.75 |
15,168.75 |
|