Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,324.00 |
15,120.00 |
-204.00 |
-1.3% |
15,040.25 |
High |
15,366.75 |
15,336.75 |
-30.00 |
-0.2% |
15,468.75 |
Low |
15,062.25 |
15,083.00 |
20.75 |
0.1% |
14,949.50 |
Close |
15,120.25 |
15,289.50 |
169.25 |
1.1% |
15,120.25 |
Range |
304.50 |
253.75 |
-50.75 |
-16.7% |
519.25 |
ATR |
264.08 |
263.34 |
-0.74 |
-0.3% |
0.00 |
Volume |
777,005 |
641,294 |
-135,711 |
-17.5% |
3,405,149 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,997.75 |
15,897.25 |
15,429.00 |
|
R3 |
15,744.00 |
15,643.50 |
15,359.25 |
|
R2 |
15,490.25 |
15,490.25 |
15,336.00 |
|
R1 |
15,389.75 |
15,389.75 |
15,312.75 |
15,440.00 |
PP |
15,236.50 |
15,236.50 |
15,236.50 |
15,261.50 |
S1 |
15,136.00 |
15,136.00 |
15,266.25 |
15,186.25 |
S2 |
14,982.75 |
14,982.75 |
15,243.00 |
|
S3 |
14,729.00 |
14,882.25 |
15,219.75 |
|
S4 |
14,475.25 |
14,628.50 |
15,150.00 |
|
|
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 |
15,062.25 |
406.50 |
2.7% |
237.25 |
1.6% |
56% |
False |
False |
685,874 |
10 |
15,468.75 |
14,589.00 |
879.75 |
5.8% |
294.00 |
1.9% |
80% |
False |
False |
712,972 |
20 |
15,468.75 |
14,586.00 |
882.75 |
5.8% |
269.50 |
1.8% |
80% |
False |
False |
690,471 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.3% |
257.75 |
1.7% |
55% |
False |
False |
448,044 |
60 |
16,117.00 |
14,586.00 |
1,531.00 |
10.0% |
253.50 |
1.7% |
46% |
False |
False |
299,422 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.0% |
245.50 |
1.6% |
42% |
False |
False |
224,929 |
100 |
16,264.25 |
13,888.50 |
2,375.75 |
15.5% |
244.75 |
1.6% |
59% |
False |
False |
180,041 |
120 |
16,264.25 |
13,162.25 |
3,102.00 |
20.3% |
227.75 |
1.5% |
69% |
False |
False |
150,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,415.25 |
2.618 |
16,001.00 |
1.618 |
15,747.25 |
1.000 |
15,590.50 |
0.618 |
15,493.50 |
HIGH |
15,336.75 |
0.618 |
15,239.75 |
0.500 |
15,210.00 |
0.382 |
15,180.00 |
LOW |
15,083.00 |
0.618 |
14,926.25 |
1.000 |
14,829.25 |
1.618 |
14,672.50 |
2.618 |
14,418.75 |
4.250 |
14,004.50 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,263.00 |
15,281.50 |
PP |
15,236.50 |
15,273.50 |
S1 |
15,210.00 |
15,265.50 |
|