Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,120.00 |
15,305.75 |
185.75 |
1.2% |
15,040.25 |
High |
15,336.75 |
15,309.25 |
-27.50 |
-0.2% |
15,468.75 |
Low |
15,083.00 |
15,050.25 |
-32.75 |
-0.2% |
14,949.50 |
Close |
15,289.50 |
15,240.75 |
-48.75 |
-0.3% |
15,120.25 |
Range |
253.75 |
259.00 |
5.25 |
2.1% |
519.25 |
ATR |
263.34 |
263.03 |
-0.31 |
-0.1% |
0.00 |
Volume |
641,294 |
781,599 |
140,305 |
21.9% |
3,405,149 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,977.00 |
15,868.00 |
15,383.25 |
|
R3 |
15,718.00 |
15,609.00 |
15,312.00 |
|
R2 |
15,459.00 |
15,459.00 |
15,288.25 |
|
R1 |
15,350.00 |
15,350.00 |
15,264.50 |
15,275.00 |
PP |
15,200.00 |
15,200.00 |
15,200.00 |
15,162.50 |
S1 |
15,091.00 |
15,091.00 |
15,217.00 |
15,016.00 |
S2 |
14,941.00 |
14,941.00 |
15,193.25 |
|
S3 |
14,682.00 |
14,832.00 |
15,169.50 |
|
S4 |
14,423.00 |
14,573.00 |
15,098.25 |
|
|
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 |
15,050.25 |
418.50 |
2.7% |
246.75 |
1.6% |
46% |
False |
True |
712,471 |
10 |
15,468.75 |
14,589.00 |
879.75 |
5.8% |
281.75 |
1.8% |
74% |
False |
False |
714,836 |
20 |
15,468.75 |
14,586.00 |
882.75 |
5.8% |
272.75 |
1.8% |
74% |
False |
False |
701,948 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.3% |
256.75 |
1.7% |
52% |
False |
False |
467,531 |
60 |
16,117.00 |
14,586.00 |
1,531.00 |
10.0% |
255.50 |
1.7% |
43% |
False |
False |
312,431 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.0% |
245.75 |
1.6% |
39% |
False |
False |
234,678 |
100 |
16,264.25 |
14,144.00 |
2,120.25 |
13.9% |
245.00 |
1.6% |
52% |
False |
False |
187,854 |
120 |
16,264.25 |
13,303.00 |
2,961.25 |
19.4% |
229.25 |
1.5% |
65% |
False |
False |
156,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,410.00 |
2.618 |
15,987.25 |
1.618 |
15,728.25 |
1.000 |
15,568.25 |
0.618 |
15,469.25 |
HIGH |
15,309.25 |
0.618 |
15,210.25 |
0.500 |
15,179.75 |
0.382 |
15,149.25 |
LOW |
15,050.25 |
0.618 |
14,890.25 |
1.000 |
14,791.25 |
1.618 |
14,631.25 |
2.618 |
14,372.25 |
4.250 |
13,949.50 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,220.50 |
15,230.00 |
PP |
15,200.00 |
15,219.25 |
S1 |
15,179.75 |
15,208.50 |
|