Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,305.75 |
15,236.50 |
-69.25 |
-0.5% |
15,040.25 |
High |
15,309.25 |
15,238.25 |
-71.00 |
-0.5% |
15,468.75 |
Low |
15,050.25 |
14,979.25 |
-71.00 |
-0.5% |
14,949.50 |
Close |
15,240.75 |
15,025.25 |
-215.50 |
-1.4% |
15,120.25 |
Range |
259.00 |
259.00 |
0.00 |
0.0% |
519.25 |
ATR |
263.03 |
262.92 |
-0.11 |
0.0% |
0.00 |
Volume |
781,599 |
853,599 |
72,000 |
9.2% |
3,405,149 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,858.00 |
15,700.50 |
15,167.75 |
|
R3 |
15,599.00 |
15,441.50 |
15,096.50 |
|
R2 |
15,340.00 |
15,340.00 |
15,072.75 |
|
R1 |
15,182.50 |
15,182.50 |
15,049.00 |
15,131.75 |
PP |
15,081.00 |
15,081.00 |
15,081.00 |
15,055.50 |
S1 |
14,923.50 |
14,923.50 |
15,001.50 |
14,872.75 |
S2 |
14,822.00 |
14,822.00 |
14,977.75 |
|
S3 |
14,563.00 |
14,664.50 |
14,954.00 |
|
S4 |
14,304.00 |
14,405.50 |
14,882.75 |
|
|
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 |
14,979.25 |
489.50 |
3.3% |
265.75 |
1.8% |
9% |
False |
True |
760,198 |
10 |
15,468.75 |
14,660.00 |
808.75 |
5.4% |
271.00 |
1.8% |
45% |
False |
False |
719,870 |
20 |
15,468.75 |
14,586.00 |
882.75 |
5.9% |
270.25 |
1.8% |
50% |
False |
False |
714,365 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.4% |
258.50 |
1.7% |
35% |
False |
False |
488,824 |
60 |
16,117.00 |
14,586.00 |
1,531.00 |
10.2% |
256.75 |
1.7% |
29% |
False |
False |
326,629 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.2% |
245.25 |
1.6% |
26% |
False |
False |
245,330 |
100 |
16,264.25 |
14,275.50 |
1,988.75 |
13.2% |
245.50 |
1.6% |
38% |
False |
False |
196,390 |
120 |
16,264.25 |
13,303.00 |
2,961.25 |
19.7% |
229.25 |
1.5% |
58% |
False |
False |
163,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,339.00 |
2.618 |
15,916.25 |
1.618 |
15,657.25 |
1.000 |
15,497.25 |
0.618 |
15,398.25 |
HIGH |
15,238.25 |
0.618 |
15,139.25 |
0.500 |
15,108.75 |
0.382 |
15,078.25 |
LOW |
14,979.25 |
0.618 |
14,819.25 |
1.000 |
14,720.25 |
1.618 |
14,560.25 |
2.618 |
14,301.25 |
4.250 |
13,878.50 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,108.75 |
15,158.00 |
PP |
15,081.00 |
15,113.75 |
S1 |
15,053.00 |
15,069.50 |
|