Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,236.50 |
15,045.00 |
-191.50 |
-1.3% |
15,040.25 |
High |
15,238.25 |
15,138.25 |
-100.00 |
-0.7% |
15,468.75 |
Low |
14,979.25 |
14,839.50 |
-139.75 |
-0.9% |
14,949.50 |
Close |
15,025.25 |
14,890.00 |
-135.25 |
-0.9% |
15,120.25 |
Range |
259.00 |
298.75 |
39.75 |
15.3% |
519.25 |
ATR |
262.92 |
265.48 |
2.56 |
1.0% |
0.00 |
Volume |
853,599 |
1,019,700 |
166,101 |
19.5% |
3,405,149 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,852.25 |
15,669.75 |
15,054.25 |
|
R3 |
15,553.50 |
15,371.00 |
14,972.25 |
|
R2 |
15,254.75 |
15,254.75 |
14,944.75 |
|
R1 |
15,072.25 |
15,072.25 |
14,917.50 |
15,014.00 |
PP |
14,956.00 |
14,956.00 |
14,956.00 |
14,926.75 |
S1 |
14,773.50 |
14,773.50 |
14,862.50 |
14,715.50 |
S2 |
14,657.25 |
14,657.25 |
14,835.25 |
|
S3 |
14,358.50 |
14,474.75 |
14,807.75 |
|
S4 |
14,059.75 |
14,176.00 |
14,725.75 |
|
|
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 |
15,366.75 |
14,839.50 |
527.25 |
3.5% |
275.00 |
1.8% |
10% |
False |
True |
814,639 |
10 |
15,468.75 |
14,660.00 |
808.75 |
5.4% |
276.75 |
1.9% |
28% |
False |
False |
754,194 |
20 |
15,468.75 |
14,586.00 |
882.75 |
5.9% |
270.00 |
1.8% |
34% |
False |
False |
730,213 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.5% |
256.00 |
1.7% |
24% |
False |
False |
514,261 |
60 |
16,117.00 |
14,586.00 |
1,531.00 |
10.3% |
258.00 |
1.7% |
20% |
False |
False |
343,607 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.3% |
245.50 |
1.6% |
18% |
False |
False |
258,063 |
100 |
16,264.25 |
14,586.00 |
1,678.25 |
11.3% |
244.25 |
1.6% |
18% |
False |
False |
206,586 |
120 |
16,264.25 |
13,303.00 |
2,961.25 |
19.9% |
230.50 |
1.5% |
54% |
False |
False |
172,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,408.00 |
2.618 |
15,920.50 |
1.618 |
15,621.75 |
1.000 |
15,437.00 |
0.618 |
15,323.00 |
HIGH |
15,138.25 |
0.618 |
15,024.25 |
0.500 |
14,989.00 |
0.382 |
14,953.50 |
LOW |
14,839.50 |
0.618 |
14,654.75 |
1.000 |
14,540.75 |
1.618 |
14,356.00 |
2.618 |
14,057.25 |
4.250 |
13,569.75 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,989.00 |
15,074.50 |
PP |
14,956.00 |
15,013.00 |
S1 |
14,923.00 |
14,951.50 |
|