Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,045.00 |
14,850.00 |
-195.00 |
-1.3% |
15,120.00 |
High |
15,138.25 |
14,887.50 |
-250.75 |
-1.7% |
15,336.75 |
Low |
14,839.50 |
14,645.00 |
-194.50 |
-1.3% |
14,645.00 |
Close |
14,890.00 |
14,664.00 |
-226.00 |
-1.5% |
14,664.00 |
Range |
298.75 |
242.50 |
-56.25 |
-18.8% |
691.75 |
ATR |
265.48 |
264.02 |
-1.46 |
-0.6% |
0.00 |
Volume |
1,019,700 |
846,675 |
-173,025 |
-17.0% |
4,142,867 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,459.75 |
15,304.25 |
14,797.50 |
|
R3 |
15,217.25 |
15,061.75 |
14,730.75 |
|
R2 |
14,974.75 |
14,974.75 |
14,708.50 |
|
R1 |
14,819.25 |
14,819.25 |
14,686.25 |
14,775.75 |
PP |
14,732.25 |
14,732.25 |
14,732.25 |
14,710.50 |
S1 |
14,576.75 |
14,576.75 |
14,641.75 |
14,533.25 |
S2 |
14,489.75 |
14,489.75 |
14,619.50 |
|
S3 |
14,247.25 |
14,334.25 |
14,597.25 |
|
S4 |
14,004.75 |
14,091.75 |
14,530.50 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,957.25 |
16,502.25 |
15,044.50 |
|
R3 |
16,265.50 |
15,810.50 |
14,854.25 |
|
R2 |
15,573.75 |
15,573.75 |
14,790.75 |
|
R1 |
15,118.75 |
15,118.75 |
14,727.50 |
15,000.50 |
PP |
14,882.00 |
14,882.00 |
14,882.00 |
14,822.75 |
S1 |
14,427.00 |
14,427.00 |
14,600.50 |
14,308.50 |
S2 |
14,190.25 |
14,190.25 |
14,537.25 |
|
S3 |
13,498.50 |
13,735.25 |
14,473.75 |
|
S4 |
12,806.75 |
13,043.50 |
14,283.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,336.75 |
14,645.00 |
691.75 |
4.7% |
262.50 |
1.8% |
3% |
False |
True |
828,573 |
10 |
15,468.75 |
14,645.00 |
823.75 |
5.6% |
251.00 |
1.7% |
2% |
False |
True |
754,801 |
20 |
15,468.75 |
14,586.00 |
882.75 |
6.0% |
272.50 |
1.9% |
9% |
False |
False |
741,344 |
40 |
15,855.50 |
14,586.00 |
1,269.50 |
8.7% |
247.00 |
1.7% |
6% |
False |
False |
535,332 |
60 |
16,117.00 |
14,586.00 |
1,531.00 |
10.4% |
255.50 |
1.7% |
5% |
False |
False |
357,650 |
80 |
16,264.25 |
14,586.00 |
1,678.25 |
11.4% |
246.00 |
1.7% |
5% |
False |
False |
268,635 |
100 |
16,264.25 |
14,586.00 |
1,678.25 |
11.4% |
244.50 |
1.7% |
5% |
False |
False |
215,051 |
120 |
16,264.25 |
13,303.00 |
2,961.25 |
20.2% |
232.25 |
1.6% |
46% |
False |
False |
179,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,918.00 |
2.618 |
15,522.25 |
1.618 |
15,279.75 |
1.000 |
15,130.00 |
0.618 |
15,037.25 |
HIGH |
14,887.50 |
0.618 |
14,794.75 |
0.500 |
14,766.25 |
0.382 |
14,737.75 |
LOW |
14,645.00 |
0.618 |
14,495.25 |
1.000 |
14,402.50 |
1.618 |
14,252.75 |
2.618 |
14,010.25 |
4.250 |
13,614.50 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,766.25 |
14,941.50 |
PP |
14,732.25 |
14,849.00 |
S1 |
14,698.00 |
14,756.50 |
|