Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,850.00 |
14,680.00 |
-170.00 |
-1.1% |
15,120.00 |
High |
14,887.50 |
14,853.75 |
-33.75 |
-0.2% |
15,336.75 |
Low |
14,645.00 |
14,514.25 |
-130.75 |
-0.9% |
14,645.00 |
Close |
14,664.00 |
14,712.00 |
48.00 |
0.3% |
14,664.00 |
Range |
242.50 |
339.50 |
97.00 |
40.0% |
691.75 |
ATR |
264.02 |
269.41 |
5.39 |
2.0% |
0.00 |
Volume |
846,675 |
765,733 |
-80,942 |
-9.6% |
4,142,867 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,711.75 |
15,551.50 |
14,898.75 |
|
R3 |
15,372.25 |
15,212.00 |
14,805.25 |
|
R2 |
15,032.75 |
15,032.75 |
14,774.25 |
|
R1 |
14,872.50 |
14,872.50 |
14,743.00 |
14,952.50 |
PP |
14,693.25 |
14,693.25 |
14,693.25 |
14,733.50 |
S1 |
14,533.00 |
14,533.00 |
14,681.00 |
14,613.00 |
S2 |
14,353.75 |
14,353.75 |
14,649.75 |
|
S3 |
14,014.25 |
14,193.50 |
14,618.75 |
|
S4 |
13,674.75 |
13,854.00 |
14,525.25 |
|
|
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 |
15,309.25 |
14,514.25 |
795.00 |
5.4% |
279.75 |
1.9% |
25% |
False |
True |
853,461 |
10 |
15,468.75 |
14,514.25 |
954.50 |
6.5% |
258.50 |
1.8% |
21% |
False |
True |
769,667 |
20 |
15,468.75 |
14,514.25 |
954.50 |
6.5% |
280.75 |
1.9% |
21% |
False |
True |
751,187 |
40 |
15,855.50 |
14,514.25 |
1,341.25 |
9.1% |
248.25 |
1.7% |
15% |
False |
True |
554,400 |
60 |
16,117.00 |
14,514.25 |
1,602.75 |
10.9% |
255.50 |
1.7% |
12% |
False |
True |
370,366 |
80 |
16,264.25 |
14,514.25 |
1,750.00 |
11.9% |
248.25 |
1.7% |
11% |
False |
True |
278,197 |
100 |
16,264.25 |
14,514.25 |
1,750.00 |
11.9% |
246.00 |
1.7% |
11% |
False |
True |
222,707 |
120 |
16,264.25 |
13,303.00 |
2,961.25 |
20.1% |
234.25 |
1.6% |
48% |
False |
False |
185,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,296.50 |
2.618 |
15,742.50 |
1.618 |
15,403.00 |
1.000 |
15,193.25 |
0.618 |
15,063.50 |
HIGH |
14,853.75 |
0.618 |
14,724.00 |
0.500 |
14,684.00 |
0.382 |
14,644.00 |
LOW |
14,514.25 |
0.618 |
14,304.50 |
1.000 |
14,174.75 |
1.618 |
13,965.00 |
2.618 |
13,625.50 |
4.250 |
13,071.50 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,702.75 |
14,826.25 |
PP |
14,693.25 |
14,788.25 |
S1 |
14,684.00 |
14,750.00 |
|