Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,680.00 |
14,744.00 |
64.00 |
0.4% |
15,120.00 |
High |
14,853.75 |
14,948.75 |
95.00 |
0.6% |
15,336.75 |
Low |
14,514.25 |
14,706.00 |
191.75 |
1.3% |
14,645.00 |
Close |
14,712.00 |
14,846.50 |
134.50 |
0.9% |
14,664.00 |
Range |
339.50 |
242.75 |
-96.75 |
-28.5% |
691.75 |
ATR |
269.41 |
267.51 |
-1.90 |
-0.7% |
0.00 |
Volume |
765,733 |
703,058 |
-62,675 |
-8.2% |
4,142,867 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,562.00 |
15,447.00 |
14,980.00 |
|
R3 |
15,319.25 |
15,204.25 |
14,913.25 |
|
R2 |
15,076.50 |
15,076.50 |
14,891.00 |
|
R1 |
14,961.50 |
14,961.50 |
14,868.75 |
15,019.00 |
PP |
14,833.75 |
14,833.75 |
14,833.75 |
14,862.50 |
S1 |
14,718.75 |
14,718.75 |
14,824.25 |
14,776.25 |
S2 |
14,591.00 |
14,591.00 |
14,802.00 |
|
S3 |
14,348.25 |
14,476.00 |
14,779.75 |
|
S4 |
14,105.50 |
14,233.25 |
14,713.00 |
|
|
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 |
15,238.25 |
14,514.25 |
724.00 |
4.9% |
276.50 |
1.9% |
46% |
False |
False |
837,753 |
10 |
15,468.75 |
14,514.25 |
954.50 |
6.4% |
261.50 |
1.8% |
35% |
False |
False |
775,112 |
20 |
15,468.75 |
14,514.25 |
954.50 |
6.4% |
278.75 |
1.9% |
35% |
False |
False |
752,960 |
40 |
15,855.50 |
14,514.25 |
1,341.25 |
9.0% |
250.50 |
1.7% |
25% |
False |
False |
571,937 |
60 |
16,088.75 |
14,514.25 |
1,574.50 |
10.6% |
257.50 |
1.7% |
21% |
False |
False |
382,061 |
80 |
16,264.25 |
14,514.25 |
1,750.00 |
11.8% |
247.75 |
1.7% |
19% |
False |
False |
286,940 |
100 |
16,264.25 |
14,514.25 |
1,750.00 |
11.8% |
245.75 |
1.7% |
19% |
False |
False |
229,736 |
120 |
16,264.25 |
13,303.00 |
2,961.25 |
19.9% |
234.75 |
1.6% |
52% |
False |
False |
191,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,980.50 |
2.618 |
15,584.25 |
1.618 |
15,341.50 |
1.000 |
15,191.50 |
0.618 |
15,098.75 |
HIGH |
14,948.75 |
0.618 |
14,856.00 |
0.500 |
14,827.50 |
0.382 |
14,798.75 |
LOW |
14,706.00 |
0.618 |
14,556.00 |
1.000 |
14,463.25 |
1.618 |
14,313.25 |
2.618 |
14,070.50 |
4.250 |
13,674.25 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,840.00 |
14,808.25 |
PP |
14,833.75 |
14,769.75 |
S1 |
14,827.50 |
14,731.50 |
|