Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
33,800 |
33,929 |
129 |
0.4% |
33,892 |
High |
34,092 |
34,078 |
-14 |
0.0% |
33,939 |
Low |
33,776 |
33,799 |
23 |
0.1% |
33,021 |
Close |
33,936 |
33,992 |
56 |
0.2% |
33,600 |
Range |
316 |
279 |
-37 |
-11.7% |
918 |
ATR |
400 |
392 |
-9 |
-2.2% |
0 |
Volume |
169,527 |
147,298 |
-22,229 |
-13.1% |
1,139,196 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,793 |
34,672 |
34,146 |
|
R3 |
34,514 |
34,393 |
34,069 |
|
R2 |
34,235 |
34,235 |
34,043 |
|
R1 |
34,114 |
34,114 |
34,018 |
34,175 |
PP |
33,956 |
33,956 |
33,956 |
33,987 |
S1 |
33,835 |
33,835 |
33,967 |
33,896 |
S2 |
33,677 |
33,677 |
33,941 |
|
S3 |
33,398 |
33,556 |
33,915 |
|
S4 |
33,119 |
33,277 |
33,839 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,274 |
35,855 |
34,105 |
|
R3 |
35,356 |
34,937 |
33,853 |
|
R2 |
34,438 |
34,438 |
33,768 |
|
R1 |
34,019 |
34,019 |
33,684 |
33,770 |
PP |
33,520 |
33,520 |
33,520 |
33,395 |
S1 |
33,101 |
33,101 |
33,516 |
32,852 |
S2 |
32,602 |
32,602 |
33,432 |
|
S3 |
31,684 |
32,183 |
33,348 |
|
S4 |
30,766 |
31,265 |
33,095 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,092 |
33,032 |
1,060 |
3.1% |
420 |
1.2% |
91% |
False |
False |
184,431 |
10 |
34,127 |
33,021 |
1,106 |
3.3% |
435 |
1.3% |
88% |
False |
False |
208,890 |
20 |
35,357 |
33,021 |
2,336 |
6.9% |
405 |
1.2% |
42% |
False |
False |
192,486 |
40 |
35,512 |
33,021 |
2,491 |
7.3% |
368 |
1.1% |
39% |
False |
False |
108,872 |
60 |
36,164 |
33,021 |
3,143 |
9.2% |
353 |
1.0% |
31% |
False |
False |
72,652 |
80 |
36,164 |
33,021 |
3,143 |
9.2% |
340 |
1.0% |
31% |
False |
False |
54,508 |
100 |
36,164 |
33,021 |
3,143 |
9.2% |
322 |
0.9% |
31% |
False |
False |
43,610 |
120 |
36,164 |
33,021 |
3,143 |
9.2% |
312 |
0.9% |
31% |
False |
False |
36,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,264 |
2.618 |
34,809 |
1.618 |
34,530 |
1.000 |
34,357 |
0.618 |
34,251 |
HIGH |
34,078 |
0.618 |
33,972 |
0.500 |
33,939 |
0.382 |
33,906 |
LOW |
33,799 |
0.618 |
33,627 |
1.000 |
33,520 |
1.618 |
33,348 |
2.618 |
33,069 |
4.250 |
32,613 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
33,974 |
33,893 |
PP |
33,956 |
33,794 |
S1 |
33,939 |
33,695 |
|