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 |
15,318.0 |
15,528.0 |
210.0 |
1.4% |
15,539.0 |
High |
15,558.0 |
15,599.0 |
41.0 |
0.3% |
15,605.0 |
Low |
15,315.0 |
15,472.0 |
157.0 |
1.0% |
15,066.0 |
Close |
15,535.0 |
15,570.0 |
35.0 |
0.2% |
15,345.0 |
Range |
243.0 |
127.0 |
-116.0 |
-47.7% |
539.0 |
ATR |
202.2 |
196.9 |
-5.4 |
-2.7% |
0.0 |
Volume |
74,278 |
67,023 |
-7,255 |
-9.8% |
335,803 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,928.0 |
15,876.0 |
15,639.9 |
|
R3 |
15,801.0 |
15,749.0 |
15,604.9 |
|
R2 |
15,674.0 |
15,674.0 |
15,593.3 |
|
R1 |
15,622.0 |
15,622.0 |
15,581.6 |
15,648.0 |
PP |
15,547.0 |
15,547.0 |
15,547.0 |
15,560.0 |
S1 |
15,495.0 |
15,495.0 |
15,558.4 |
15,521.0 |
S2 |
15,420.0 |
15,420.0 |
15,546.7 |
|
S3 |
15,293.0 |
15,368.0 |
15,535.1 |
|
S4 |
15,166.0 |
15,241.0 |
15,500.2 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,955.7 |
16,689.3 |
15,641.5 |
|
R3 |
16,416.7 |
16,150.3 |
15,493.2 |
|
R2 |
15,877.7 |
15,877.7 |
15,443.8 |
|
R1 |
15,611.3 |
15,611.3 |
15,394.4 |
15,475.0 |
PP |
15,338.7 |
15,338.7 |
15,338.7 |
15,270.5 |
S1 |
15,072.3 |
15,072.3 |
15,295.6 |
14,936.0 |
S2 |
14,799.7 |
14,799.7 |
15,246.2 |
|
S3 |
14,260.7 |
14,533.3 |
15,196.8 |
|
S4 |
13,721.7 |
13,994.3 |
15,048.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,599.0 |
15,148.0 |
451.0 |
2.9% |
179.2 |
1.2% |
94% |
True |
False |
67,365 |
10 |
15,647.0 |
15,066.0 |
581.0 |
3.7% |
209.9 |
1.3% |
87% |
False |
False |
68,758 |
20 |
16,153.0 |
15,066.0 |
1,087.0 |
7.0% |
200.4 |
1.3% |
46% |
False |
False |
66,755 |
40 |
16,200.0 |
15,066.0 |
1,134.0 |
7.3% |
161.9 |
1.0% |
44% |
False |
False |
35,911 |
60 |
16,716.0 |
15,066.0 |
1,650.0 |
10.6% |
131.8 |
0.8% |
31% |
False |
False |
23,945 |
80 |
16,716.0 |
15,066.0 |
1,650.0 |
10.6% |
122.8 |
0.8% |
31% |
False |
False |
17,964 |
100 |
16,716.0 |
15,066.0 |
1,650.0 |
10.6% |
106.3 |
0.7% |
31% |
False |
False |
14,372 |
120 |
16,716.0 |
15,066.0 |
1,650.0 |
10.6% |
93.5 |
0.6% |
31% |
False |
False |
11,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,138.8 |
2.618 |
15,931.5 |
1.618 |
15,804.5 |
1.000 |
15,726.0 |
0.618 |
15,677.5 |
HIGH |
15,599.0 |
0.618 |
15,550.5 |
0.500 |
15,535.5 |
0.382 |
15,520.5 |
LOW |
15,472.0 |
0.618 |
15,393.5 |
1.000 |
15,345.0 |
1.618 |
15,266.5 |
2.618 |
15,139.5 |
4.250 |
14,932.3 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,558.5 |
15,511.3 |
PP |
15,547.0 |
15,452.7 |
S1 |
15,535.5 |
15,394.0 |
|