Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,528.0 |
15,610.0 |
82.0 |
0.5% |
15,539.0 |
High |
15,599.0 |
15,684.0 |
85.0 |
0.5% |
15,605.0 |
Low |
15,472.0 |
15,449.0 |
-23.0 |
-0.1% |
15,066.0 |
Close |
15,570.0 |
15,537.0 |
-33.0 |
-0.2% |
15,345.0 |
Range |
127.0 |
235.0 |
108.0 |
85.0% |
539.0 |
ATR |
196.9 |
199.6 |
2.7 |
1.4% |
0.0 |
Volume |
67,023 |
65,683 |
-1,340 |
-2.0% |
335,803 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,261.7 |
16,134.3 |
15,666.3 |
|
R3 |
16,026.7 |
15,899.3 |
15,601.6 |
|
R2 |
15,791.7 |
15,791.7 |
15,580.1 |
|
R1 |
15,664.3 |
15,664.3 |
15,558.5 |
15,610.5 |
PP |
15,556.7 |
15,556.7 |
15,556.7 |
15,529.8 |
S1 |
15,429.3 |
15,429.3 |
15,515.5 |
15,375.5 |
S2 |
15,321.7 |
15,321.7 |
15,493.9 |
|
S3 |
15,086.7 |
15,194.3 |
15,472.4 |
|
S4 |
14,851.7 |
14,959.3 |
15,407.8 |
|
|
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 |
15,684.0 |
15,148.0 |
536.0 |
3.4% |
199.8 |
1.3% |
73% |
True |
False |
69,419 |
10 |
15,684.0 |
15,066.0 |
618.0 |
4.0% |
210.0 |
1.4% |
76% |
True |
False |
67,854 |
20 |
16,153.0 |
15,066.0 |
1,087.0 |
7.0% |
197.8 |
1.3% |
43% |
False |
False |
66,865 |
40 |
16,200.0 |
15,066.0 |
1,134.0 |
7.3% |
165.4 |
1.1% |
42% |
False |
False |
37,553 |
60 |
16,716.0 |
15,066.0 |
1,650.0 |
10.6% |
134.7 |
0.9% |
29% |
False |
False |
25,040 |
80 |
16,716.0 |
15,066.0 |
1,650.0 |
10.6% |
125.7 |
0.8% |
29% |
False |
False |
18,785 |
100 |
16,716.0 |
15,066.0 |
1,650.0 |
10.6% |
106.7 |
0.7% |
29% |
False |
False |
15,029 |
120 |
16,716.0 |
15,066.0 |
1,650.0 |
10.6% |
95.5 |
0.6% |
29% |
False |
False |
12,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,682.8 |
2.618 |
16,299.2 |
1.618 |
16,064.2 |
1.000 |
15,919.0 |
0.618 |
15,829.2 |
HIGH |
15,684.0 |
0.618 |
15,594.2 |
0.500 |
15,566.5 |
0.382 |
15,538.8 |
LOW |
15,449.0 |
0.618 |
15,303.8 |
1.000 |
15,214.0 |
1.618 |
15,068.8 |
2.618 |
14,833.8 |
4.250 |
14,450.3 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,566.5 |
15,524.5 |
PP |
15,556.7 |
15,512.0 |
S1 |
15,546.8 |
15,499.5 |
|