Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,287.0 |
15,359.0 |
72.0 |
0.5% |
15,252.0 |
High |
15,375.0 |
15,405.0 |
30.0 |
0.2% |
15,684.0 |
Low |
15,202.0 |
15,216.0 |
14.0 |
0.1% |
15,189.0 |
Close |
15,328.0 |
15,342.0 |
14.0 |
0.1% |
15,287.0 |
Range |
173.0 |
189.0 |
16.0 |
9.2% |
495.0 |
ATR |
204.7 |
203.6 |
-1.1 |
-0.5% |
0.0 |
Volume |
64,019 |
63,386 |
-633 |
-1.0% |
343,836 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,888.0 |
15,804.0 |
15,446.0 |
|
R3 |
15,699.0 |
15,615.0 |
15,394.0 |
|
R2 |
15,510.0 |
15,510.0 |
15,376.7 |
|
R1 |
15,426.0 |
15,426.0 |
15,359.3 |
15,373.5 |
PP |
15,321.0 |
15,321.0 |
15,321.0 |
15,294.8 |
S1 |
15,237.0 |
15,237.0 |
15,324.7 |
15,184.5 |
S2 |
15,132.0 |
15,132.0 |
15,307.4 |
|
S3 |
14,943.0 |
15,048.0 |
15,290.0 |
|
S4 |
14,754.0 |
14,859.0 |
15,238.1 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,871.7 |
16,574.3 |
15,559.3 |
|
R3 |
16,376.7 |
16,079.3 |
15,423.1 |
|
R2 |
15,881.7 |
15,881.7 |
15,377.8 |
|
R1 |
15,584.3 |
15,584.3 |
15,332.4 |
15,733.0 |
PP |
15,386.7 |
15,386.7 |
15,386.7 |
15,461.0 |
S1 |
15,089.3 |
15,089.3 |
15,241.6 |
15,238.0 |
S2 |
14,891.7 |
14,891.7 |
15,196.3 |
|
S3 |
14,396.7 |
14,594.3 |
15,150.9 |
|
S4 |
13,901.7 |
14,099.3 |
15,014.8 |
|
|
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 |
15,202.0 |
482.0 |
3.1% |
206.0 |
1.3% |
29% |
False |
False |
67,128 |
10 |
15,684.0 |
15,066.0 |
618.0 |
4.0% |
202.9 |
1.3% |
45% |
False |
False |
67,543 |
20 |
15,963.0 |
15,066.0 |
897.0 |
5.8% |
207.4 |
1.4% |
31% |
False |
False |
67,370 |
40 |
16,200.0 |
15,066.0 |
1,134.0 |
7.4% |
174.7 |
1.1% |
24% |
False |
False |
42,618 |
60 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
144.4 |
0.9% |
17% |
False |
False |
28,422 |
80 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
129.2 |
0.8% |
17% |
False |
False |
21,321 |
100 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
112.3 |
0.7% |
17% |
False |
False |
17,058 |
120 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
101.0 |
0.7% |
17% |
False |
False |
14,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,208.3 |
2.618 |
15,899.8 |
1.618 |
15,710.8 |
1.000 |
15,594.0 |
0.618 |
15,521.8 |
HIGH |
15,405.0 |
0.618 |
15,332.8 |
0.500 |
15,310.5 |
0.382 |
15,288.2 |
LOW |
15,216.0 |
0.618 |
15,099.2 |
1.000 |
15,027.0 |
1.618 |
14,910.2 |
2.618 |
14,721.2 |
4.250 |
14,412.8 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,331.5 |
15,369.5 |
PP |
15,321.0 |
15,360.3 |
S1 |
15,310.5 |
15,351.2 |
|