Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,161.0 |
15,020.0 |
-141.0 |
-0.9% |
15,287.0 |
High |
15,197.0 |
15,073.0 |
-124.0 |
-0.8% |
15,405.0 |
Low |
15,036.0 |
14,867.0 |
-169.0 |
-1.1% |
14,867.0 |
Close |
15,134.0 |
14,903.0 |
-231.0 |
-1.5% |
14,903.0 |
Range |
161.0 |
206.0 |
45.0 |
28.0% |
538.0 |
ATR |
204.5 |
208.9 |
4.5 |
2.2% |
0.0 |
Volume |
69,171 |
75,416 |
6,245 |
9.0% |
338,193 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,565.7 |
15,440.3 |
15,016.3 |
|
R3 |
15,359.7 |
15,234.3 |
14,959.7 |
|
R2 |
15,153.7 |
15,153.7 |
14,940.8 |
|
R1 |
15,028.3 |
15,028.3 |
14,921.9 |
14,988.0 |
PP |
14,947.7 |
14,947.7 |
14,947.7 |
14,927.5 |
S1 |
14,822.3 |
14,822.3 |
14,884.1 |
14,782.0 |
S2 |
14,741.7 |
14,741.7 |
14,865.2 |
|
S3 |
14,535.7 |
14,616.3 |
14,846.4 |
|
S4 |
14,329.7 |
14,410.3 |
14,789.7 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,672.3 |
16,325.7 |
15,198.9 |
|
R3 |
16,134.3 |
15,787.7 |
15,051.0 |
|
R2 |
15,596.3 |
15,596.3 |
15,001.6 |
|
R1 |
15,249.7 |
15,249.7 |
14,952.3 |
15,154.0 |
PP |
15,058.3 |
15,058.3 |
15,058.3 |
15,010.5 |
S1 |
14,711.7 |
14,711.7 |
14,853.7 |
14,616.0 |
S2 |
14,520.3 |
14,520.3 |
14,804.4 |
|
S3 |
13,982.3 |
14,173.7 |
14,755.1 |
|
S4 |
13,444.3 |
13,635.7 |
14,607.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,405.0 |
14,867.0 |
538.0 |
3.6% |
197.8 |
1.3% |
7% |
False |
True |
67,638 |
10 |
15,684.0 |
14,867.0 |
817.0 |
5.5% |
203.3 |
1.4% |
4% |
False |
True |
68,202 |
20 |
15,715.0 |
14,867.0 |
848.0 |
5.7% |
213.1 |
1.4% |
4% |
False |
True |
68,350 |
40 |
16,200.0 |
14,867.0 |
1,333.0 |
8.9% |
181.0 |
1.2% |
3% |
False |
True |
47,886 |
60 |
16,716.0 |
14,867.0 |
1,849.0 |
12.4% |
148.8 |
1.0% |
2% |
False |
True |
31,934 |
80 |
16,716.0 |
14,867.0 |
1,849.0 |
12.4% |
134.0 |
0.9% |
2% |
False |
True |
23,955 |
100 |
16,716.0 |
14,867.0 |
1,849.0 |
12.4% |
118.0 |
0.8% |
2% |
False |
True |
19,166 |
120 |
16,716.0 |
14,867.0 |
1,849.0 |
12.4% |
104.5 |
0.7% |
2% |
False |
True |
15,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,948.5 |
2.618 |
15,612.3 |
1.618 |
15,406.3 |
1.000 |
15,279.0 |
0.618 |
15,200.3 |
HIGH |
15,073.0 |
0.618 |
14,994.3 |
0.500 |
14,970.0 |
0.382 |
14,945.7 |
LOW |
14,867.0 |
0.618 |
14,739.7 |
1.000 |
14,661.0 |
1.618 |
14,533.7 |
2.618 |
14,327.7 |
4.250 |
13,991.5 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,970.0 |
15,128.5 |
PP |
14,947.7 |
15,053.3 |
S1 |
14,925.3 |
14,978.2 |
|