Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,905.0 |
14,858.0 |
-47.0 |
-0.3% |
15,287.0 |
High |
14,941.0 |
15,004.0 |
63.0 |
0.4% |
15,405.0 |
Low |
14,714.0 |
14,803.0 |
89.0 |
0.6% |
14,867.0 |
Close |
14,881.0 |
14,958.0 |
77.0 |
0.5% |
14,903.0 |
Range |
227.0 |
201.0 |
-26.0 |
-11.5% |
538.0 |
ATR |
210.2 |
209.6 |
-0.7 |
-0.3% |
0.0 |
Volume |
74,124 |
67,784 |
-6,340 |
-8.6% |
338,193 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,524.7 |
15,442.3 |
15,068.6 |
|
R3 |
15,323.7 |
15,241.3 |
15,013.3 |
|
R2 |
15,122.7 |
15,122.7 |
14,994.9 |
|
R1 |
15,040.3 |
15,040.3 |
14,976.4 |
15,081.5 |
PP |
14,921.7 |
14,921.7 |
14,921.7 |
14,942.3 |
S1 |
14,839.3 |
14,839.3 |
14,939.6 |
14,880.5 |
S2 |
14,720.7 |
14,720.7 |
14,921.2 |
|
S3 |
14,519.7 |
14,638.3 |
14,902.7 |
|
S4 |
14,318.7 |
14,437.3 |
14,847.5 |
|
|
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 |
15,390.0 |
14,714.0 |
676.0 |
4.5% |
211.0 |
1.4% |
36% |
False |
False |
70,539 |
10 |
15,684.0 |
14,714.0 |
970.0 |
6.5% |
208.5 |
1.4% |
25% |
False |
False |
68,833 |
20 |
15,684.0 |
14,714.0 |
970.0 |
6.5% |
211.3 |
1.4% |
25% |
False |
False |
68,805 |
40 |
16,200.0 |
14,714.0 |
1,486.0 |
9.9% |
188.2 |
1.3% |
16% |
False |
False |
51,432 |
60 |
16,621.0 |
14,714.0 |
1,907.0 |
12.7% |
155.0 |
1.0% |
13% |
False |
False |
34,298 |
80 |
16,716.0 |
14,714.0 |
2,002.0 |
13.4% |
135.3 |
0.9% |
12% |
False |
False |
25,728 |
100 |
16,716.0 |
14,714.0 |
2,002.0 |
13.4% |
121.3 |
0.8% |
12% |
False |
False |
20,585 |
120 |
16,716.0 |
14,714.0 |
2,002.0 |
13.4% |
106.8 |
0.7% |
12% |
False |
False |
17,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,858.3 |
2.618 |
15,530.2 |
1.618 |
15,329.2 |
1.000 |
15,205.0 |
0.618 |
15,128.2 |
HIGH |
15,004.0 |
0.618 |
14,927.2 |
0.500 |
14,903.5 |
0.382 |
14,879.8 |
LOW |
14,803.0 |
0.618 |
14,678.8 |
1.000 |
14,602.0 |
1.618 |
14,477.8 |
2.618 |
14,276.8 |
4.250 |
13,948.8 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,939.8 |
14,936.5 |
PP |
14,921.7 |
14,915.0 |
S1 |
14,903.5 |
14,893.5 |
|