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 |
7,564.0 |
7,651.0 |
87.0 |
1.2% |
7,660.5 |
High |
7,680.0 |
7,689.0 |
9.0 |
0.1% |
7,677.5 |
Low |
7,561.5 |
7,643.5 |
82.0 |
1.1% |
7,423.0 |
Close |
7,672.5 |
7,659.5 |
-13.0 |
-0.2% |
7,533.0 |
Range |
118.5 |
45.5 |
-73.0 |
-61.6% |
254.5 |
ATR |
93.4 |
90.0 |
-3.4 |
-3.7% |
0.0 |
Volume |
104,538 |
81,614 |
-22,924 |
-21.9% |
532,333 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,800.5 |
7,775.5 |
7,684.5 |
|
R3 |
7,755.0 |
7,730.0 |
7,672.0 |
|
R2 |
7,709.5 |
7,709.5 |
7,668.0 |
|
R1 |
7,684.5 |
7,684.5 |
7,663.5 |
7,697.0 |
PP |
7,664.0 |
7,664.0 |
7,664.0 |
7,670.0 |
S1 |
7,639.0 |
7,639.0 |
7,655.5 |
7,651.5 |
S2 |
7,618.5 |
7,618.5 |
7,651.0 |
|
S3 |
7,573.0 |
7,593.5 |
7,647.0 |
|
S4 |
7,527.5 |
7,548.0 |
7,634.5 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,308.0 |
8,175.0 |
7,673.0 |
|
R3 |
8,053.5 |
7,920.5 |
7,603.0 |
|
R2 |
7,799.0 |
7,799.0 |
7,579.5 |
|
R1 |
7,666.0 |
7,666.0 |
7,556.5 |
7,605.0 |
PP |
7,544.5 |
7,544.5 |
7,544.5 |
7,514.0 |
S1 |
7,411.5 |
7,411.5 |
7,509.5 |
7,351.0 |
S2 |
7,290.0 |
7,290.0 |
7,486.5 |
|
S3 |
7,035.5 |
7,157.0 |
7,463.0 |
|
S4 |
6,781.0 |
6,902.5 |
7,393.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,689.0 |
7,445.5 |
243.5 |
3.2% |
86.0 |
1.1% |
88% |
True |
False |
89,954 |
10 |
7,722.5 |
7,423.0 |
299.5 |
3.9% |
97.5 |
1.3% |
79% |
False |
False |
101,505 |
20 |
7,810.5 |
7,423.0 |
387.5 |
5.1% |
95.5 |
1.2% |
61% |
False |
False |
104,093 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
74.5 |
1.0% |
71% |
False |
False |
74,114 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
57.5 |
0.8% |
71% |
False |
False |
49,418 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
46.5 |
0.6% |
71% |
False |
False |
37,071 |
100 |
7,832.0 |
7,285.5 |
546.5 |
7.1% |
37.5 |
0.5% |
68% |
False |
False |
29,657 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.3% |
32.0 |
0.4% |
52% |
False |
False |
24,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,882.5 |
2.618 |
7,808.0 |
1.618 |
7,762.5 |
1.000 |
7,734.5 |
0.618 |
7,717.0 |
HIGH |
7,689.0 |
0.618 |
7,671.5 |
0.500 |
7,666.0 |
0.382 |
7,661.0 |
LOW |
7,643.5 |
0.618 |
7,615.5 |
1.000 |
7,598.0 |
1.618 |
7,570.0 |
2.618 |
7,524.5 |
4.250 |
7,450.0 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,666.0 |
7,639.0 |
PP |
7,664.0 |
7,618.0 |
S1 |
7,662.0 |
7,597.5 |
|