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 |
7,651.0 |
7,683.5 |
32.5 |
0.4% |
7,660.5 |
High |
7,689.0 |
7,725.0 |
36.0 |
0.5% |
7,677.5 |
Low |
7,643.5 |
7,639.5 |
-4.0 |
-0.1% |
7,423.0 |
Close |
7,659.5 |
7,682.5 |
23.0 |
0.3% |
7,533.0 |
Range |
45.5 |
85.5 |
40.0 |
87.9% |
254.5 |
ATR |
90.0 |
89.6 |
-0.3 |
-0.4% |
0.0 |
Volume |
81,614 |
83,046 |
1,432 |
1.8% |
532,333 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,939.0 |
7,896.0 |
7,729.5 |
|
R3 |
7,853.5 |
7,810.5 |
7,706.0 |
|
R2 |
7,768.0 |
7,768.0 |
7,698.0 |
|
R1 |
7,725.0 |
7,725.0 |
7,690.5 |
7,704.0 |
PP |
7,682.5 |
7,682.5 |
7,682.5 |
7,671.5 |
S1 |
7,639.5 |
7,639.5 |
7,674.5 |
7,618.0 |
S2 |
7,597.0 |
7,597.0 |
7,667.0 |
|
S3 |
7,511.5 |
7,554.0 |
7,659.0 |
|
S4 |
7,426.0 |
7,468.5 |
7,635.5 |
|
|
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 |
7,725.0 |
7,459.0 |
266.0 |
3.5% |
86.5 |
1.1% |
84% |
True |
False |
86,856 |
10 |
7,725.0 |
7,423.0 |
302.0 |
3.9% |
96.0 |
1.3% |
86% |
True |
False |
99,696 |
20 |
7,810.5 |
7,423.0 |
387.5 |
5.0% |
91.0 |
1.2% |
67% |
False |
False |
101,842 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
76.5 |
1.0% |
76% |
False |
False |
76,190 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
59.0 |
0.8% |
76% |
False |
False |
50,802 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
47.5 |
0.6% |
76% |
False |
False |
38,108 |
100 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
38.5 |
0.5% |
76% |
False |
False |
30,487 |
120 |
7,977.5 |
7,285.5 |
692.0 |
9.0% |
32.5 |
0.4% |
57% |
False |
False |
25,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,088.5 |
2.618 |
7,949.0 |
1.618 |
7,863.5 |
1.000 |
7,810.5 |
0.618 |
7,778.0 |
HIGH |
7,725.0 |
0.618 |
7,692.5 |
0.500 |
7,682.0 |
0.382 |
7,672.0 |
LOW |
7,639.5 |
0.618 |
7,586.5 |
1.000 |
7,554.0 |
1.618 |
7,501.0 |
2.618 |
7,415.5 |
4.250 |
7,276.0 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,682.5 |
7,669.5 |
PP |
7,682.5 |
7,656.5 |
S1 |
7,682.0 |
7,643.0 |
|