Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,683.5 |
7,674.5 |
-9.0 |
-0.1% |
7,532.5 |
High |
7,725.0 |
7,696.0 |
-29.0 |
-0.4% |
7,725.0 |
Low |
7,639.5 |
7,623.5 |
-16.0 |
-0.2% |
7,506.0 |
Close |
7,682.5 |
7,632.0 |
-50.5 |
-0.7% |
7,632.0 |
Range |
85.5 |
72.5 |
-13.0 |
-15.2% |
219.0 |
ATR |
89.6 |
88.4 |
-1.2 |
-1.4% |
0.0 |
Volume |
83,046 |
83,466 |
420 |
0.5% |
425,377 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,868.0 |
7,822.5 |
7,672.0 |
|
R3 |
7,795.5 |
7,750.0 |
7,652.0 |
|
R2 |
7,723.0 |
7,723.0 |
7,645.5 |
|
R1 |
7,677.5 |
7,677.5 |
7,638.5 |
7,664.0 |
PP |
7,650.5 |
7,650.5 |
7,650.5 |
7,644.0 |
S1 |
7,605.0 |
7,605.0 |
7,625.5 |
7,591.5 |
S2 |
7,578.0 |
7,578.0 |
7,618.5 |
|
S3 |
7,505.5 |
7,532.5 |
7,612.0 |
|
S4 |
7,433.0 |
7,460.0 |
7,592.0 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,278.0 |
8,174.0 |
7,752.5 |
|
R3 |
8,059.0 |
7,955.0 |
7,692.0 |
|
R2 |
7,840.0 |
7,840.0 |
7,672.0 |
|
R1 |
7,736.0 |
7,736.0 |
7,652.0 |
7,788.0 |
PP |
7,621.0 |
7,621.0 |
7,621.0 |
7,647.0 |
S1 |
7,517.0 |
7,517.0 |
7,612.0 |
7,569.0 |
S2 |
7,402.0 |
7,402.0 |
7,592.0 |
|
S3 |
7,183.0 |
7,298.0 |
7,572.0 |
|
S4 |
6,964.0 |
7,079.0 |
7,511.5 |
|
|
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 |
7,506.0 |
219.0 |
2.9% |
79.0 |
1.0% |
58% |
False |
False |
85,075 |
10 |
7,725.0 |
7,423.0 |
302.0 |
4.0% |
93.0 |
1.2% |
69% |
False |
False |
95,771 |
20 |
7,799.5 |
7,423.0 |
376.5 |
4.9% |
91.5 |
1.2% |
56% |
False |
False |
97,245 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
77.0 |
1.0% |
66% |
False |
False |
78,276 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
60.0 |
0.8% |
66% |
False |
False |
52,193 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
48.5 |
0.6% |
66% |
False |
False |
39,152 |
100 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
39.0 |
0.5% |
66% |
False |
False |
31,322 |
120 |
7,958.0 |
7,285.5 |
672.5 |
8.8% |
33.0 |
0.4% |
52% |
False |
False |
26,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,004.0 |
2.618 |
7,886.0 |
1.618 |
7,813.5 |
1.000 |
7,768.5 |
0.618 |
7,741.0 |
HIGH |
7,696.0 |
0.618 |
7,668.5 |
0.500 |
7,660.0 |
0.382 |
7,651.0 |
LOW |
7,623.5 |
0.618 |
7,578.5 |
1.000 |
7,551.0 |
1.618 |
7,506.0 |
2.618 |
7,433.5 |
4.250 |
7,315.5 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,660.0 |
7,674.0 |
PP |
7,650.5 |
7,660.0 |
S1 |
7,641.0 |
7,646.0 |
|