Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,674.5 |
7,654.0 |
-20.5 |
-0.3% |
7,532.5 |
High |
7,696.0 |
7,684.0 |
-12.0 |
-0.2% |
7,725.0 |
Low |
7,623.5 |
7,615.5 |
-8.0 |
-0.1% |
7,506.0 |
Close |
7,632.0 |
7,669.0 |
37.0 |
0.5% |
7,632.0 |
Range |
72.5 |
68.5 |
-4.0 |
-5.5% |
219.0 |
ATR |
88.4 |
87.0 |
-1.4 |
-1.6% |
0.0 |
Volume |
83,466 |
73,210 |
-10,256 |
-12.3% |
425,377 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,861.5 |
7,834.0 |
7,706.5 |
|
R3 |
7,793.0 |
7,765.5 |
7,688.0 |
|
R2 |
7,724.5 |
7,724.5 |
7,681.5 |
|
R1 |
7,697.0 |
7,697.0 |
7,675.5 |
7,711.0 |
PP |
7,656.0 |
7,656.0 |
7,656.0 |
7,663.0 |
S1 |
7,628.5 |
7,628.5 |
7,662.5 |
7,642.0 |
S2 |
7,587.5 |
7,587.5 |
7,656.5 |
|
S3 |
7,519.0 |
7,560.0 |
7,650.0 |
|
S4 |
7,450.5 |
7,491.5 |
7,631.5 |
|
|
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 |
7,561.5 |
163.5 |
2.1% |
78.0 |
1.0% |
66% |
False |
False |
85,174 |
10 |
7,725.0 |
7,423.0 |
302.0 |
3.9% |
85.5 |
1.1% |
81% |
False |
False |
91,419 |
20 |
7,799.5 |
7,423.0 |
376.5 |
4.9% |
91.0 |
1.2% |
65% |
False |
False |
96,284 |
40 |
7,810.5 |
7,325.0 |
485.5 |
6.3% |
77.5 |
1.0% |
71% |
False |
False |
80,106 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
61.0 |
0.8% |
73% |
False |
False |
53,413 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
49.5 |
0.6% |
73% |
False |
False |
40,067 |
100 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
39.5 |
0.5% |
73% |
False |
False |
32,054 |
120 |
7,936.0 |
7,285.5 |
650.5 |
8.5% |
34.0 |
0.4% |
59% |
False |
False |
26,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,975.0 |
2.618 |
7,863.5 |
1.618 |
7,795.0 |
1.000 |
7,752.5 |
0.618 |
7,726.5 |
HIGH |
7,684.0 |
0.618 |
7,658.0 |
0.500 |
7,650.0 |
0.382 |
7,641.5 |
LOW |
7,615.5 |
0.618 |
7,573.0 |
1.000 |
7,547.0 |
1.618 |
7,504.5 |
2.618 |
7,436.0 |
4.250 |
7,324.5 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,662.5 |
7,670.0 |
PP |
7,656.0 |
7,670.0 |
S1 |
7,650.0 |
7,669.5 |
|