Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,654.0 |
7,673.5 |
19.5 |
0.3% |
7,532.5 |
High |
7,684.0 |
7,734.0 |
50.0 |
0.7% |
7,725.0 |
Low |
7,615.5 |
7,650.0 |
34.5 |
0.5% |
7,506.0 |
Close |
7,669.0 |
7,712.0 |
43.0 |
0.6% |
7,632.0 |
Range |
68.5 |
84.0 |
15.5 |
22.6% |
219.0 |
ATR |
87.0 |
86.8 |
-0.2 |
-0.2% |
0.0 |
Volume |
73,210 |
90,854 |
17,644 |
24.1% |
425,377 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,950.5 |
7,915.5 |
7,758.0 |
|
R3 |
7,866.5 |
7,831.5 |
7,735.0 |
|
R2 |
7,782.5 |
7,782.5 |
7,727.5 |
|
R1 |
7,747.5 |
7,747.5 |
7,719.5 |
7,765.0 |
PP |
7,698.5 |
7,698.5 |
7,698.5 |
7,707.5 |
S1 |
7,663.5 |
7,663.5 |
7,704.5 |
7,681.0 |
S2 |
7,614.5 |
7,614.5 |
7,696.5 |
|
S3 |
7,530.5 |
7,579.5 |
7,689.0 |
|
S4 |
7,446.5 |
7,495.5 |
7,666.0 |
|
|
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 |
7,734.0 |
7,615.5 |
118.5 |
1.5% |
71.0 |
0.9% |
81% |
True |
False |
82,438 |
10 |
7,734.0 |
7,423.0 |
311.0 |
4.0% |
85.0 |
1.1% |
93% |
True |
False |
90,068 |
20 |
7,799.5 |
7,423.0 |
376.5 |
4.9% |
93.0 |
1.2% |
77% |
False |
False |
97,137 |
40 |
7,810.5 |
7,338.0 |
472.5 |
6.1% |
78.5 |
1.0% |
79% |
False |
False |
82,377 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
62.5 |
0.8% |
81% |
False |
False |
54,927 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
50.5 |
0.7% |
81% |
False |
False |
41,202 |
100 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
40.5 |
0.5% |
81% |
False |
False |
32,963 |
120 |
7,936.0 |
7,285.5 |
650.5 |
8.4% |
34.5 |
0.4% |
66% |
False |
False |
27,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,091.0 |
2.618 |
7,954.0 |
1.618 |
7,870.0 |
1.000 |
7,818.0 |
0.618 |
7,786.0 |
HIGH |
7,734.0 |
0.618 |
7,702.0 |
0.500 |
7,692.0 |
0.382 |
7,682.0 |
LOW |
7,650.0 |
0.618 |
7,598.0 |
1.000 |
7,566.0 |
1.618 |
7,514.0 |
2.618 |
7,430.0 |
4.250 |
7,293.0 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,705.5 |
7,699.5 |
PP |
7,698.5 |
7,687.0 |
S1 |
7,692.0 |
7,675.0 |
|