| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
7,673.5 |
7,704.5 |
31.0 |
0.4% |
7,532.5 |
| High |
7,734.0 |
7,738.0 |
4.0 |
0.1% |
7,725.0 |
| Low |
7,650.0 |
7,594.0 |
-56.0 |
-0.7% |
7,506.0 |
| Close |
7,712.0 |
7,618.0 |
-94.0 |
-1.2% |
7,632.0 |
| Range |
84.0 |
144.0 |
60.0 |
71.4% |
219.0 |
| ATR |
86.8 |
90.9 |
4.1 |
4.7% |
0.0 |
| Volume |
90,854 |
100,028 |
9,174 |
10.1% |
425,377 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,082.0 |
7,994.0 |
7,697.0 |
|
| R3 |
7,938.0 |
7,850.0 |
7,657.5 |
|
| R2 |
7,794.0 |
7,794.0 |
7,644.5 |
|
| R1 |
7,706.0 |
7,706.0 |
7,631.0 |
7,678.0 |
| PP |
7,650.0 |
7,650.0 |
7,650.0 |
7,636.0 |
| S1 |
7,562.0 |
7,562.0 |
7,605.0 |
7,534.0 |
| S2 |
7,506.0 |
7,506.0 |
7,591.5 |
|
| S3 |
7,362.0 |
7,418.0 |
7,578.5 |
|
| S4 |
7,218.0 |
7,274.0 |
7,539.0 |
|
|
| 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 |
7,738.0 |
7,594.0 |
144.0 |
1.9% |
91.0 |
1.2% |
17% |
True |
True |
86,120 |
| 10 |
7,738.0 |
7,445.5 |
292.5 |
3.8% |
88.5 |
1.2% |
59% |
True |
False |
88,037 |
| 20 |
7,798.0 |
7,423.0 |
375.0 |
4.9% |
95.0 |
1.2% |
52% |
False |
False |
97,549 |
| 40 |
7,810.5 |
7,357.0 |
453.5 |
6.0% |
81.0 |
1.1% |
58% |
False |
False |
84,878 |
| 60 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
65.0 |
0.9% |
63% |
False |
False |
56,594 |
| 80 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
52.0 |
0.7% |
63% |
False |
False |
42,453 |
| 100 |
7,810.5 |
7,285.5 |
525.0 |
6.9% |
42.0 |
0.6% |
63% |
False |
False |
33,963 |
| 120 |
7,936.0 |
7,285.5 |
650.5 |
8.5% |
35.5 |
0.5% |
51% |
False |
False |
28,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,350.0 |
|
2.618 |
8,115.0 |
|
1.618 |
7,971.0 |
|
1.000 |
7,882.0 |
|
0.618 |
7,827.0 |
|
HIGH |
7,738.0 |
|
0.618 |
7,683.0 |
|
0.500 |
7,666.0 |
|
0.382 |
7,649.0 |
|
LOW |
7,594.0 |
|
0.618 |
7,505.0 |
|
1.000 |
7,450.0 |
|
1.618 |
7,361.0 |
|
2.618 |
7,217.0 |
|
4.250 |
6,982.0 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,666.0 |
7,666.0 |
| PP |
7,650.0 |
7,650.0 |
| S1 |
7,634.0 |
7,634.0 |
|