Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,704.5 |
7,601.0 |
-103.5 |
-1.3% |
7,532.5 |
High |
7,738.0 |
7,618.0 |
-120.0 |
-1.6% |
7,725.0 |
Low |
7,594.0 |
7,495.5 |
-98.5 |
-1.3% |
7,506.0 |
Close |
7,618.0 |
7,535.0 |
-83.0 |
-1.1% |
7,632.0 |
Range |
144.0 |
122.5 |
-21.5 |
-14.9% |
219.0 |
ATR |
90.9 |
93.1 |
2.3 |
2.5% |
0.0 |
Volume |
100,028 |
116,767 |
16,739 |
16.7% |
425,377 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,917.0 |
7,848.5 |
7,602.5 |
|
R3 |
7,794.5 |
7,726.0 |
7,568.5 |
|
R2 |
7,672.0 |
7,672.0 |
7,557.5 |
|
R1 |
7,603.5 |
7,603.5 |
7,546.0 |
7,576.5 |
PP |
7,549.5 |
7,549.5 |
7,549.5 |
7,536.0 |
S1 |
7,481.0 |
7,481.0 |
7,524.0 |
7,454.0 |
S2 |
7,427.0 |
7,427.0 |
7,512.5 |
|
S3 |
7,304.5 |
7,358.5 |
7,501.5 |
|
S4 |
7,182.0 |
7,236.0 |
7,467.5 |
|
|
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 |
7,738.0 |
7,495.5 |
242.5 |
3.2% |
98.5 |
1.3% |
16% |
False |
True |
92,865 |
10 |
7,738.0 |
7,459.0 |
279.0 |
3.7% |
92.5 |
1.2% |
27% |
False |
False |
89,860 |
20 |
7,785.0 |
7,423.0 |
362.0 |
4.8% |
96.0 |
1.3% |
31% |
False |
False |
97,795 |
40 |
7,810.5 |
7,400.0 |
410.5 |
5.4% |
83.5 |
1.1% |
33% |
False |
False |
87,797 |
60 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
66.0 |
0.9% |
48% |
False |
False |
58,540 |
80 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
53.5 |
0.7% |
48% |
False |
False |
43,912 |
100 |
7,810.5 |
7,285.5 |
525.0 |
7.0% |
43.0 |
0.6% |
48% |
False |
False |
35,131 |
120 |
7,848.0 |
7,285.5 |
562.5 |
7.5% |
36.0 |
0.5% |
44% |
False |
False |
29,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,138.5 |
2.618 |
7,938.5 |
1.618 |
7,816.0 |
1.000 |
7,740.5 |
0.618 |
7,693.5 |
HIGH |
7,618.0 |
0.618 |
7,571.0 |
0.500 |
7,557.0 |
0.382 |
7,542.5 |
LOW |
7,495.5 |
0.618 |
7,420.0 |
1.000 |
7,373.0 |
1.618 |
7,297.5 |
2.618 |
7,175.0 |
4.250 |
6,975.0 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,557.0 |
7,617.0 |
PP |
7,549.5 |
7,589.5 |
S1 |
7,542.0 |
7,562.0 |
|