Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,601.0 |
7,498.0 |
-103.0 |
-1.4% |
7,654.0 |
High |
7,618.0 |
7,516.0 |
-102.0 |
-1.3% |
7,738.0 |
Low |
7,495.5 |
7,409.0 |
-86.5 |
-1.2% |
7,409.0 |
Close |
7,535.0 |
7,425.5 |
-109.5 |
-1.5% |
7,425.5 |
Range |
122.5 |
107.0 |
-15.5 |
-12.7% |
329.0 |
ATR |
93.1 |
95.5 |
2.3 |
2.5% |
0.0 |
Volume |
116,767 |
117,372 |
605 |
0.5% |
498,231 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,771.0 |
7,705.5 |
7,484.5 |
|
R3 |
7,664.0 |
7,598.5 |
7,455.0 |
|
R2 |
7,557.0 |
7,557.0 |
7,445.0 |
|
R1 |
7,491.5 |
7,491.5 |
7,435.5 |
7,471.0 |
PP |
7,450.0 |
7,450.0 |
7,450.0 |
7,440.0 |
S1 |
7,384.5 |
7,384.5 |
7,415.5 |
7,364.0 |
S2 |
7,343.0 |
7,343.0 |
7,406.0 |
|
S3 |
7,236.0 |
7,277.5 |
7,396.0 |
|
S4 |
7,129.0 |
7,170.5 |
7,366.5 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,511.0 |
8,297.5 |
7,606.5 |
|
R3 |
8,182.0 |
7,968.5 |
7,516.0 |
|
R2 |
7,853.0 |
7,853.0 |
7,486.0 |
|
R1 |
7,639.5 |
7,639.5 |
7,455.5 |
7,582.0 |
PP |
7,524.0 |
7,524.0 |
7,524.0 |
7,495.5 |
S1 |
7,310.5 |
7,310.5 |
7,395.5 |
7,253.0 |
S2 |
7,195.0 |
7,195.0 |
7,365.0 |
|
S3 |
6,866.0 |
6,981.5 |
7,335.0 |
|
S4 |
6,537.0 |
6,652.5 |
7,244.5 |
|
|
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 |
7,409.0 |
329.0 |
4.4% |
105.0 |
1.4% |
5% |
False |
True |
99,646 |
10 |
7,738.0 |
7,409.0 |
329.0 |
4.4% |
92.0 |
1.2% |
5% |
False |
True |
92,360 |
20 |
7,738.0 |
7,409.0 |
329.0 |
4.4% |
96.0 |
1.3% |
5% |
False |
True |
97,448 |
40 |
7,810.5 |
7,400.0 |
410.5 |
5.5% |
85.5 |
1.1% |
6% |
False |
False |
90,731 |
60 |
7,810.5 |
7,285.5 |
525.0 |
7.1% |
68.0 |
0.9% |
27% |
False |
False |
60,496 |
80 |
7,810.5 |
7,285.5 |
525.0 |
7.1% |
55.0 |
0.7% |
27% |
False |
False |
45,379 |
100 |
7,810.5 |
7,285.5 |
525.0 |
7.1% |
44.5 |
0.6% |
27% |
False |
False |
36,304 |
120 |
7,848.0 |
7,285.5 |
562.5 |
7.6% |
37.0 |
0.5% |
25% |
False |
False |
30,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,971.0 |
2.618 |
7,796.0 |
1.618 |
7,689.0 |
1.000 |
7,623.0 |
0.618 |
7,582.0 |
HIGH |
7,516.0 |
0.618 |
7,475.0 |
0.500 |
7,462.5 |
0.382 |
7,450.0 |
LOW |
7,409.0 |
0.618 |
7,343.0 |
1.000 |
7,302.0 |
1.618 |
7,236.0 |
2.618 |
7,129.0 |
4.250 |
6,954.0 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,462.5 |
7,573.5 |
PP |
7,450.0 |
7,524.0 |
S1 |
7,438.0 |
7,475.0 |
|