| 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 |
1,729.9 |
1,759.2 |
29.3 |
1.7% |
1,743.5 |
| High |
1,762.2 |
1,792.9 |
30.7 |
1.7% |
1,802.7 |
| Low |
1,729.9 |
1,746.1 |
16.2 |
0.9% |
1,724.3 |
| Close |
1,758.0 |
1,778.1 |
20.1 |
1.1% |
1,729.9 |
| Range |
32.3 |
46.8 |
14.5 |
44.9% |
78.4 |
| ATR |
33.7 |
34.7 |
0.9 |
2.8% |
0.0 |
| Volume |
173,723 |
243,809 |
70,086 |
40.3% |
1,030,786 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,912.8 |
1,892.2 |
1,803.8 |
|
| R3 |
1,866.0 |
1,845.4 |
1,791.0 |
|
| R2 |
1,819.2 |
1,819.2 |
1,786.7 |
|
| R1 |
1,798.6 |
1,798.6 |
1,782.4 |
1,808.9 |
| PP |
1,772.4 |
1,772.4 |
1,772.4 |
1,777.5 |
| S1 |
1,751.8 |
1,751.8 |
1,773.8 |
1,762.1 |
| S2 |
1,725.6 |
1,725.6 |
1,769.5 |
|
| S3 |
1,678.8 |
1,705.0 |
1,765.2 |
|
| S4 |
1,632.0 |
1,658.2 |
1,752.4 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,987.5 |
1,937.1 |
1,773.0 |
|
| R3 |
1,909.1 |
1,858.7 |
1,751.5 |
|
| R2 |
1,830.7 |
1,830.7 |
1,744.3 |
|
| R1 |
1,780.3 |
1,780.3 |
1,737.1 |
1,766.3 |
| PP |
1,752.3 |
1,752.3 |
1,752.3 |
1,745.3 |
| S1 |
1,701.9 |
1,701.9 |
1,722.7 |
1,687.9 |
| S2 |
1,673.9 |
1,673.9 |
1,715.5 |
|
| S3 |
1,595.5 |
1,623.5 |
1,708.3 |
|
| S4 |
1,517.1 |
1,545.1 |
1,686.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,802.7 |
1,724.3 |
78.4 |
4.4% |
40.9 |
2.3% |
69% |
False |
False |
210,812 |
| 10 |
1,802.7 |
1,720.7 |
82.0 |
4.6% |
37.2 |
2.1% |
70% |
False |
False |
225,022 |
| 20 |
1,863.9 |
1,720.7 |
143.2 |
8.1% |
35.0 |
2.0% |
40% |
False |
False |
220,902 |
| 40 |
1,952.8 |
1,720.7 |
232.1 |
13.1% |
31.1 |
1.8% |
25% |
False |
False |
155,711 |
| 60 |
2,038.2 |
1,720.7 |
317.5 |
17.9% |
31.3 |
1.8% |
18% |
False |
False |
103,893 |
| 80 |
2,038.2 |
1,720.7 |
317.5 |
17.9% |
31.2 |
1.8% |
18% |
False |
False |
77,942 |
| 100 |
2,038.2 |
1,720.7 |
317.5 |
17.9% |
30.1 |
1.7% |
18% |
False |
False |
62,370 |
| 120 |
2,038.2 |
1,720.7 |
317.5 |
17.9% |
28.9 |
1.6% |
18% |
False |
False |
51,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,991.8 |
|
2.618 |
1,915.4 |
|
1.618 |
1,868.6 |
|
1.000 |
1,839.7 |
|
0.618 |
1,821.8 |
|
HIGH |
1,792.9 |
|
0.618 |
1,775.0 |
|
0.500 |
1,769.5 |
|
0.382 |
1,764.0 |
|
LOW |
1,746.1 |
|
0.618 |
1,717.2 |
|
1.000 |
1,699.3 |
|
1.618 |
1,670.4 |
|
2.618 |
1,623.6 |
|
4.250 |
1,547.2 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,775.2 |
1,771.6 |
| PP |
1,772.4 |
1,765.1 |
| S1 |
1,769.5 |
1,758.6 |
|