Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,893.9 |
1,892.8 |
-1.1 |
-0.1% |
1,883.3 |
High |
1,898.1 |
1,910.2 |
12.1 |
0.6% |
1,883.7 |
Low |
1,885.4 |
1,891.2 |
5.8 |
0.3% |
1,842.5 |
Close |
1,894.6 |
1,906.8 |
12.2 |
0.6% |
1,864.4 |
Range |
12.7 |
19.0 |
6.3 |
49.6% |
41.2 |
ATR |
19.5 |
19.4 |
0.0 |
-0.2% |
0.0 |
Volume |
7,698 |
9,772 |
2,074 |
26.9% |
34,124 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.7 |
1,952.3 |
1,917.3 |
|
R3 |
1,940.7 |
1,933.3 |
1,912.0 |
|
R2 |
1,921.7 |
1,921.7 |
1,910.3 |
|
R1 |
1,914.3 |
1,914.3 |
1,908.5 |
1,918.0 |
PP |
1,902.7 |
1,902.7 |
1,902.7 |
1,904.6 |
S1 |
1,895.3 |
1,895.3 |
1,905.1 |
1,899.0 |
S2 |
1,883.7 |
1,883.7 |
1,903.3 |
|
S3 |
1,864.7 |
1,876.3 |
1,901.6 |
|
S4 |
1,845.7 |
1,857.3 |
1,896.4 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.1 |
1,967.0 |
1,887.1 |
|
R3 |
1,945.9 |
1,925.8 |
1,875.7 |
|
R2 |
1,904.7 |
1,904.7 |
1,872.0 |
|
R1 |
1,884.6 |
1,884.6 |
1,868.2 |
1,874.1 |
PP |
1,863.5 |
1,863.5 |
1,863.5 |
1,858.3 |
S1 |
1,843.4 |
1,843.4 |
1,860.6 |
1,832.9 |
S2 |
1,822.3 |
1,822.3 |
1,856.8 |
|
S3 |
1,781.1 |
1,802.2 |
1,853.1 |
|
S4 |
1,739.9 |
1,761.0 |
1,841.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,910.2 |
1,842.5 |
67.7 |
3.6% |
18.6 |
1.0% |
95% |
True |
False |
8,364 |
10 |
1,916.2 |
1,842.5 |
73.7 |
3.9% |
20.4 |
1.1% |
87% |
False |
False |
7,071 |
20 |
1,988.7 |
1,842.5 |
146.2 |
7.7% |
18.2 |
1.0% |
44% |
False |
False |
5,373 |
40 |
2,000.3 |
1,842.5 |
157.8 |
8.3% |
16.5 |
0.9% |
41% |
False |
False |
3,570 |
60 |
2,047.9 |
1,842.5 |
205.4 |
10.8% |
16.9 |
0.9% |
31% |
False |
False |
2,999 |
80 |
2,047.9 |
1,842.5 |
205.4 |
10.8% |
17.5 |
0.9% |
31% |
False |
False |
2,577 |
100 |
2,060.2 |
1,842.5 |
217.7 |
11.4% |
18.7 |
1.0% |
30% |
False |
False |
2,167 |
120 |
2,140.3 |
1,842.5 |
297.8 |
15.6% |
19.5 |
1.0% |
22% |
False |
False |
1,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.0 |
2.618 |
1,959.9 |
1.618 |
1,940.9 |
1.000 |
1,929.2 |
0.618 |
1,921.9 |
HIGH |
1,910.2 |
0.618 |
1,902.9 |
0.500 |
1,900.7 |
0.382 |
1,898.5 |
LOW |
1,891.2 |
0.618 |
1,879.5 |
1.000 |
1,872.2 |
1.618 |
1,860.5 |
2.618 |
1,841.5 |
4.250 |
1,810.5 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,904.8 |
1,902.4 |
PP |
1,902.7 |
1,897.9 |
S1 |
1,900.7 |
1,893.5 |
|