Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,892.8 |
1,907.7 |
14.9 |
0.8% |
1,883.3 |
High |
1,910.2 |
1,916.8 |
6.6 |
0.3% |
1,883.7 |
Low |
1,891.2 |
1,900.2 |
9.0 |
0.5% |
1,842.5 |
Close |
1,906.8 |
1,902.5 |
-4.3 |
-0.2% |
1,864.4 |
Range |
19.0 |
16.6 |
-2.4 |
-12.6% |
41.2 |
ATR |
19.4 |
19.2 |
-0.2 |
-1.0% |
0.0 |
Volume |
9,772 |
5,585 |
-4,187 |
-42.8% |
34,124 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.3 |
1,946.0 |
1,911.6 |
|
R3 |
1,939.7 |
1,929.4 |
1,907.1 |
|
R2 |
1,923.1 |
1,923.1 |
1,905.5 |
|
R1 |
1,912.8 |
1,912.8 |
1,904.0 |
1,909.7 |
PP |
1,906.5 |
1,906.5 |
1,906.5 |
1,904.9 |
S1 |
1,896.2 |
1,896.2 |
1,901.0 |
1,893.1 |
S2 |
1,889.9 |
1,889.9 |
1,899.5 |
|
S3 |
1,873.3 |
1,879.6 |
1,897.9 |
|
S4 |
1,856.7 |
1,863.0 |
1,893.4 |
|
|
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 |
1,916.8 |
1,842.5 |
74.3 |
3.9% |
18.6 |
1.0% |
81% |
True |
False |
8,347 |
10 |
1,916.8 |
1,842.5 |
74.3 |
3.9% |
19.9 |
1.0% |
81% |
True |
False |
7,094 |
20 |
1,988.7 |
1,842.5 |
146.2 |
7.7% |
18.5 |
1.0% |
41% |
False |
False |
5,382 |
40 |
2,000.3 |
1,842.5 |
157.8 |
8.3% |
16.6 |
0.9% |
38% |
False |
False |
3,681 |
60 |
2,047.9 |
1,842.5 |
205.4 |
10.8% |
17.1 |
0.9% |
29% |
False |
False |
3,065 |
80 |
2,047.9 |
1,842.5 |
205.4 |
10.8% |
17.3 |
0.9% |
29% |
False |
False |
2,621 |
100 |
2,060.2 |
1,842.5 |
217.7 |
11.4% |
18.6 |
1.0% |
28% |
False |
False |
2,218 |
120 |
2,140.3 |
1,842.5 |
297.8 |
15.7% |
19.4 |
1.0% |
20% |
False |
False |
1,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,987.4 |
2.618 |
1,960.3 |
1.618 |
1,943.7 |
1.000 |
1,933.4 |
0.618 |
1,927.1 |
HIGH |
1,916.8 |
0.618 |
1,910.5 |
0.500 |
1,908.5 |
0.382 |
1,906.5 |
LOW |
1,900.2 |
0.618 |
1,889.9 |
1.000 |
1,883.6 |
1.618 |
1,873.3 |
2.618 |
1,856.7 |
4.250 |
1,829.7 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,908.5 |
1,902.0 |
PP |
1,906.5 |
1,901.6 |
S1 |
1,904.5 |
1,901.1 |
|