| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,907.7 |
1,901.5 |
-6.2 |
-0.3% |
1,880.0 |
| High |
1,916.8 |
1,965.6 |
48.8 |
2.5% |
1,965.6 |
| Low |
1,900.2 |
1,901.1 |
0.9 |
0.0% |
1,876.8 |
| Close |
1,902.5 |
1,961.1 |
58.6 |
3.1% |
1,961.1 |
| Range |
16.6 |
64.5 |
47.9 |
288.6% |
88.8 |
| ATR |
19.2 |
22.5 |
3.2 |
16.8% |
0.0 |
| Volume |
5,585 |
16,993 |
11,408 |
204.3% |
48,127 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.1 |
2,113.1 |
1,996.6 |
|
| R3 |
2,071.6 |
2,048.6 |
1,978.8 |
|
| R2 |
2,007.1 |
2,007.1 |
1,972.9 |
|
| R1 |
1,984.1 |
1,984.1 |
1,967.0 |
1,995.6 |
| PP |
1,942.6 |
1,942.6 |
1,942.6 |
1,948.4 |
| S1 |
1,919.6 |
1,919.6 |
1,955.2 |
1,931.1 |
| S2 |
1,878.1 |
1,878.1 |
1,949.3 |
|
| S3 |
1,813.6 |
1,855.1 |
1,943.4 |
|
| S4 |
1,749.1 |
1,790.6 |
1,925.6 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.9 |
2,169.8 |
2,009.9 |
|
| R3 |
2,112.1 |
2,081.0 |
1,985.5 |
|
| R2 |
2,023.3 |
2,023.3 |
1,977.4 |
|
| R1 |
1,992.2 |
1,992.2 |
1,969.2 |
2,007.8 |
| PP |
1,934.5 |
1,934.5 |
1,934.5 |
1,942.3 |
| S1 |
1,903.4 |
1,903.4 |
1,953.0 |
1,919.0 |
| S2 |
1,845.7 |
1,845.7 |
1,944.8 |
|
| S3 |
1,756.9 |
1,814.6 |
1,936.7 |
|
| S4 |
1,668.1 |
1,725.8 |
1,912.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,965.6 |
1,876.8 |
88.8 |
4.5% |
26.5 |
1.3% |
95% |
True |
False |
9,625 |
| 10 |
1,965.6 |
1,842.5 |
123.1 |
6.3% |
22.9 |
1.2% |
96% |
True |
False |
8,225 |
| 20 |
1,988.7 |
1,842.5 |
146.2 |
7.5% |
20.6 |
1.1% |
81% |
False |
False |
6,129 |
| 40 |
2,000.3 |
1,842.5 |
157.8 |
8.0% |
17.7 |
0.9% |
75% |
False |
False |
4,069 |
| 60 |
2,042.2 |
1,842.5 |
199.7 |
10.2% |
17.8 |
0.9% |
59% |
False |
False |
3,338 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.5% |
17.9 |
0.9% |
58% |
False |
False |
2,818 |
| 100 |
2,060.2 |
1,842.5 |
217.7 |
11.1% |
19.1 |
1.0% |
54% |
False |
False |
2,386 |
| 120 |
2,140.3 |
1,842.5 |
297.8 |
15.2% |
19.9 |
1.0% |
40% |
False |
False |
2,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.7 |
|
2.618 |
2,134.5 |
|
1.618 |
2,070.0 |
|
1.000 |
2,030.1 |
|
0.618 |
2,005.5 |
|
HIGH |
1,965.6 |
|
0.618 |
1,941.0 |
|
0.500 |
1,933.4 |
|
0.382 |
1,925.7 |
|
LOW |
1,901.1 |
|
0.618 |
1,861.2 |
|
1.000 |
1,836.6 |
|
1.618 |
1,796.7 |
|
2.618 |
1,732.2 |
|
4.250 |
1,627.0 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,951.9 |
1,950.2 |
| PP |
1,942.6 |
1,939.3 |
| S1 |
1,933.4 |
1,928.4 |
|