| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,901.5 |
1,961.0 |
59.5 |
3.1% |
1,880.0 |
| High |
1,965.6 |
1,962.1 |
-3.5 |
-0.2% |
1,965.6 |
| Low |
1,901.1 |
1,941.0 |
39.9 |
2.1% |
1,876.8 |
| Close |
1,961.1 |
1,953.9 |
-7.2 |
-0.4% |
1,961.1 |
| Range |
64.5 |
21.1 |
-43.4 |
-67.3% |
88.8 |
| ATR |
22.5 |
22.4 |
-0.1 |
-0.4% |
0.0 |
| Volume |
16,993 |
5,608 |
-11,385 |
-67.0% |
48,127 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,015.6 |
2,005.9 |
1,965.5 |
|
| R3 |
1,994.5 |
1,984.8 |
1,959.7 |
|
| R2 |
1,973.4 |
1,973.4 |
1,957.8 |
|
| R1 |
1,963.7 |
1,963.7 |
1,955.8 |
1,958.0 |
| PP |
1,952.3 |
1,952.3 |
1,952.3 |
1,949.5 |
| S1 |
1,942.6 |
1,942.6 |
1,952.0 |
1,936.9 |
| S2 |
1,931.2 |
1,931.2 |
1,950.0 |
|
| S3 |
1,910.1 |
1,921.5 |
1,948.1 |
|
| S4 |
1,889.0 |
1,900.4 |
1,942.3 |
|
|
| 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 |
1,885.4 |
80.2 |
4.1% |
26.8 |
1.4% |
85% |
False |
False |
9,131 |
| 10 |
1,965.6 |
1,842.5 |
123.1 |
6.3% |
22.8 |
1.2% |
90% |
False |
False |
8,286 |
| 20 |
1,988.7 |
1,842.5 |
146.2 |
7.5% |
21.1 |
1.1% |
76% |
False |
False |
6,296 |
| 40 |
2,000.3 |
1,842.5 |
157.8 |
8.1% |
18.0 |
0.9% |
71% |
False |
False |
4,164 |
| 60 |
2,042.2 |
1,842.5 |
199.7 |
10.2% |
17.9 |
0.9% |
56% |
False |
False |
3,413 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.5% |
17.9 |
0.9% |
54% |
False |
False |
2,882 |
| 100 |
2,060.2 |
1,842.5 |
217.7 |
11.1% |
19.1 |
1.0% |
51% |
False |
False |
2,439 |
| 120 |
2,140.3 |
1,842.5 |
297.8 |
15.2% |
20.0 |
1.0% |
37% |
False |
False |
2,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,051.8 |
|
2.618 |
2,017.3 |
|
1.618 |
1,996.2 |
|
1.000 |
1,983.2 |
|
0.618 |
1,975.1 |
|
HIGH |
1,962.1 |
|
0.618 |
1,954.0 |
|
0.500 |
1,951.6 |
|
0.382 |
1,949.1 |
|
LOW |
1,941.0 |
|
0.618 |
1,928.0 |
|
1.000 |
1,919.9 |
|
1.618 |
1,906.9 |
|
2.618 |
1,885.8 |
|
4.250 |
1,851.3 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,953.1 |
1,946.9 |
| PP |
1,952.3 |
1,939.9 |
| S1 |
1,951.6 |
1,932.9 |
|