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 |
1,961.0 |
1,952.3 |
-8.7 |
-0.4% |
1,880.0 |
High |
1,962.1 |
1,963.9 |
1.8 |
0.1% |
1,965.6 |
Low |
1,941.0 |
1,944.5 |
3.5 |
0.2% |
1,876.8 |
Close |
1,953.9 |
1,955.4 |
1.5 |
0.1% |
1,961.1 |
Range |
21.1 |
19.4 |
-1.7 |
-8.1% |
88.8 |
ATR |
22.4 |
22.2 |
-0.2 |
-0.9% |
0.0 |
Volume |
5,608 |
5,994 |
386 |
6.9% |
48,127 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.8 |
2,003.5 |
1,966.1 |
|
R3 |
1,993.4 |
1,984.1 |
1,960.7 |
|
R2 |
1,974.0 |
1,974.0 |
1,959.0 |
|
R1 |
1,964.7 |
1,964.7 |
1,957.2 |
1,969.4 |
PP |
1,954.6 |
1,954.6 |
1,954.6 |
1,956.9 |
S1 |
1,945.3 |
1,945.3 |
1,953.6 |
1,950.0 |
S2 |
1,935.2 |
1,935.2 |
1,951.8 |
|
S3 |
1,915.8 |
1,925.9 |
1,950.1 |
|
S4 |
1,896.4 |
1,906.5 |
1,944.7 |
|
|
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 |
1,891.2 |
74.4 |
3.8% |
28.1 |
1.4% |
86% |
False |
False |
8,790 |
10 |
1,965.6 |
1,842.5 |
123.1 |
6.3% |
23.0 |
1.2% |
92% |
False |
False |
8,232 |
20 |
1,988.7 |
1,842.5 |
146.2 |
7.5% |
21.7 |
1.1% |
77% |
False |
False |
6,434 |
40 |
2,000.3 |
1,842.5 |
157.8 |
8.1% |
18.2 |
0.9% |
72% |
False |
False |
4,280 |
60 |
2,042.2 |
1,842.5 |
199.7 |
10.2% |
18.0 |
0.9% |
57% |
False |
False |
3,457 |
80 |
2,047.9 |
1,842.5 |
205.4 |
10.5% |
17.9 |
0.9% |
55% |
False |
False |
2,948 |
100 |
2,058.0 |
1,842.5 |
215.5 |
11.0% |
19.0 |
1.0% |
52% |
False |
False |
2,494 |
120 |
2,140.3 |
1,842.5 |
297.8 |
15.2% |
19.9 |
1.0% |
38% |
False |
False |
2,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,046.4 |
2.618 |
2,014.7 |
1.618 |
1,995.3 |
1.000 |
1,983.3 |
0.618 |
1,975.9 |
HIGH |
1,963.9 |
0.618 |
1,956.5 |
0.500 |
1,954.2 |
0.382 |
1,951.9 |
LOW |
1,944.5 |
0.618 |
1,932.5 |
1.000 |
1,925.1 |
1.618 |
1,913.1 |
2.618 |
1,893.7 |
4.250 |
1,862.1 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,955.0 |
1,948.1 |
PP |
1,954.6 |
1,940.7 |
S1 |
1,954.2 |
1,933.4 |
|