| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,952.3 |
1,956.1 |
3.8 |
0.2% |
1,880.0 |
| High |
1,963.9 |
1,995.4 |
31.5 |
1.6% |
1,965.6 |
| Low |
1,944.5 |
1,956.1 |
11.6 |
0.6% |
1,876.8 |
| Close |
1,955.4 |
1,988.1 |
32.7 |
1.7% |
1,961.1 |
| Range |
19.4 |
39.3 |
19.9 |
102.6% |
88.8 |
| ATR |
22.2 |
23.4 |
1.3 |
5.8% |
0.0 |
| Volume |
5,994 |
9,374 |
3,380 |
56.4% |
48,127 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.8 |
2,082.2 |
2,009.7 |
|
| R3 |
2,058.5 |
2,042.9 |
1,998.9 |
|
| R2 |
2,019.2 |
2,019.2 |
1,995.3 |
|
| R1 |
2,003.6 |
2,003.6 |
1,991.7 |
2,011.4 |
| PP |
1,979.9 |
1,979.9 |
1,979.9 |
1,983.8 |
| S1 |
1,964.3 |
1,964.3 |
1,984.5 |
1,972.1 |
| S2 |
1,940.6 |
1,940.6 |
1,980.9 |
|
| S3 |
1,901.3 |
1,925.0 |
1,977.3 |
|
| S4 |
1,862.0 |
1,885.7 |
1,966.5 |
|
|
| 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 |
1,995.4 |
1,900.2 |
95.2 |
4.8% |
32.2 |
1.6% |
92% |
True |
False |
8,710 |
| 10 |
1,995.4 |
1,842.5 |
152.9 |
7.7% |
25.4 |
1.3% |
95% |
True |
False |
8,537 |
| 20 |
1,995.4 |
1,842.5 |
152.9 |
7.7% |
22.7 |
1.1% |
95% |
True |
False |
6,707 |
| 40 |
2,000.3 |
1,842.5 |
157.8 |
7.9% |
18.8 |
0.9% |
92% |
False |
False |
4,440 |
| 60 |
2,042.2 |
1,842.5 |
199.7 |
10.0% |
18.4 |
0.9% |
73% |
False |
False |
3,568 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.3% |
18.2 |
0.9% |
71% |
False |
False |
3,059 |
| 100 |
2,058.0 |
1,842.5 |
215.5 |
10.8% |
19.2 |
1.0% |
68% |
False |
False |
2,582 |
| 120 |
2,140.3 |
1,842.5 |
297.8 |
15.0% |
20.0 |
1.0% |
49% |
False |
False |
2,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.4 |
|
2.618 |
2,098.3 |
|
1.618 |
2,059.0 |
|
1.000 |
2,034.7 |
|
0.618 |
2,019.7 |
|
HIGH |
1,995.4 |
|
0.618 |
1,980.4 |
|
0.500 |
1,975.8 |
|
0.382 |
1,971.1 |
|
LOW |
1,956.1 |
|
0.618 |
1,931.8 |
|
1.000 |
1,916.8 |
|
1.618 |
1,892.5 |
|
2.618 |
1,853.2 |
|
4.250 |
1,789.1 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,984.0 |
1,981.5 |
| PP |
1,979.9 |
1,974.8 |
| S1 |
1,975.8 |
1,968.2 |
|