| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,956.1 |
1,980.0 |
23.9 |
1.2% |
1,880.0 |
| High |
1,995.4 |
2,010.0 |
14.6 |
0.7% |
1,965.6 |
| Low |
1,956.1 |
1,976.8 |
20.7 |
1.1% |
1,876.8 |
| Close |
1,988.1 |
2,000.2 |
12.1 |
0.6% |
1,961.1 |
| Range |
39.3 |
33.2 |
-6.1 |
-15.5% |
88.8 |
| ATR |
23.4 |
24.1 |
0.7 |
3.0% |
0.0 |
| Volume |
9,374 |
8,166 |
-1,208 |
-12.9% |
48,127 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.3 |
2,080.9 |
2,018.5 |
|
| R3 |
2,062.1 |
2,047.7 |
2,009.3 |
|
| R2 |
2,028.9 |
2,028.9 |
2,006.3 |
|
| R1 |
2,014.5 |
2,014.5 |
2,003.2 |
2,021.7 |
| PP |
1,995.7 |
1,995.7 |
1,995.7 |
1,999.3 |
| S1 |
1,981.3 |
1,981.3 |
1,997.2 |
1,988.5 |
| S2 |
1,962.5 |
1,962.5 |
1,994.1 |
|
| S3 |
1,929.3 |
1,948.1 |
1,991.1 |
|
| S4 |
1,896.1 |
1,914.9 |
1,981.9 |
|
|
| 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 |
2,010.0 |
1,901.1 |
108.9 |
5.4% |
35.5 |
1.8% |
91% |
True |
False |
9,227 |
| 10 |
2,010.0 |
1,842.5 |
167.5 |
8.4% |
27.1 |
1.4% |
94% |
True |
False |
8,787 |
| 20 |
2,010.0 |
1,842.5 |
167.5 |
8.4% |
23.5 |
1.2% |
94% |
True |
False |
6,825 |
| 40 |
2,010.0 |
1,842.5 |
167.5 |
8.4% |
19.0 |
1.0% |
94% |
True |
False |
4,620 |
| 60 |
2,042.2 |
1,842.5 |
199.7 |
10.0% |
18.7 |
0.9% |
79% |
False |
False |
3,646 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.3% |
18.4 |
0.9% |
77% |
False |
False |
3,156 |
| 100 |
2,058.0 |
1,842.5 |
215.5 |
10.8% |
19.3 |
1.0% |
73% |
False |
False |
2,661 |
| 120 |
2,140.3 |
1,842.5 |
297.8 |
14.9% |
20.2 |
1.0% |
53% |
False |
False |
2,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,151.1 |
|
2.618 |
2,096.9 |
|
1.618 |
2,063.7 |
|
1.000 |
2,043.2 |
|
0.618 |
2,030.5 |
|
HIGH |
2,010.0 |
|
0.618 |
1,997.3 |
|
0.500 |
1,993.4 |
|
0.382 |
1,989.5 |
|
LOW |
1,976.8 |
|
0.618 |
1,956.3 |
|
1.000 |
1,943.6 |
|
1.618 |
1,923.1 |
|
2.618 |
1,889.9 |
|
4.250 |
1,835.7 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,997.9 |
1,992.6 |
| PP |
1,995.7 |
1,984.9 |
| S1 |
1,993.4 |
1,977.3 |
|