| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,980.0 |
2,007.8 |
27.8 |
1.4% |
1,961.0 |
| High |
2,010.0 |
2,029.2 |
19.2 |
1.0% |
2,029.2 |
| Low |
1,976.8 |
2,003.8 |
27.0 |
1.4% |
1,941.0 |
| Close |
2,000.2 |
2,014.5 |
14.3 |
0.7% |
2,014.5 |
| Range |
33.2 |
25.4 |
-7.8 |
-23.5% |
88.2 |
| ATR |
24.1 |
24.5 |
0.3 |
1.4% |
0.0 |
| Volume |
8,166 |
14,063 |
5,897 |
72.2% |
43,205 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.0 |
2,078.7 |
2,028.5 |
|
| R3 |
2,066.6 |
2,053.3 |
2,021.5 |
|
| R2 |
2,041.2 |
2,041.2 |
2,019.2 |
|
| R1 |
2,027.9 |
2,027.9 |
2,016.8 |
2,034.6 |
| PP |
2,015.8 |
2,015.8 |
2,015.8 |
2,019.2 |
| S1 |
2,002.5 |
2,002.5 |
2,012.2 |
2,009.2 |
| S2 |
1,990.4 |
1,990.4 |
2,009.8 |
|
| S3 |
1,965.0 |
1,977.1 |
2,007.5 |
|
| S4 |
1,939.6 |
1,951.7 |
2,000.5 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.5 |
2,225.2 |
2,063.0 |
|
| R3 |
2,171.3 |
2,137.0 |
2,038.8 |
|
| R2 |
2,083.1 |
2,083.1 |
2,030.7 |
|
| R1 |
2,048.8 |
2,048.8 |
2,022.6 |
2,066.0 |
| PP |
1,994.9 |
1,994.9 |
1,994.9 |
2,003.5 |
| S1 |
1,960.6 |
1,960.6 |
2,006.4 |
1,977.8 |
| S2 |
1,906.7 |
1,906.7 |
1,998.3 |
|
| S3 |
1,818.5 |
1,872.4 |
1,990.2 |
|
| S4 |
1,730.3 |
1,784.2 |
1,966.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,029.2 |
1,941.0 |
88.2 |
4.4% |
27.7 |
1.4% |
83% |
True |
False |
8,641 |
| 10 |
2,029.2 |
1,876.8 |
152.4 |
7.6% |
27.1 |
1.3% |
90% |
True |
False |
9,133 |
| 20 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
24.3 |
1.2% |
92% |
True |
False |
7,445 |
| 40 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
19.4 |
1.0% |
92% |
True |
False |
4,947 |
| 60 |
2,031.2 |
1,842.5 |
188.7 |
9.4% |
18.5 |
0.9% |
91% |
False |
False |
3,848 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
18.5 |
0.9% |
84% |
False |
False |
3,320 |
| 100 |
2,058.0 |
1,842.5 |
215.5 |
10.7% |
19.3 |
1.0% |
80% |
False |
False |
2,797 |
| 120 |
2,140.3 |
1,842.5 |
297.8 |
14.8% |
20.2 |
1.0% |
58% |
False |
False |
2,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.2 |
|
2.618 |
2,095.7 |
|
1.618 |
2,070.3 |
|
1.000 |
2,054.6 |
|
0.618 |
2,044.9 |
|
HIGH |
2,029.2 |
|
0.618 |
2,019.5 |
|
0.500 |
2,016.5 |
|
0.382 |
2,013.5 |
|
LOW |
2,003.8 |
|
0.618 |
1,988.1 |
|
1.000 |
1,978.4 |
|
1.618 |
1,962.7 |
|
2.618 |
1,937.3 |
|
4.250 |
1,895.9 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.5 |
2,007.2 |
| PP |
2,015.8 |
1,999.9 |
| S1 |
2,015.2 |
1,992.7 |
|