| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,007.8 |
2,007.8 |
0.0 |
0.0% |
1,961.0 |
| High |
2,029.2 |
2,014.3 |
-14.9 |
-0.7% |
2,029.2 |
| Low |
2,003.8 |
1,992.8 |
-11.0 |
-0.5% |
1,941.0 |
| Close |
2,014.5 |
2,007.8 |
-6.7 |
-0.3% |
2,014.5 |
| Range |
25.4 |
21.5 |
-3.9 |
-15.4% |
88.2 |
| ATR |
24.5 |
24.3 |
-0.2 |
-0.8% |
0.0 |
| Volume |
14,063 |
9,132 |
-4,931 |
-35.1% |
43,205 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.5 |
2,060.1 |
2,019.6 |
|
| R3 |
2,048.0 |
2,038.6 |
2,013.7 |
|
| R2 |
2,026.5 |
2,026.5 |
2,011.7 |
|
| R1 |
2,017.1 |
2,017.1 |
2,009.8 |
2,018.6 |
| PP |
2,005.0 |
2,005.0 |
2,005.0 |
2,005.7 |
| S1 |
1,995.6 |
1,995.6 |
2,005.8 |
1,997.1 |
| S2 |
1,983.5 |
1,983.5 |
2,003.9 |
|
| S3 |
1,962.0 |
1,974.1 |
2,001.9 |
|
| S4 |
1,940.5 |
1,952.6 |
1,996.0 |
|
|
| 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 |
1,944.5 |
84.7 |
4.2% |
27.8 |
1.4% |
75% |
False |
False |
9,345 |
| 10 |
2,029.2 |
1,885.4 |
143.8 |
7.2% |
27.3 |
1.4% |
85% |
False |
False |
9,238 |
| 20 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
24.7 |
1.2% |
89% |
False |
False |
7,787 |
| 40 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
19.5 |
1.0% |
89% |
False |
False |
5,135 |
| 60 |
2,031.2 |
1,842.5 |
188.7 |
9.4% |
18.6 |
0.9% |
88% |
False |
False |
3,981 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
18.5 |
0.9% |
80% |
False |
False |
3,419 |
| 100 |
2,058.0 |
1,842.5 |
215.5 |
10.7% |
19.3 |
1.0% |
77% |
False |
False |
2,882 |
| 120 |
2,140.3 |
1,842.5 |
297.8 |
14.8% |
20.1 |
1.0% |
56% |
False |
False |
2,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.7 |
|
2.618 |
2,070.6 |
|
1.618 |
2,049.1 |
|
1.000 |
2,035.8 |
|
0.618 |
2,027.6 |
|
HIGH |
2,014.3 |
|
0.618 |
2,006.1 |
|
0.500 |
2,003.6 |
|
0.382 |
2,001.0 |
|
LOW |
1,992.8 |
|
0.618 |
1,979.5 |
|
1.000 |
1,971.3 |
|
1.618 |
1,958.0 |
|
2.618 |
1,936.5 |
|
4.250 |
1,901.4 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.4 |
2,006.2 |
| PP |
2,005.0 |
2,004.6 |
| S1 |
2,003.6 |
2,003.0 |
|