Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,218.0 |
4,222.0 |
4.0 |
0.1% |
4,250.0 |
High |
4,259.0 |
4,258.0 |
-1.0 |
0.0% |
4,256.0 |
Low |
4,218.0 |
4,222.0 |
4.0 |
0.1% |
4,119.0 |
Close |
4,259.0 |
4,258.0 |
-1.0 |
0.0% |
4,197.0 |
Range |
41.0 |
36.0 |
-5.0 |
-12.2% |
137.0 |
ATR |
47.6 |
46.8 |
-0.8 |
-1.6% |
0.0 |
Volume |
44 |
125 |
81 |
184.1% |
3,450 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,354.0 |
4,342.0 |
4,277.8 |
|
R3 |
4,318.0 |
4,306.0 |
4,267.9 |
|
R2 |
4,282.0 |
4,282.0 |
4,264.6 |
|
R1 |
4,270.0 |
4,270.0 |
4,261.3 |
4,276.0 |
PP |
4,246.0 |
4,246.0 |
4,246.0 |
4,249.0 |
S1 |
4,234.0 |
4,234.0 |
4,254.7 |
4,240.0 |
S2 |
4,210.0 |
4,210.0 |
4,251.4 |
|
S3 |
4,174.0 |
4,198.0 |
4,248.1 |
|
S4 |
4,138.0 |
4,162.0 |
4,238.2 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.7 |
4,536.3 |
4,272.4 |
|
R3 |
4,464.7 |
4,399.3 |
4,234.7 |
|
R2 |
4,327.7 |
4,327.7 |
4,222.1 |
|
R1 |
4,262.3 |
4,262.3 |
4,209.6 |
4,226.5 |
PP |
4,190.7 |
4,190.7 |
4,190.7 |
4,172.8 |
S1 |
4,125.3 |
4,125.3 |
4,184.4 |
4,089.5 |
S2 |
4,053.7 |
4,053.7 |
4,171.9 |
|
S3 |
3,916.7 |
3,988.3 |
4,159.3 |
|
S4 |
3,779.7 |
3,851.3 |
4,121.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,259.0 |
4,149.0 |
110.0 |
2.6% |
39.8 |
0.9% |
99% |
False |
False |
56 |
10 |
4,265.0 |
4,119.0 |
146.0 |
3.4% |
46.7 |
1.1% |
95% |
False |
False |
1,372 |
20 |
4,368.0 |
4,119.0 |
249.0 |
5.8% |
42.7 |
1.0% |
56% |
False |
False |
739 |
40 |
4,397.0 |
4,119.0 |
278.0 |
6.5% |
23.6 |
0.6% |
50% |
False |
False |
472 |
60 |
4,557.0 |
4,119.0 |
438.0 |
10.3% |
16.4 |
0.4% |
32% |
False |
False |
315 |
80 |
4,557.0 |
4,119.0 |
438.0 |
10.3% |
12.3 |
0.3% |
32% |
False |
False |
236 |
100 |
4,557.0 |
4,119.0 |
438.0 |
10.3% |
9.8 |
0.2% |
32% |
False |
False |
309 |
120 |
4,557.0 |
4,119.0 |
438.0 |
10.3% |
8.2 |
0.2% |
32% |
False |
False |
276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,411.0 |
2.618 |
4,352.2 |
1.618 |
4,316.2 |
1.000 |
4,294.0 |
0.618 |
4,280.2 |
HIGH |
4,258.0 |
0.618 |
4,244.2 |
0.500 |
4,240.0 |
0.382 |
4,235.8 |
LOW |
4,222.0 |
0.618 |
4,199.8 |
1.000 |
4,186.0 |
1.618 |
4,163.8 |
2.618 |
4,127.8 |
4.250 |
4,069.0 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,252.0 |
4,241.3 |
PP |
4,246.0 |
4,224.7 |
S1 |
4,240.0 |
4,208.0 |
|