Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,222.0 |
4,275.0 |
53.0 |
1.3% |
4,250.0 |
High |
4,258.0 |
4,281.0 |
23.0 |
0.5% |
4,256.0 |
Low |
4,222.0 |
4,226.0 |
4.0 |
0.1% |
4,119.0 |
Close |
4,258.0 |
4,250.0 |
-8.0 |
-0.2% |
4,197.0 |
Range |
36.0 |
55.0 |
19.0 |
52.8% |
137.0 |
ATR |
46.8 |
47.4 |
0.6 |
1.2% |
0.0 |
Volume |
125 |
23 |
-102 |
-81.6% |
3,450 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,417.3 |
4,388.7 |
4,280.3 |
|
R3 |
4,362.3 |
4,333.7 |
4,265.1 |
|
R2 |
4,307.3 |
4,307.3 |
4,260.1 |
|
R1 |
4,278.7 |
4,278.7 |
4,255.0 |
4,265.5 |
PP |
4,252.3 |
4,252.3 |
4,252.3 |
4,245.8 |
S1 |
4,223.7 |
4,223.7 |
4,245.0 |
4,210.5 |
S2 |
4,197.3 |
4,197.3 |
4,239.9 |
|
S3 |
4,142.3 |
4,168.7 |
4,234.9 |
|
S4 |
4,087.3 |
4,113.7 |
4,219.8 |
|
|
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 |
4,281.0 |
4,149.0 |
132.0 |
3.1% |
45.4 |
1.1% |
77% |
True |
False |
58 |
10 |
4,281.0 |
4,119.0 |
162.0 |
3.8% |
48.7 |
1.1% |
81% |
True |
False |
1,371 |
20 |
4,368.0 |
4,119.0 |
249.0 |
5.9% |
42.0 |
1.0% |
53% |
False |
False |
740 |
40 |
4,397.0 |
4,119.0 |
278.0 |
6.5% |
24.7 |
0.6% |
47% |
False |
False |
473 |
60 |
4,557.0 |
4,119.0 |
438.0 |
10.3% |
17.3 |
0.4% |
30% |
False |
False |
315 |
80 |
4,557.0 |
4,119.0 |
438.0 |
10.3% |
13.0 |
0.3% |
30% |
False |
False |
236 |
100 |
4,557.0 |
4,119.0 |
438.0 |
10.3% |
10.4 |
0.2% |
30% |
False |
False |
309 |
120 |
4,557.0 |
4,119.0 |
438.0 |
10.3% |
8.6 |
0.2% |
30% |
False |
False |
276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,514.8 |
2.618 |
4,425.0 |
1.618 |
4,370.0 |
1.000 |
4,336.0 |
0.618 |
4,315.0 |
HIGH |
4,281.0 |
0.618 |
4,260.0 |
0.500 |
4,253.5 |
0.382 |
4,247.0 |
LOW |
4,226.0 |
0.618 |
4,192.0 |
1.000 |
4,171.0 |
1.618 |
4,137.0 |
2.618 |
4,082.0 |
4.250 |
3,992.3 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,253.5 |
4,249.8 |
PP |
4,252.3 |
4,249.7 |
S1 |
4,251.2 |
4,249.5 |
|