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 |
4,115.0 |
4,093.0 |
-22.0 |
-0.5% |
4,193.0 |
High |
4,146.0 |
4,100.0 |
-46.0 |
-1.1% |
4,206.0 |
Low |
4,106.0 |
4,069.0 |
-37.0 |
-0.9% |
4,069.0 |
Close |
4,137.0 |
4,075.0 |
-62.0 |
-1.5% |
4,075.0 |
Range |
40.0 |
31.0 |
-9.0 |
-22.5% |
137.0 |
ATR |
48.9 |
50.2 |
1.4 |
2.8% |
0.0 |
Volume |
2,132 |
6,377 |
4,245 |
199.1% |
20,690 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,174.3 |
4,155.7 |
4,092.1 |
|
R3 |
4,143.3 |
4,124.7 |
4,083.5 |
|
R2 |
4,112.3 |
4,112.3 |
4,080.7 |
|
R1 |
4,093.7 |
4,093.7 |
4,077.8 |
4,087.5 |
PP |
4,081.3 |
4,081.3 |
4,081.3 |
4,078.3 |
S1 |
4,062.7 |
4,062.7 |
4,072.2 |
4,056.5 |
S2 |
4,050.3 |
4,050.3 |
4,069.3 |
|
S3 |
4,019.3 |
4,031.7 |
4,066.5 |
|
S4 |
3,988.3 |
4,000.7 |
4,058.0 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,527.7 |
4,438.3 |
4,150.4 |
|
R3 |
4,390.7 |
4,301.3 |
4,112.7 |
|
R2 |
4,253.7 |
4,253.7 |
4,100.1 |
|
R1 |
4,164.3 |
4,164.3 |
4,087.6 |
4,140.5 |
PP |
4,116.7 |
4,116.7 |
4,116.7 |
4,104.8 |
S1 |
4,027.3 |
4,027.3 |
4,062.4 |
4,003.5 |
S2 |
3,979.7 |
3,979.7 |
4,049.9 |
|
S3 |
3,842.7 |
3,890.3 |
4,037.3 |
|
S4 |
3,705.7 |
3,753.3 |
3,999.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,206.0 |
4,069.0 |
137.0 |
3.4% |
42.8 |
1.1% |
4% |
False |
True |
4,138 |
10 |
4,281.0 |
4,069.0 |
212.0 |
5.2% |
41.8 |
1.0% |
3% |
False |
True |
2,096 |
20 |
4,281.0 |
4,069.0 |
212.0 |
5.2% |
44.8 |
1.1% |
3% |
False |
True |
1,756 |
40 |
4,397.0 |
4,069.0 |
328.0 |
8.0% |
30.0 |
0.7% |
2% |
False |
True |
991 |
60 |
4,557.0 |
4,069.0 |
488.0 |
12.0% |
21.6 |
0.5% |
1% |
False |
True |
661 |
80 |
4,557.0 |
4,069.0 |
488.0 |
12.0% |
16.2 |
0.4% |
1% |
False |
True |
496 |
100 |
4,557.0 |
4,069.0 |
488.0 |
12.0% |
12.9 |
0.3% |
1% |
False |
True |
456 |
120 |
4,557.0 |
4,069.0 |
488.0 |
12.0% |
10.8 |
0.3% |
1% |
False |
True |
449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,231.8 |
2.618 |
4,181.2 |
1.618 |
4,150.2 |
1.000 |
4,131.0 |
0.618 |
4,119.2 |
HIGH |
4,100.0 |
0.618 |
4,088.2 |
0.500 |
4,084.5 |
0.382 |
4,080.8 |
LOW |
4,069.0 |
0.618 |
4,049.8 |
1.000 |
4,038.0 |
1.618 |
4,018.8 |
2.618 |
3,987.8 |
4.250 |
3,937.3 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,084.5 |
4,137.0 |
PP |
4,081.3 |
4,116.3 |
S1 |
4,078.2 |
4,095.7 |
|