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 |
4,093.0 |
4,082.0 |
-11.0 |
-0.3% |
4,193.0 |
High |
4,100.0 |
4,090.0 |
-10.0 |
-0.2% |
4,206.0 |
Low |
4,069.0 |
4,049.0 |
-20.0 |
-0.5% |
4,069.0 |
Close |
4,075.0 |
4,087.0 |
12.0 |
0.3% |
4,075.0 |
Range |
31.0 |
41.0 |
10.0 |
32.3% |
137.0 |
ATR |
50.2 |
49.6 |
-0.7 |
-1.3% |
0.0 |
Volume |
6,377 |
10,386 |
4,009 |
62.9% |
20,690 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,198.3 |
4,183.7 |
4,109.6 |
|
R3 |
4,157.3 |
4,142.7 |
4,098.3 |
|
R2 |
4,116.3 |
4,116.3 |
4,094.5 |
|
R1 |
4,101.7 |
4,101.7 |
4,090.8 |
4,109.0 |
PP |
4,075.3 |
4,075.3 |
4,075.3 |
4,079.0 |
S1 |
4,060.7 |
4,060.7 |
4,083.2 |
4,068.0 |
S2 |
4,034.3 |
4,034.3 |
4,079.5 |
|
S3 |
3,993.3 |
4,019.7 |
4,075.7 |
|
S4 |
3,952.3 |
3,978.7 |
4,064.5 |
|
|
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 |
4,049.0 |
157.0 |
3.8% |
43.0 |
1.1% |
24% |
False |
True |
5,011 |
10 |
4,281.0 |
4,049.0 |
232.0 |
5.7% |
43.1 |
1.1% |
16% |
False |
True |
3,133 |
20 |
4,281.0 |
4,049.0 |
232.0 |
5.7% |
44.0 |
1.1% |
16% |
False |
True |
2,255 |
40 |
4,397.0 |
4,049.0 |
348.0 |
8.5% |
31.0 |
0.8% |
11% |
False |
True |
1,251 |
60 |
4,491.0 |
4,049.0 |
442.0 |
10.8% |
22.3 |
0.5% |
9% |
False |
True |
834 |
80 |
4,557.0 |
4,049.0 |
508.0 |
12.4% |
16.7 |
0.4% |
7% |
False |
True |
625 |
100 |
4,557.0 |
4,049.0 |
508.0 |
12.4% |
13.4 |
0.3% |
7% |
False |
True |
560 |
120 |
4,557.0 |
4,049.0 |
508.0 |
12.4% |
11.1 |
0.3% |
7% |
False |
True |
535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,264.3 |
2.618 |
4,197.3 |
1.618 |
4,156.3 |
1.000 |
4,131.0 |
0.618 |
4,115.3 |
HIGH |
4,090.0 |
0.618 |
4,074.3 |
0.500 |
4,069.5 |
0.382 |
4,064.7 |
LOW |
4,049.0 |
0.618 |
4,023.7 |
1.000 |
4,008.0 |
1.618 |
3,982.7 |
2.618 |
3,941.7 |
4.250 |
3,874.8 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,081.2 |
4,097.5 |
PP |
4,075.3 |
4,094.0 |
S1 |
4,069.5 |
4,090.5 |
|