Trading Metrics calculated at close of trading on 10-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,364.50 |
4,415.25 |
50.75 |
1.2% |
4,393.25 |
High |
4,423.50 |
4,467.50 |
44.00 |
1.0% |
4,407.75 |
Low |
4,348.25 |
4,415.00 |
66.75 |
1.5% |
4,284.00 |
Close |
4,417.00 |
4,440.50 |
23.50 |
0.5% |
4,390.25 |
Range |
75.25 |
52.50 |
-22.75 |
-30.2% |
123.75 |
ATR |
60.07 |
59.53 |
-0.54 |
-0.9% |
0.00 |
Volume |
2,259 |
2,454 |
195 |
8.6% |
18,352 |
|
Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,598.50 |
4,572.00 |
4,469.50 |
|
R3 |
4,546.00 |
4,519.50 |
4,455.00 |
|
R2 |
4,493.50 |
4,493.50 |
4,450.00 |
|
R1 |
4,467.00 |
4,467.00 |
4,445.25 |
4,480.25 |
PP |
4,441.00 |
4,441.00 |
4,441.00 |
4,447.50 |
S1 |
4,414.50 |
4,414.50 |
4,435.75 |
4,427.75 |
S2 |
4,388.50 |
4,388.50 |
4,431.00 |
|
S3 |
4,336.00 |
4,362.00 |
4,426.00 |
|
S4 |
4,283.50 |
4,309.50 |
4,411.50 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,732.00 |
4,684.75 |
4,458.25 |
|
R3 |
4,608.25 |
4,561.00 |
4,424.25 |
|
R2 |
4,484.50 |
4,484.50 |
4,413.00 |
|
R1 |
4,437.25 |
4,437.25 |
4,401.50 |
4,399.00 |
PP |
4,360.75 |
4,360.75 |
4,360.75 |
4,341.50 |
S1 |
4,313.50 |
4,313.50 |
4,379.00 |
4,275.25 |
S2 |
4,237.00 |
4,237.00 |
4,367.50 |
|
S3 |
4,113.25 |
4,189.75 |
4,356.25 |
|
S4 |
3,989.50 |
4,066.00 |
4,322.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,467.50 |
4,284.00 |
183.50 |
4.1% |
71.25 |
1.6% |
85% |
True |
False |
3,322 |
10 |
4,467.50 |
4,284.00 |
183.50 |
4.1% |
67.25 |
1.5% |
85% |
True |
False |
3,301 |
20 |
4,618.25 |
4,284.00 |
334.25 |
7.5% |
60.00 |
1.4% |
47% |
False |
False |
2,556 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.2% |
54.25 |
1.2% |
43% |
False |
False |
1,444 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.2% |
50.50 |
1.1% |
34% |
False |
False |
993 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.2% |
45.25 |
1.0% |
34% |
False |
False |
755 |
100 |
4,738.50 |
4,244.25 |
494.25 |
11.1% |
42.00 |
0.9% |
40% |
False |
False |
633 |
120 |
4,738.50 |
4,175.00 |
563.50 |
12.7% |
38.50 |
0.9% |
47% |
False |
False |
537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,690.50 |
2.618 |
4,605.00 |
1.618 |
4,552.50 |
1.000 |
4,520.00 |
0.618 |
4,500.00 |
HIGH |
4,467.50 |
0.618 |
4,447.50 |
0.500 |
4,441.25 |
0.382 |
4,435.00 |
LOW |
4,415.00 |
0.618 |
4,382.50 |
1.000 |
4,362.50 |
1.618 |
4,330.00 |
2.618 |
4,277.50 |
4.250 |
4,192.00 |
|
|
Fisher Pivots for day following 10-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,441.25 |
4,420.00 |
PP |
4,441.00 |
4,399.50 |
S1 |
4,440.75 |
4,379.00 |
|