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 |
4,415.25 |
4,441.00 |
25.75 |
0.6% |
4,393.25 |
High |
4,467.50 |
4,468.00 |
0.50 |
0.0% |
4,407.75 |
Low |
4,415.00 |
4,426.50 |
11.50 |
0.3% |
4,284.00 |
Close |
4,440.50 |
4,458.75 |
18.25 |
0.4% |
4,390.25 |
Range |
52.50 |
41.50 |
-11.00 |
-21.0% |
123.75 |
ATR |
59.53 |
58.24 |
-1.29 |
-2.2% |
0.00 |
Volume |
2,454 |
1,912 |
-542 |
-22.1% |
18,352 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,575.50 |
4,558.75 |
4,481.50 |
|
R3 |
4,534.00 |
4,517.25 |
4,470.25 |
|
R2 |
4,492.50 |
4,492.50 |
4,466.25 |
|
R1 |
4,475.75 |
4,475.75 |
4,462.50 |
4,484.00 |
PP |
4,451.00 |
4,451.00 |
4,451.00 |
4,455.25 |
S1 |
4,434.25 |
4,434.25 |
4,455.00 |
4,442.50 |
S2 |
4,409.50 |
4,409.50 |
4,451.25 |
|
S3 |
4,368.00 |
4,392.75 |
4,447.25 |
|
S4 |
4,326.50 |
4,351.25 |
4,436.00 |
|
|
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 |
4,468.00 |
4,290.75 |
177.25 |
4.0% |
66.00 |
1.5% |
95% |
True |
False |
2,800 |
10 |
4,468.00 |
4,284.00 |
184.00 |
4.1% |
65.50 |
1.5% |
95% |
True |
False |
3,056 |
20 |
4,618.25 |
4,284.00 |
334.25 |
7.5% |
60.50 |
1.4% |
52% |
False |
False |
2,617 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.2% |
53.50 |
1.2% |
48% |
False |
False |
1,488 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.2% |
50.50 |
1.1% |
38% |
False |
False |
1,022 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.2% |
45.25 |
1.0% |
38% |
False |
False |
778 |
100 |
4,738.50 |
4,244.25 |
494.25 |
11.1% |
41.75 |
0.9% |
43% |
False |
False |
652 |
120 |
4,738.50 |
4,175.00 |
563.50 |
12.6% |
38.50 |
0.9% |
50% |
False |
False |
552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,644.50 |
2.618 |
4,576.75 |
1.618 |
4,535.25 |
1.000 |
4,509.50 |
0.618 |
4,493.75 |
HIGH |
4,468.00 |
0.618 |
4,452.25 |
0.500 |
4,447.25 |
0.382 |
4,442.25 |
LOW |
4,426.50 |
0.618 |
4,400.75 |
1.000 |
4,385.00 |
1.618 |
4,359.25 |
2.618 |
4,317.75 |
4.250 |
4,250.00 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,455.00 |
4,442.00 |
PP |
4,451.00 |
4,425.00 |
S1 |
4,447.25 |
4,408.00 |
|