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 |
4,441.00 |
4,467.25 |
26.25 |
0.6% |
4,393.25 |
High |
4,468.00 |
4,479.00 |
11.00 |
0.2% |
4,407.75 |
Low |
4,426.50 |
4,404.75 |
-21.75 |
-0.5% |
4,284.00 |
Close |
4,458.75 |
4,429.50 |
-29.25 |
-0.7% |
4,390.25 |
Range |
41.50 |
74.25 |
32.75 |
78.9% |
123.75 |
ATR |
58.24 |
59.38 |
1.14 |
2.0% |
0.00 |
Volume |
1,912 |
1,834 |
-78 |
-4.1% |
18,352 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,660.50 |
4,619.25 |
4,470.25 |
|
R3 |
4,586.25 |
4,545.00 |
4,450.00 |
|
R2 |
4,512.00 |
4,512.00 |
4,443.00 |
|
R1 |
4,470.75 |
4,470.75 |
4,436.25 |
4,454.25 |
PP |
4,437.75 |
4,437.75 |
4,437.75 |
4,429.50 |
S1 |
4,396.50 |
4,396.50 |
4,422.75 |
4,380.00 |
S2 |
4,363.50 |
4,363.50 |
4,416.00 |
|
S3 |
4,289.25 |
4,322.25 |
4,409.00 |
|
S4 |
4,215.00 |
4,248.00 |
4,388.75 |
|
|
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 |
4,479.00 |
4,290.75 |
188.25 |
4.2% |
72.00 |
1.6% |
74% |
True |
False |
2,520 |
10 |
4,479.00 |
4,284.00 |
195.00 |
4.4% |
67.50 |
1.5% |
75% |
True |
False |
2,989 |
20 |
4,618.25 |
4,284.00 |
334.25 |
7.5% |
62.00 |
1.4% |
44% |
False |
False |
2,547 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.2% |
54.00 |
1.2% |
40% |
False |
False |
1,525 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.3% |
51.25 |
1.2% |
32% |
False |
False |
1,051 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.3% |
45.75 |
1.0% |
32% |
False |
False |
800 |
100 |
4,738.50 |
4,244.25 |
494.25 |
11.2% |
42.50 |
1.0% |
37% |
False |
False |
670 |
120 |
4,738.50 |
4,175.00 |
563.50 |
12.7% |
39.00 |
0.9% |
45% |
False |
False |
567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,794.50 |
2.618 |
4,673.50 |
1.618 |
4,599.25 |
1.000 |
4,553.25 |
0.618 |
4,525.00 |
HIGH |
4,479.00 |
0.618 |
4,450.75 |
0.500 |
4,442.00 |
0.382 |
4,433.00 |
LOW |
4,404.75 |
0.618 |
4,358.75 |
1.000 |
4,330.50 |
1.618 |
4,284.50 |
2.618 |
4,210.25 |
4.250 |
4,089.25 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,442.00 |
4,442.00 |
PP |
4,437.75 |
4,437.75 |
S1 |
4,433.50 |
4,433.50 |
|