Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,467.25 |
4,429.00 |
-38.25 |
-0.9% |
4,364.50 |
High |
4,479.00 |
4,456.25 |
-22.75 |
-0.5% |
4,479.00 |
Low |
4,404.75 |
4,389.75 |
-15.00 |
-0.3% |
4,348.25 |
Close |
4,429.50 |
4,405.50 |
-24.00 |
-0.5% |
4,405.50 |
Range |
74.25 |
66.50 |
-7.75 |
-10.4% |
130.75 |
ATR |
59.38 |
59.89 |
0.51 |
0.9% |
0.00 |
Volume |
1,834 |
2,988 |
1,154 |
62.9% |
11,447 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,616.75 |
4,577.50 |
4,442.00 |
|
R3 |
4,550.25 |
4,511.00 |
4,423.75 |
|
R2 |
4,483.75 |
4,483.75 |
4,417.75 |
|
R1 |
4,444.50 |
4,444.50 |
4,411.50 |
4,431.00 |
PP |
4,417.25 |
4,417.25 |
4,417.25 |
4,410.25 |
S1 |
4,378.00 |
4,378.00 |
4,399.50 |
4,364.50 |
S2 |
4,350.75 |
4,350.75 |
4,393.25 |
|
S3 |
4,284.25 |
4,311.50 |
4,387.25 |
|
S4 |
4,217.75 |
4,245.00 |
4,369.00 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,803.25 |
4,735.00 |
4,477.50 |
|
R3 |
4,672.50 |
4,604.25 |
4,441.50 |
|
R2 |
4,541.75 |
4,541.75 |
4,429.50 |
|
R1 |
4,473.50 |
4,473.50 |
4,417.50 |
4,507.50 |
PP |
4,411.00 |
4,411.00 |
4,411.00 |
4,428.00 |
S1 |
4,342.75 |
4,342.75 |
4,393.50 |
4,377.00 |
S2 |
4,280.25 |
4,280.25 |
4,381.50 |
|
S3 |
4,149.50 |
4,212.00 |
4,369.50 |
|
S4 |
4,018.75 |
4,081.25 |
4,333.50 |
|
|
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 |
4,348.25 |
130.75 |
3.0% |
62.00 |
1.4% |
44% |
False |
False |
2,289 |
10 |
4,479.00 |
4,284.00 |
195.00 |
4.4% |
68.25 |
1.5% |
62% |
False |
False |
2,979 |
20 |
4,565.50 |
4,284.00 |
281.50 |
6.4% |
61.75 |
1.4% |
43% |
False |
False |
2,551 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.3% |
54.25 |
1.2% |
33% |
False |
False |
1,594 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.3% |
51.75 |
1.2% |
27% |
False |
False |
1,099 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.3% |
46.50 |
1.1% |
27% |
False |
False |
837 |
100 |
4,738.50 |
4,244.25 |
494.25 |
11.2% |
43.00 |
1.0% |
33% |
False |
False |
696 |
120 |
4,738.50 |
4,175.00 |
563.50 |
12.8% |
39.50 |
0.9% |
41% |
False |
False |
592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,739.00 |
2.618 |
4,630.25 |
1.618 |
4,563.75 |
1.000 |
4,522.75 |
0.618 |
4,497.25 |
HIGH |
4,456.25 |
0.618 |
4,430.75 |
0.500 |
4,423.00 |
0.382 |
4,415.25 |
LOW |
4,389.75 |
0.618 |
4,348.75 |
1.000 |
4,323.25 |
1.618 |
4,282.25 |
2.618 |
4,215.75 |
4.250 |
4,107.00 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,423.00 |
4,434.50 |
PP |
4,417.25 |
4,424.75 |
S1 |
4,411.25 |
4,415.00 |
|