Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,429.00 |
4,402.50 |
-26.50 |
-0.6% |
4,364.50 |
High |
4,456.25 |
4,463.25 |
7.00 |
0.2% |
4,479.00 |
Low |
4,389.75 |
4,402.50 |
12.75 |
0.3% |
4,348.25 |
Close |
4,405.50 |
4,450.25 |
44.75 |
1.0% |
4,405.50 |
Range |
66.50 |
60.75 |
-5.75 |
-8.6% |
130.75 |
ATR |
59.89 |
59.95 |
0.06 |
0.1% |
0.00 |
Volume |
2,988 |
1,953 |
-1,035 |
-34.6% |
11,447 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,621.00 |
4,596.25 |
4,483.75 |
|
R3 |
4,560.25 |
4,535.50 |
4,467.00 |
|
R2 |
4,499.50 |
4,499.50 |
4,461.50 |
|
R1 |
4,474.75 |
4,474.75 |
4,455.75 |
4,487.00 |
PP |
4,438.75 |
4,438.75 |
4,438.75 |
4,444.75 |
S1 |
4,414.00 |
4,414.00 |
4,444.75 |
4,426.50 |
S2 |
4,378.00 |
4,378.00 |
4,439.00 |
|
S3 |
4,317.25 |
4,353.25 |
4,433.50 |
|
S4 |
4,256.50 |
4,292.50 |
4,416.75 |
|
|
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 |
4,389.75 |
89.25 |
2.0% |
59.00 |
1.3% |
68% |
False |
False |
2,228 |
10 |
4,479.00 |
4,284.00 |
195.00 |
4.4% |
68.25 |
1.5% |
85% |
False |
False |
2,770 |
20 |
4,560.75 |
4,284.00 |
276.75 |
6.2% |
63.50 |
1.4% |
60% |
False |
False |
2,605 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.2% |
54.75 |
1.2% |
46% |
False |
False |
1,638 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.2% |
52.50 |
1.2% |
37% |
False |
False |
1,130 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.2% |
46.75 |
1.1% |
37% |
False |
False |
861 |
100 |
4,738.50 |
4,244.25 |
494.25 |
11.1% |
43.00 |
1.0% |
42% |
False |
False |
715 |
120 |
4,738.50 |
4,175.00 |
563.50 |
12.7% |
40.00 |
0.9% |
49% |
False |
False |
608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,721.50 |
2.618 |
4,622.25 |
1.618 |
4,561.50 |
1.000 |
4,524.00 |
0.618 |
4,500.75 |
HIGH |
4,463.25 |
0.618 |
4,440.00 |
0.500 |
4,433.00 |
0.382 |
4,425.75 |
LOW |
4,402.50 |
0.618 |
4,365.00 |
1.000 |
4,341.75 |
1.618 |
4,304.25 |
2.618 |
4,243.50 |
4.250 |
4,144.25 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,444.50 |
4,445.00 |
PP |
4,438.75 |
4,439.75 |
S1 |
4,433.00 |
4,434.50 |
|