Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,402.50 |
4,455.75 |
53.25 |
1.2% |
4,364.50 |
High |
4,463.25 |
4,473.00 |
9.75 |
0.2% |
4,479.00 |
Low |
4,402.50 |
4,415.50 |
13.00 |
0.3% |
4,348.25 |
Close |
4,450.25 |
4,451.25 |
1.00 |
0.0% |
4,405.50 |
Range |
60.75 |
57.50 |
-3.25 |
-5.3% |
130.75 |
ATR |
59.95 |
59.78 |
-0.18 |
-0.3% |
0.00 |
Volume |
1,953 |
2,150 |
197 |
10.1% |
11,447 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,619.00 |
4,592.75 |
4,483.00 |
|
R3 |
4,561.50 |
4,535.25 |
4,467.00 |
|
R2 |
4,504.00 |
4,504.00 |
4,461.75 |
|
R1 |
4,477.75 |
4,477.75 |
4,456.50 |
4,462.00 |
PP |
4,446.50 |
4,446.50 |
4,446.50 |
4,438.75 |
S1 |
4,420.25 |
4,420.25 |
4,446.00 |
4,404.50 |
S2 |
4,389.00 |
4,389.00 |
4,440.75 |
|
S3 |
4,331.50 |
4,362.75 |
4,435.50 |
|
S4 |
4,274.00 |
4,305.25 |
4,419.50 |
|
|
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% |
60.00 |
1.4% |
69% |
False |
False |
2,167 |
10 |
4,479.00 |
4,284.00 |
195.00 |
4.4% |
65.50 |
1.5% |
86% |
False |
False |
2,745 |
20 |
4,558.75 |
4,284.00 |
274.75 |
6.2% |
64.00 |
1.4% |
61% |
False |
False |
2,657 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.2% |
55.00 |
1.2% |
46% |
False |
False |
1,690 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.2% |
53.00 |
1.2% |
37% |
False |
False |
1,165 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.2% |
47.50 |
1.1% |
37% |
False |
False |
887 |
100 |
4,738.50 |
4,277.00 |
461.50 |
10.4% |
43.50 |
1.0% |
38% |
False |
False |
736 |
120 |
4,738.50 |
4,175.00 |
563.50 |
12.7% |
40.25 |
0.9% |
49% |
False |
False |
625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,717.50 |
2.618 |
4,623.50 |
1.618 |
4,566.00 |
1.000 |
4,530.50 |
0.618 |
4,508.50 |
HIGH |
4,473.00 |
0.618 |
4,451.00 |
0.500 |
4,444.25 |
0.382 |
4,437.50 |
LOW |
4,415.50 |
0.618 |
4,380.00 |
1.000 |
4,358.00 |
1.618 |
4,322.50 |
2.618 |
4,265.00 |
4.250 |
4,171.00 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,449.00 |
4,444.50 |
PP |
4,446.50 |
4,438.00 |
S1 |
4,444.25 |
4,431.50 |
|