Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,455.75 |
4,447.00 |
-8.75 |
-0.2% |
4,364.50 |
High |
4,473.00 |
4,447.75 |
-25.25 |
-0.6% |
4,479.00 |
Low |
4,415.50 |
4,379.25 |
-36.25 |
-0.8% |
4,348.25 |
Close |
4,451.25 |
4,390.50 |
-60.75 |
-1.4% |
4,405.50 |
Range |
57.50 |
68.50 |
11.00 |
19.1% |
130.75 |
ATR |
59.78 |
60.65 |
0.87 |
1.5% |
0.00 |
Volume |
2,150 |
3,939 |
1,789 |
83.2% |
11,447 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.25 |
4,569.50 |
4,428.25 |
|
R3 |
4,542.75 |
4,501.00 |
4,409.25 |
|
R2 |
4,474.25 |
4,474.25 |
4,403.00 |
|
R1 |
4,432.50 |
4,432.50 |
4,396.75 |
4,419.00 |
PP |
4,405.75 |
4,405.75 |
4,405.75 |
4,399.25 |
S1 |
4,364.00 |
4,364.00 |
4,384.25 |
4,350.50 |
S2 |
4,337.25 |
4,337.25 |
4,378.00 |
|
S3 |
4,268.75 |
4,295.50 |
4,371.75 |
|
S4 |
4,200.25 |
4,227.00 |
4,352.75 |
|
|
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 |
4,379.25 |
99.75 |
2.3% |
65.50 |
1.5% |
11% |
False |
True |
2,572 |
10 |
4,479.00 |
4,290.75 |
188.25 |
4.3% |
65.75 |
1.5% |
53% |
False |
False |
2,686 |
20 |
4,498.00 |
4,284.00 |
214.00 |
4.9% |
64.25 |
1.5% |
50% |
False |
False |
2,796 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.3% |
55.75 |
1.3% |
29% |
False |
False |
1,786 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.4% |
53.50 |
1.2% |
23% |
False |
False |
1,231 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.4% |
48.00 |
1.1% |
23% |
False |
False |
936 |
100 |
4,738.50 |
4,279.00 |
459.50 |
10.5% |
44.25 |
1.0% |
24% |
False |
False |
773 |
120 |
4,738.50 |
4,175.00 |
563.50 |
12.8% |
40.75 |
0.9% |
38% |
False |
False |
658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,739.00 |
2.618 |
4,627.00 |
1.618 |
4,558.50 |
1.000 |
4,516.25 |
0.618 |
4,490.00 |
HIGH |
4,447.75 |
0.618 |
4,421.50 |
0.500 |
4,413.50 |
0.382 |
4,405.50 |
LOW |
4,379.25 |
0.618 |
4,337.00 |
1.000 |
4,310.75 |
1.618 |
4,268.50 |
2.618 |
4,200.00 |
4.250 |
4,088.00 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,413.50 |
4,426.00 |
PP |
4,405.75 |
4,414.25 |
S1 |
4,398.25 |
4,402.50 |
|