Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,447.00 |
4,395.00 |
-52.00 |
-1.2% |
4,364.50 |
High |
4,447.75 |
4,414.25 |
-33.50 |
-0.8% |
4,479.00 |
Low |
4,379.25 |
4,340.25 |
-39.00 |
-0.9% |
4,348.25 |
Close |
4,390.50 |
4,350.50 |
-40.00 |
-0.9% |
4,405.50 |
Range |
68.50 |
74.00 |
5.50 |
8.0% |
130.75 |
ATR |
60.65 |
61.60 |
0.95 |
1.6% |
0.00 |
Volume |
3,939 |
6,025 |
2,086 |
53.0% |
11,447 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,590.25 |
4,544.50 |
4,391.25 |
|
R3 |
4,516.25 |
4,470.50 |
4,370.75 |
|
R2 |
4,442.25 |
4,442.25 |
4,364.00 |
|
R1 |
4,396.50 |
4,396.50 |
4,357.25 |
4,382.50 |
PP |
4,368.25 |
4,368.25 |
4,368.25 |
4,361.25 |
S1 |
4,322.50 |
4,322.50 |
4,343.75 |
4,308.50 |
S2 |
4,294.25 |
4,294.25 |
4,337.00 |
|
S3 |
4,220.25 |
4,248.50 |
4,330.25 |
|
S4 |
4,146.25 |
4,174.50 |
4,309.75 |
|
|
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 |
4,473.00 |
4,340.25 |
132.75 |
3.1% |
65.50 |
1.5% |
8% |
False |
True |
3,411 |
10 |
4,479.00 |
4,290.75 |
188.25 |
4.3% |
68.75 |
1.6% |
32% |
False |
False |
2,965 |
20 |
4,479.00 |
4,284.00 |
195.00 |
4.5% |
63.75 |
1.5% |
34% |
False |
False |
3,010 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.4% |
55.75 |
1.3% |
18% |
False |
False |
1,935 |
60 |
4,738.50 |
4,284.00 |
454.50 |
10.4% |
54.25 |
1.2% |
15% |
False |
False |
1,330 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.4% |
48.75 |
1.1% |
15% |
False |
False |
1,011 |
100 |
4,738.50 |
4,284.00 |
454.50 |
10.4% |
44.25 |
1.0% |
15% |
False |
False |
833 |
120 |
4,738.50 |
4,175.00 |
563.50 |
13.0% |
41.00 |
0.9% |
31% |
False |
False |
708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,728.75 |
2.618 |
4,608.00 |
1.618 |
4,534.00 |
1.000 |
4,488.25 |
0.618 |
4,460.00 |
HIGH |
4,414.25 |
0.618 |
4,386.00 |
0.500 |
4,377.25 |
0.382 |
4,368.50 |
LOW |
4,340.25 |
0.618 |
4,294.50 |
1.000 |
4,266.25 |
1.618 |
4,220.50 |
2.618 |
4,146.50 |
4.250 |
4,025.75 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,377.25 |
4,406.50 |
PP |
4,368.25 |
4,388.00 |
S1 |
4,359.50 |
4,369.25 |
|