Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,395.00 |
4,345.00 |
-50.00 |
-1.1% |
4,402.50 |
High |
4,414.25 |
4,351.50 |
-62.75 |
-1.4% |
4,473.00 |
Low |
4,340.25 |
4,289.25 |
-51.00 |
-1.2% |
4,289.25 |
Close |
4,350.50 |
4,295.25 |
-55.25 |
-1.3% |
4,295.25 |
Range |
74.00 |
62.25 |
-11.75 |
-15.9% |
183.75 |
ATR |
61.60 |
61.65 |
0.05 |
0.1% |
0.00 |
Volume |
6,025 |
8,018 |
1,993 |
33.1% |
22,085 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,498.75 |
4,459.25 |
4,329.50 |
|
R3 |
4,436.50 |
4,397.00 |
4,312.25 |
|
R2 |
4,374.25 |
4,374.25 |
4,306.75 |
|
R1 |
4,334.75 |
4,334.75 |
4,301.00 |
4,323.50 |
PP |
4,312.00 |
4,312.00 |
4,312.00 |
4,306.25 |
S1 |
4,272.50 |
4,272.50 |
4,289.50 |
4,261.00 |
S2 |
4,249.75 |
4,249.75 |
4,283.75 |
|
S3 |
4,187.50 |
4,210.25 |
4,278.25 |
|
S4 |
4,125.25 |
4,148.00 |
4,261.00 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,903.75 |
4,783.25 |
4,396.25 |
|
R3 |
4,720.00 |
4,599.50 |
4,345.75 |
|
R2 |
4,536.25 |
4,536.25 |
4,329.00 |
|
R1 |
4,415.75 |
4,415.75 |
4,312.00 |
4,384.00 |
PP |
4,352.50 |
4,352.50 |
4,352.50 |
4,336.75 |
S1 |
4,232.00 |
4,232.00 |
4,278.50 |
4,200.50 |
S2 |
4,168.75 |
4,168.75 |
4,261.50 |
|
S3 |
3,985.00 |
4,048.25 |
4,244.75 |
|
S4 |
3,801.25 |
3,864.50 |
4,194.25 |
|
|
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 |
4,289.25 |
183.75 |
4.3% |
64.50 |
1.5% |
3% |
False |
True |
4,417 |
10 |
4,479.00 |
4,289.25 |
189.75 |
4.4% |
63.25 |
1.5% |
3% |
False |
True |
3,353 |
20 |
4,479.00 |
4,284.00 |
195.00 |
4.5% |
65.00 |
1.5% |
6% |
False |
False |
3,326 |
40 |
4,648.50 |
4,284.00 |
364.50 |
8.5% |
54.75 |
1.3% |
3% |
False |
False |
2,123 |
60 |
4,726.00 |
4,284.00 |
442.00 |
10.3% |
54.00 |
1.3% |
3% |
False |
False |
1,464 |
80 |
4,738.50 |
4,284.00 |
454.50 |
10.6% |
49.00 |
1.1% |
2% |
False |
False |
1,111 |
100 |
4,738.50 |
4,284.00 |
454.50 |
10.6% |
44.50 |
1.0% |
2% |
False |
False |
913 |
120 |
4,738.50 |
4,175.00 |
563.50 |
13.1% |
41.25 |
1.0% |
21% |
False |
False |
774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,616.00 |
2.618 |
4,514.50 |
1.618 |
4,452.25 |
1.000 |
4,413.75 |
0.618 |
4,390.00 |
HIGH |
4,351.50 |
0.618 |
4,327.75 |
0.500 |
4,320.50 |
0.382 |
4,313.00 |
LOW |
4,289.25 |
0.618 |
4,250.75 |
1.000 |
4,227.00 |
1.618 |
4,188.50 |
2.618 |
4,126.25 |
4.250 |
4,024.75 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,320.50 |
4,368.50 |
PP |
4,312.00 |
4,344.00 |
S1 |
4,303.50 |
4,319.75 |
|