Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,345.00 |
4,301.75 |
-43.25 |
-1.0% |
4,402.50 |
High |
4,351.50 |
4,327.00 |
-24.50 |
-0.6% |
4,473.00 |
Low |
4,289.25 |
4,259.75 |
-29.50 |
-0.7% |
4,289.25 |
Close |
4,295.25 |
4,288.25 |
-7.00 |
-0.2% |
4,295.25 |
Range |
62.25 |
67.25 |
5.00 |
8.0% |
183.75 |
ATR |
61.65 |
62.05 |
0.40 |
0.6% |
0.00 |
Volume |
8,018 |
6,188 |
-1,830 |
-22.8% |
22,085 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,493.50 |
4,458.00 |
4,325.25 |
|
R3 |
4,426.25 |
4,390.75 |
4,306.75 |
|
R2 |
4,359.00 |
4,359.00 |
4,300.50 |
|
R1 |
4,323.50 |
4,323.50 |
4,294.50 |
4,307.50 |
PP |
4,291.75 |
4,291.75 |
4,291.75 |
4,283.75 |
S1 |
4,256.25 |
4,256.25 |
4,282.00 |
4,240.50 |
S2 |
4,224.50 |
4,224.50 |
4,276.00 |
|
S3 |
4,157.25 |
4,189.00 |
4,269.75 |
|
S4 |
4,090.00 |
4,121.75 |
4,251.25 |
|
|
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 |
4,259.75 |
213.25 |
5.0% |
66.00 |
1.5% |
13% |
False |
True |
5,264 |
10 |
4,479.00 |
4,259.75 |
219.25 |
5.1% |
62.50 |
1.5% |
13% |
False |
True |
3,746 |
20 |
4,479.00 |
4,259.75 |
219.25 |
5.1% |
66.00 |
1.5% |
13% |
False |
True |
3,556 |
40 |
4,648.50 |
4,259.75 |
388.75 |
9.1% |
54.75 |
1.3% |
7% |
False |
True |
2,266 |
60 |
4,726.00 |
4,259.75 |
466.25 |
10.9% |
54.25 |
1.3% |
6% |
False |
True |
1,566 |
80 |
4,738.50 |
4,259.75 |
478.75 |
11.2% |
49.75 |
1.2% |
6% |
False |
True |
1,187 |
100 |
4,738.50 |
4,259.75 |
478.75 |
11.2% |
45.00 |
1.0% |
6% |
False |
True |
974 |
120 |
4,738.50 |
4,175.00 |
563.50 |
13.1% |
41.75 |
1.0% |
20% |
False |
False |
823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,612.75 |
2.618 |
4,503.00 |
1.618 |
4,435.75 |
1.000 |
4,394.25 |
0.618 |
4,368.50 |
HIGH |
4,327.00 |
0.618 |
4,301.25 |
0.500 |
4,293.50 |
0.382 |
4,285.50 |
LOW |
4,259.75 |
0.618 |
4,218.25 |
1.000 |
4,192.50 |
1.618 |
4,151.00 |
2.618 |
4,083.75 |
4.250 |
3,974.00 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,293.50 |
4,337.00 |
PP |
4,291.75 |
4,320.75 |
S1 |
4,290.00 |
4,304.50 |
|