| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,234.50 |
15,385.00 |
150.50 |
1.0% |
15,164.75 |
| High |
15,405.00 |
15,578.25 |
173.25 |
1.1% |
15,351.75 |
| Low |
15,142.50 |
15,368.50 |
226.00 |
1.5% |
14,781.25 |
| Close |
15,380.25 |
15,466.00 |
85.75 |
0.6% |
15,305.00 |
| Range |
262.50 |
209.75 |
-52.75 |
-20.1% |
570.50 |
| ATR |
268.36 |
264.17 |
-4.19 |
-1.6% |
0.00 |
| Volume |
785 |
780 |
-5 |
-0.6% |
5,378 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,100.25 |
15,992.75 |
15,581.25 |
|
| R3 |
15,890.50 |
15,783.00 |
15,523.75 |
|
| R2 |
15,680.75 |
15,680.75 |
15,504.50 |
|
| R1 |
15,573.25 |
15,573.25 |
15,485.25 |
15,627.00 |
| PP |
15,471.00 |
15,471.00 |
15,471.00 |
15,497.75 |
| S1 |
15,363.50 |
15,363.50 |
15,446.75 |
15,417.25 |
| S2 |
15,261.25 |
15,261.25 |
15,427.50 |
|
| S3 |
15,051.50 |
15,153.75 |
15,408.25 |
|
| S4 |
14,841.75 |
14,944.00 |
15,350.75 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,857.50 |
16,651.75 |
15,618.75 |
|
| R3 |
16,287.00 |
16,081.25 |
15,462.00 |
|
| R2 |
15,716.50 |
15,716.50 |
15,409.50 |
|
| R1 |
15,510.75 |
15,510.75 |
15,357.25 |
15,613.50 |
| PP |
15,146.00 |
15,146.00 |
15,146.00 |
15,197.50 |
| S1 |
14,940.25 |
14,940.25 |
15,252.75 |
15,043.00 |
| S2 |
14,575.50 |
14,575.50 |
15,200.50 |
|
| S3 |
14,005.00 |
14,369.75 |
15,148.00 |
|
| S4 |
13,434.50 |
13,799.25 |
14,991.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,578.25 |
14,781.25 |
797.00 |
5.2% |
315.00 |
2.0% |
86% |
True |
False |
1,019 |
| 10 |
15,578.25 |
14,777.50 |
800.75 |
5.2% |
294.75 |
1.9% |
86% |
True |
False |
1,040 |
| 20 |
15,919.00 |
14,777.50 |
1,141.50 |
7.4% |
262.25 |
1.7% |
60% |
False |
False |
893 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.3% |
250.50 |
1.6% |
54% |
False |
False |
508 |
| 60 |
16,436.50 |
14,777.50 |
1,659.00 |
10.7% |
231.25 |
1.5% |
42% |
False |
False |
348 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
10.7% |
195.75 |
1.3% |
42% |
False |
False |
261 |
| 100 |
16,436.50 |
14,122.00 |
2,314.50 |
15.0% |
161.00 |
1.0% |
58% |
False |
False |
209 |
| 120 |
16,436.50 |
13,222.00 |
3,214.50 |
20.8% |
134.00 |
0.9% |
70% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,469.75 |
|
2.618 |
16,127.50 |
|
1.618 |
15,917.75 |
|
1.000 |
15,788.00 |
|
0.618 |
15,708.00 |
|
HIGH |
15,578.25 |
|
0.618 |
15,498.25 |
|
0.500 |
15,473.50 |
|
0.382 |
15,448.50 |
|
LOW |
15,368.50 |
|
0.618 |
15,238.75 |
|
1.000 |
15,158.75 |
|
1.618 |
15,029.00 |
|
2.618 |
14,819.25 |
|
4.250 |
14,477.00 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,473.50 |
15,382.75 |
| PP |
15,471.00 |
15,299.75 |
| S1 |
15,468.50 |
15,216.50 |
|