| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,478.50 |
15,597.00 |
118.50 |
0.8% |
15,164.75 |
| High |
15,609.75 |
15,667.00 |
57.25 |
0.4% |
15,351.75 |
| Low |
15,449.00 |
15,412.50 |
-36.50 |
-0.2% |
14,781.25 |
| Close |
15,575.50 |
15,512.00 |
-63.50 |
-0.4% |
15,305.00 |
| Range |
160.75 |
254.50 |
93.75 |
58.3% |
570.50 |
| ATR |
256.79 |
256.62 |
-0.16 |
-0.1% |
0.00 |
| Volume |
662 |
988 |
326 |
49.2% |
5,378 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,294.00 |
16,157.50 |
15,652.00 |
|
| R3 |
16,039.50 |
15,903.00 |
15,582.00 |
|
| R2 |
15,785.00 |
15,785.00 |
15,558.75 |
|
| R1 |
15,648.50 |
15,648.50 |
15,535.25 |
15,589.50 |
| PP |
15,530.50 |
15,530.50 |
15,530.50 |
15,501.00 |
| S1 |
15,394.00 |
15,394.00 |
15,488.75 |
15,335.00 |
| S2 |
15,276.00 |
15,276.00 |
15,465.25 |
|
| S3 |
15,021.50 |
15,139.50 |
15,442.00 |
|
| S4 |
14,767.00 |
14,885.00 |
15,372.00 |
|
|
| 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 |
15,667.00 |
14,854.75 |
812.25 |
5.2% |
277.00 |
1.8% |
81% |
True |
False |
933 |
| 10 |
15,667.00 |
14,781.25 |
885.75 |
5.7% |
284.00 |
1.8% |
83% |
True |
False |
987 |
| 20 |
15,919.00 |
14,777.50 |
1,141.50 |
7.4% |
265.00 |
1.7% |
64% |
False |
False |
944 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.3% |
249.00 |
1.6% |
57% |
False |
False |
534 |
| 60 |
16,306.75 |
14,777.50 |
1,529.25 |
9.9% |
232.00 |
1.5% |
48% |
False |
False |
375 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
10.7% |
199.00 |
1.3% |
44% |
False |
False |
282 |
| 100 |
16,436.50 |
14,122.00 |
2,314.50 |
14.9% |
165.00 |
1.1% |
60% |
False |
False |
225 |
| 120 |
16,436.50 |
13,222.00 |
3,214.50 |
20.7% |
137.50 |
0.9% |
71% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,748.50 |
|
2.618 |
16,333.25 |
|
1.618 |
16,078.75 |
|
1.000 |
15,921.50 |
|
0.618 |
15,824.25 |
|
HIGH |
15,667.00 |
|
0.618 |
15,569.75 |
|
0.500 |
15,539.75 |
|
0.382 |
15,509.75 |
|
LOW |
15,412.50 |
|
0.618 |
15,255.25 |
|
1.000 |
15,158.00 |
|
1.618 |
15,000.75 |
|
2.618 |
14,746.25 |
|
4.250 |
14,331.00 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,539.75 |
15,517.75 |
| PP |
15,530.50 |
15,515.75 |
| S1 |
15,521.25 |
15,514.00 |
|