Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,597.00 |
15,530.50 |
-66.50 |
-0.4% |
15,234.50 |
High |
15,667.00 |
15,562.00 |
-105.00 |
-0.7% |
15,667.00 |
Low |
15,412.50 |
15,257.50 |
-155.00 |
-1.0% |
15,142.50 |
Close |
15,512.00 |
15,314.25 |
-197.75 |
-1.3% |
15,314.25 |
Range |
254.50 |
304.50 |
50.00 |
19.6% |
524.50 |
ATR |
256.62 |
260.04 |
3.42 |
1.3% |
0.00 |
Volume |
988 |
803 |
-185 |
-18.7% |
4,018 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,291.50 |
16,107.25 |
15,481.75 |
|
R3 |
15,987.00 |
15,802.75 |
15,398.00 |
|
R2 |
15,682.50 |
15,682.50 |
15,370.00 |
|
R1 |
15,498.25 |
15,498.25 |
15,342.25 |
15,438.00 |
PP |
15,378.00 |
15,378.00 |
15,378.00 |
15,347.75 |
S1 |
15,193.75 |
15,193.75 |
15,286.25 |
15,133.50 |
S2 |
15,073.50 |
15,073.50 |
15,258.50 |
|
S3 |
14,769.00 |
14,889.25 |
15,230.50 |
|
S4 |
14,464.50 |
14,584.75 |
15,146.75 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,948.00 |
16,655.75 |
15,602.75 |
|
R3 |
16,423.50 |
16,131.25 |
15,458.50 |
|
R2 |
15,899.00 |
15,899.00 |
15,410.50 |
|
R1 |
15,606.75 |
15,606.75 |
15,362.25 |
15,753.00 |
PP |
15,374.50 |
15,374.50 |
15,374.50 |
15,447.75 |
S1 |
15,082.25 |
15,082.25 |
15,266.25 |
15,228.50 |
S2 |
14,850.00 |
14,850.00 |
15,218.00 |
|
S3 |
14,325.50 |
14,557.75 |
15,170.00 |
|
S4 |
13,801.00 |
14,033.25 |
15,025.75 |
|
|
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 |
15,142.50 |
524.50 |
3.4% |
238.50 |
1.6% |
33% |
False |
False |
803 |
10 |
15,667.00 |
14,781.25 |
885.75 |
5.8% |
289.50 |
1.9% |
60% |
False |
False |
939 |
20 |
15,667.00 |
14,777.50 |
889.50 |
5.8% |
262.50 |
1.7% |
60% |
False |
False |
941 |
40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.4% |
249.75 |
1.6% |
42% |
False |
False |
553 |
60 |
16,306.75 |
14,777.50 |
1,529.25 |
10.0% |
236.50 |
1.5% |
35% |
False |
False |
388 |
80 |
16,436.50 |
14,777.50 |
1,659.00 |
10.8% |
202.75 |
1.3% |
32% |
False |
False |
292 |
100 |
16,436.50 |
14,122.00 |
2,314.50 |
15.1% |
168.00 |
1.1% |
52% |
False |
False |
234 |
120 |
16,436.50 |
13,222.00 |
3,214.50 |
21.0% |
140.00 |
0.9% |
65% |
False |
False |
195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,856.00 |
2.618 |
16,359.25 |
1.618 |
16,054.75 |
1.000 |
15,866.50 |
0.618 |
15,750.25 |
HIGH |
15,562.00 |
0.618 |
15,445.75 |
0.500 |
15,409.75 |
0.382 |
15,373.75 |
LOW |
15,257.50 |
0.618 |
15,069.25 |
1.000 |
14,953.00 |
1.618 |
14,764.75 |
2.618 |
14,460.25 |
4.250 |
13,963.50 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,409.75 |
15,462.25 |
PP |
15,378.00 |
15,413.00 |
S1 |
15,346.00 |
15,363.50 |
|