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 |
15,239.00 |
15,016.25 |
-222.75 |
-1.5% |
15,331.75 |
High |
15,329.75 |
15,076.00 |
-253.75 |
-1.7% |
15,531.25 |
Low |
15,031.50 |
14,834.00 |
-197.50 |
-1.3% |
14,834.00 |
Close |
15,082.25 |
14,851.25 |
-231.00 |
-1.5% |
14,851.25 |
Range |
298.25 |
242.00 |
-56.25 |
-18.9% |
697.25 |
ATR |
262.50 |
261.48 |
-1.02 |
-0.4% |
0.00 |
Volume |
1,332 |
965 |
-367 |
-27.6% |
4,485 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,646.50 |
15,490.75 |
14,984.25 |
|
R3 |
15,404.50 |
15,248.75 |
14,917.75 |
|
R2 |
15,162.50 |
15,162.50 |
14,895.50 |
|
R1 |
15,006.75 |
15,006.75 |
14,873.50 |
14,963.50 |
PP |
14,920.50 |
14,920.50 |
14,920.50 |
14,898.75 |
S1 |
14,764.75 |
14,764.75 |
14,829.00 |
14,721.50 |
S2 |
14,678.50 |
14,678.50 |
14,807.00 |
|
S3 |
14,436.50 |
14,522.75 |
14,784.75 |
|
S4 |
14,194.50 |
14,280.75 |
14,718.25 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,164.00 |
16,704.75 |
15,234.75 |
|
R3 |
16,466.75 |
16,007.50 |
15,043.00 |
|
R2 |
15,769.50 |
15,769.50 |
14,979.00 |
|
R1 |
15,310.25 |
15,310.25 |
14,915.25 |
15,191.25 |
PP |
15,072.25 |
15,072.25 |
15,072.25 |
15,012.50 |
S1 |
14,613.00 |
14,613.00 |
14,787.25 |
14,494.00 |
S2 |
14,375.00 |
14,375.00 |
14,723.50 |
|
S3 |
13,677.75 |
13,915.75 |
14,659.50 |
|
S4 |
12,980.50 |
13,218.50 |
14,467.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,531.25 |
14,834.00 |
697.25 |
4.7% |
260.00 |
1.8% |
2% |
False |
True |
897 |
10 |
15,667.00 |
14,834.00 |
833.00 |
5.6% |
249.25 |
1.7% |
2% |
False |
True |
850 |
20 |
15,667.00 |
14,777.50 |
889.50 |
6.0% |
271.00 |
1.8% |
8% |
False |
False |
940 |
40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.7% |
241.75 |
1.6% |
6% |
False |
False |
652 |
60 |
16,306.75 |
14,777.50 |
1,529.25 |
10.3% |
244.50 |
1.6% |
5% |
False |
False |
462 |
80 |
16,436.50 |
14,777.50 |
1,659.00 |
11.2% |
214.25 |
1.4% |
4% |
False |
False |
348 |
100 |
16,436.50 |
14,777.50 |
1,659.00 |
11.2% |
180.75 |
1.2% |
4% |
False |
False |
278 |
120 |
16,436.50 |
13,453.00 |
2,983.50 |
20.1% |
151.00 |
1.0% |
47% |
False |
False |
232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,104.50 |
2.618 |
15,709.50 |
1.618 |
15,467.50 |
1.000 |
15,318.00 |
0.618 |
15,225.50 |
HIGH |
15,076.00 |
0.618 |
14,983.50 |
0.500 |
14,955.00 |
0.382 |
14,926.50 |
LOW |
14,834.00 |
0.618 |
14,684.50 |
1.000 |
14,592.00 |
1.618 |
14,442.50 |
2.618 |
14,200.50 |
4.250 |
13,805.50 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,955.00 |
15,128.00 |
PP |
14,920.50 |
15,035.75 |
S1 |
14,885.75 |
14,943.50 |
|