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 |
15,016.25 |
14,879.25 |
-137.00 |
-0.9% |
15,331.75 |
High |
15,076.00 |
15,040.75 |
-35.25 |
-0.2% |
15,531.25 |
Low |
14,834.00 |
14,701.50 |
-132.50 |
-0.9% |
14,834.00 |
Close |
14,851.25 |
14,900.25 |
49.00 |
0.3% |
14,851.25 |
Range |
242.00 |
339.25 |
97.25 |
40.2% |
697.25 |
ATR |
261.48 |
267.03 |
5.56 |
2.1% |
0.00 |
Volume |
965 |
868 |
-97 |
-10.1% |
4,485 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,898.50 |
15,738.75 |
15,086.75 |
|
R3 |
15,559.25 |
15,399.50 |
14,993.50 |
|
R2 |
15,220.00 |
15,220.00 |
14,962.50 |
|
R1 |
15,060.25 |
15,060.25 |
14,931.25 |
15,140.00 |
PP |
14,880.75 |
14,880.75 |
14,880.75 |
14,920.75 |
S1 |
14,721.00 |
14,721.00 |
14,869.25 |
14,801.00 |
S2 |
14,541.50 |
14,541.50 |
14,838.00 |
|
S3 |
14,202.25 |
14,381.75 |
14,807.00 |
|
S4 |
13,863.00 |
14,042.50 |
14,713.75 |
|
|
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 |
15,504.75 |
14,701.50 |
803.25 |
5.4% |
277.25 |
1.9% |
25% |
False |
True |
957 |
10 |
15,667.00 |
14,701.50 |
965.50 |
6.5% |
256.75 |
1.7% |
21% |
False |
True |
858 |
20 |
15,667.00 |
14,701.50 |
965.50 |
6.5% |
279.50 |
1.9% |
21% |
False |
True |
954 |
40 |
16,063.50 |
14,701.50 |
1,362.00 |
9.1% |
243.25 |
1.6% |
15% |
False |
True |
672 |
60 |
16,306.75 |
14,701.50 |
1,605.25 |
10.8% |
247.50 |
1.7% |
12% |
False |
True |
477 |
80 |
16,436.50 |
14,701.50 |
1,735.00 |
11.6% |
218.50 |
1.5% |
11% |
False |
True |
359 |
100 |
16,436.50 |
14,701.50 |
1,735.00 |
11.6% |
184.25 |
1.2% |
11% |
False |
True |
287 |
120 |
16,436.50 |
13,453.00 |
2,983.50 |
20.0% |
153.75 |
1.0% |
49% |
False |
False |
239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,482.50 |
2.618 |
15,929.00 |
1.618 |
15,589.75 |
1.000 |
15,380.00 |
0.618 |
15,250.50 |
HIGH |
15,040.75 |
0.618 |
14,911.25 |
0.500 |
14,871.00 |
0.382 |
14,831.00 |
LOW |
14,701.50 |
0.618 |
14,491.75 |
1.000 |
14,362.25 |
1.618 |
14,152.50 |
2.618 |
13,813.25 |
4.250 |
13,259.75 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,890.50 |
15,015.50 |
PP |
14,880.75 |
14,977.25 |
S1 |
14,871.00 |
14,938.75 |
|