Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,879.25 |
14,929.25 |
50.00 |
0.3% |
15,331.75 |
High |
15,040.75 |
15,119.25 |
78.50 |
0.5% |
15,531.25 |
Low |
14,701.50 |
14,895.75 |
194.25 |
1.3% |
14,834.00 |
Close |
14,900.25 |
15,034.75 |
134.50 |
0.9% |
14,851.25 |
Range |
339.25 |
223.50 |
-115.75 |
-34.1% |
697.25 |
ATR |
267.03 |
263.92 |
-3.11 |
-1.2% |
0.00 |
Volume |
868 |
1,205 |
337 |
38.8% |
4,485 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,687.00 |
15,584.50 |
15,157.75 |
|
R3 |
15,463.50 |
15,361.00 |
15,096.25 |
|
R2 |
15,240.00 |
15,240.00 |
15,075.75 |
|
R1 |
15,137.50 |
15,137.50 |
15,055.25 |
15,188.75 |
PP |
15,016.50 |
15,016.50 |
15,016.50 |
15,042.25 |
S1 |
14,914.00 |
14,914.00 |
15,014.25 |
14,965.25 |
S2 |
14,793.00 |
14,793.00 |
14,993.75 |
|
S3 |
14,569.50 |
14,690.50 |
14,973.25 |
|
S4 |
14,346.00 |
14,467.00 |
14,911.75 |
|
|
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 |
15,422.00 |
14,701.50 |
720.50 |
4.8% |
270.50 |
1.8% |
46% |
False |
False |
1,035 |
10 |
15,667.00 |
14,701.50 |
965.50 |
6.4% |
258.25 |
1.7% |
35% |
False |
False |
901 |
20 |
15,667.00 |
14,701.50 |
965.50 |
6.4% |
276.50 |
1.8% |
35% |
False |
False |
970 |
40 |
16,063.50 |
14,701.50 |
1,362.00 |
9.1% |
245.00 |
1.6% |
24% |
False |
False |
701 |
60 |
16,280.25 |
14,701.50 |
1,578.75 |
10.5% |
249.75 |
1.7% |
21% |
False |
False |
497 |
80 |
16,436.50 |
14,701.50 |
1,735.00 |
11.5% |
221.00 |
1.5% |
19% |
False |
False |
374 |
100 |
16,436.50 |
14,701.50 |
1,735.00 |
11.5% |
185.75 |
1.2% |
19% |
False |
False |
299 |
120 |
16,436.50 |
13,453.00 |
2,983.50 |
19.8% |
155.50 |
1.0% |
53% |
False |
False |
249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,069.00 |
2.618 |
15,704.25 |
1.618 |
15,480.75 |
1.000 |
15,342.75 |
0.618 |
15,257.25 |
HIGH |
15,119.25 |
0.618 |
15,033.75 |
0.500 |
15,007.50 |
0.382 |
14,981.25 |
LOW |
14,895.75 |
0.618 |
14,757.75 |
1.000 |
14,672.25 |
1.618 |
14,534.25 |
2.618 |
14,310.75 |
4.250 |
13,946.00 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,025.75 |
14,993.25 |
PP |
15,016.50 |
14,951.75 |
S1 |
15,007.50 |
14,910.50 |
|