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 |
34,145 |
33,860 |
-285 |
-0.8% |
34,179 |
High |
34,298 |
33,876 |
-422 |
-1.2% |
34,620 |
Low |
33,832 |
33,540 |
-292 |
-0.9% |
33,540 |
Close |
33,868 |
33,575 |
-293 |
-0.9% |
33,575 |
Range |
466 |
336 |
-130 |
-27.9% |
1,080 |
ATR |
384 |
381 |
-3 |
-0.9% |
0 |
Volume |
176 |
145 |
-31 |
-17.6% |
833 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,672 |
34,459 |
33,760 |
|
R3 |
34,336 |
34,123 |
33,668 |
|
R2 |
34,000 |
34,000 |
33,637 |
|
R1 |
33,787 |
33,787 |
33,606 |
33,726 |
PP |
33,664 |
33,664 |
33,664 |
33,633 |
S1 |
33,451 |
33,451 |
33,544 |
33,390 |
S2 |
33,328 |
33,328 |
33,514 |
|
S3 |
32,992 |
33,115 |
33,483 |
|
S4 |
32,656 |
32,779 |
33,390 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,152 |
36,443 |
34,169 |
|
R3 |
36,072 |
35,363 |
33,872 |
|
R2 |
34,992 |
34,992 |
33,773 |
|
R1 |
34,283 |
34,283 |
33,674 |
34,098 |
PP |
33,912 |
33,912 |
33,912 |
33,819 |
S1 |
33,203 |
33,203 |
33,476 |
33,018 |
S2 |
32,832 |
32,832 |
33,377 |
|
S3 |
31,752 |
32,123 |
33,278 |
|
S4 |
30,672 |
31,043 |
32,981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,620 |
33,540 |
1,080 |
3.2% |
387 |
1.2% |
3% |
False |
True |
166 |
10 |
34,620 |
33,540 |
1,080 |
3.2% |
390 |
1.2% |
3% |
False |
True |
148 |
20 |
34,700 |
33,361 |
1,339 |
4.0% |
411 |
1.2% |
16% |
False |
False |
134 |
40 |
35,780 |
33,361 |
2,419 |
7.2% |
339 |
1.0% |
9% |
False |
False |
82 |
60 |
36,433 |
33,361 |
3,072 |
9.1% |
305 |
0.9% |
7% |
False |
False |
56 |
80 |
36,433 |
33,361 |
3,072 |
9.1% |
262 |
0.8% |
7% |
False |
False |
42 |
100 |
36,433 |
33,361 |
3,072 |
9.1% |
220 |
0.7% |
7% |
False |
False |
34 |
120 |
36,433 |
33,361 |
3,072 |
9.1% |
186 |
0.6% |
7% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,304 |
2.618 |
34,756 |
1.618 |
34,420 |
1.000 |
34,212 |
0.618 |
34,084 |
HIGH |
33,876 |
0.618 |
33,748 |
0.500 |
33,708 |
0.382 |
33,668 |
LOW |
33,540 |
0.618 |
33,332 |
1.000 |
33,204 |
1.618 |
32,996 |
2.618 |
32,660 |
4.250 |
32,112 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
33,708 |
33,999 |
PP |
33,664 |
33,858 |
S1 |
33,619 |
33,716 |
|