Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,622.0 |
15,719.0 |
97.0 |
0.6% |
15,599.0 |
High |
15,705.0 |
15,733.0 |
28.0 |
0.2% |
15,599.0 |
Low |
15,618.0 |
15,719.0 |
101.0 |
0.6% |
15,245.0 |
Close |
15,696.0 |
15,733.0 |
37.0 |
0.2% |
15,508.0 |
Range |
87.0 |
14.0 |
-73.0 |
-83.9% |
354.0 |
ATR |
147.1 |
139.2 |
-7.9 |
-5.3% |
0.0 |
Volume |
84 |
22 |
-62 |
-73.8% |
170 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,770.3 |
15,765.7 |
15,740.7 |
|
R3 |
15,756.3 |
15,751.7 |
15,736.9 |
|
R2 |
15,742.3 |
15,742.3 |
15,735.6 |
|
R1 |
15,737.7 |
15,737.7 |
15,734.3 |
15,740.0 |
PP |
15,728.3 |
15,728.3 |
15,728.3 |
15,729.5 |
S1 |
15,723.7 |
15,723.7 |
15,731.7 |
15,726.0 |
S2 |
15,714.3 |
15,714.3 |
15,730.4 |
|
S3 |
15,700.3 |
15,709.7 |
15,729.2 |
|
S4 |
15,686.3 |
15,695.7 |
15,725.3 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,512.7 |
16,364.3 |
15,702.7 |
|
R3 |
16,158.7 |
16,010.3 |
15,605.4 |
|
R2 |
15,804.7 |
15,804.7 |
15,572.9 |
|
R1 |
15,656.3 |
15,656.3 |
15,540.5 |
15,553.5 |
PP |
15,450.7 |
15,450.7 |
15,450.7 |
15,399.3 |
S1 |
15,302.3 |
15,302.3 |
15,475.6 |
15,199.5 |
S2 |
15,096.7 |
15,096.7 |
15,443.1 |
|
S3 |
14,742.7 |
14,948.3 |
15,410.7 |
|
S4 |
14,388.7 |
14,594.3 |
15,313.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,733.0 |
15,347.0 |
386.0 |
2.5% |
49.6 |
0.3% |
100% |
True |
False |
25 |
10 |
15,733.0 |
15,245.0 |
488.0 |
3.1% |
100.3 |
0.6% |
100% |
True |
False |
30 |
20 |
16,263.0 |
15,245.0 |
1,018.0 |
6.5% |
94.8 |
0.6% |
48% |
False |
False |
23 |
40 |
16,319.0 |
15,245.0 |
1,074.0 |
6.8% |
61.4 |
0.4% |
45% |
False |
False |
12 |
60 |
16,887.0 |
15,245.0 |
1,642.0 |
10.4% |
47.0 |
0.3% |
30% |
False |
False |
8 |
80 |
16,887.0 |
15,245.0 |
1,642.0 |
10.4% |
35.2 |
0.2% |
30% |
False |
False |
6 |
100 |
16,887.0 |
15,245.0 |
1,642.0 |
10.4% |
28.2 |
0.2% |
30% |
False |
False |
5 |
120 |
16,887.0 |
15,245.0 |
1,642.0 |
10.4% |
23.5 |
0.1% |
30% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,792.5 |
2.618 |
15,769.7 |
1.618 |
15,755.7 |
1.000 |
15,747.0 |
0.618 |
15,741.7 |
HIGH |
15,733.0 |
0.618 |
15,727.7 |
0.500 |
15,726.0 |
0.382 |
15,724.3 |
LOW |
15,719.0 |
0.618 |
15,710.3 |
1.000 |
15,705.0 |
1.618 |
15,696.3 |
2.618 |
15,682.3 |
4.250 |
15,659.5 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,730.7 |
15,673.8 |
PP |
15,728.3 |
15,614.7 |
S1 |
15,726.0 |
15,555.5 |
|