Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,719.0 |
15,819.0 |
100.0 |
0.6% |
15,599.0 |
High |
15,733.0 |
15,819.0 |
86.0 |
0.5% |
15,599.0 |
Low |
15,719.0 |
15,616.0 |
-103.0 |
-0.7% |
15,245.0 |
Close |
15,733.0 |
15,701.0 |
-32.0 |
-0.2% |
15,508.0 |
Range |
14.0 |
203.0 |
189.0 |
1,350.0% |
354.0 |
ATR |
139.2 |
143.8 |
4.6 |
3.3% |
0.0 |
Volume |
22 |
45 |
23 |
104.5% |
170 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,321.0 |
16,214.0 |
15,812.7 |
|
R3 |
16,118.0 |
16,011.0 |
15,756.8 |
|
R2 |
15,915.0 |
15,915.0 |
15,738.2 |
|
R1 |
15,808.0 |
15,808.0 |
15,719.6 |
15,760.0 |
PP |
15,712.0 |
15,712.0 |
15,712.0 |
15,688.0 |
S1 |
15,605.0 |
15,605.0 |
15,682.4 |
15,557.0 |
S2 |
15,509.0 |
15,509.0 |
15,663.8 |
|
S3 |
15,306.0 |
15,402.0 |
15,645.2 |
|
S4 |
15,103.0 |
15,199.0 |
15,589.4 |
|
|
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 |
15,819.0 |
15,378.0 |
441.0 |
2.8% |
90.0 |
0.6% |
73% |
True |
False |
33 |
10 |
15,819.0 |
15,245.0 |
574.0 |
3.7% |
100.5 |
0.6% |
79% |
True |
False |
33 |
20 |
16,263.0 |
15,245.0 |
1,018.0 |
6.5% |
96.4 |
0.6% |
45% |
False |
False |
25 |
40 |
16,319.0 |
15,245.0 |
1,074.0 |
6.8% |
60.0 |
0.4% |
42% |
False |
False |
13 |
60 |
16,887.0 |
15,245.0 |
1,642.0 |
10.5% |
50.4 |
0.3% |
28% |
False |
False |
9 |
80 |
16,887.0 |
15,245.0 |
1,642.0 |
10.5% |
37.8 |
0.2% |
28% |
False |
False |
6 |
100 |
16,887.0 |
15,245.0 |
1,642.0 |
10.5% |
30.2 |
0.2% |
28% |
False |
False |
5 |
120 |
16,887.0 |
15,245.0 |
1,642.0 |
10.5% |
25.2 |
0.2% |
28% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,681.8 |
2.618 |
16,350.5 |
1.618 |
16,147.5 |
1.000 |
16,022.0 |
0.618 |
15,944.5 |
HIGH |
15,819.0 |
0.618 |
15,741.5 |
0.500 |
15,717.5 |
0.382 |
15,693.5 |
LOW |
15,616.0 |
0.618 |
15,490.5 |
1.000 |
15,413.0 |
1.618 |
15,287.5 |
2.618 |
15,084.5 |
4.250 |
14,753.3 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,717.5 |
15,717.5 |
PP |
15,712.0 |
15,712.0 |
S1 |
15,706.5 |
15,706.5 |
|