Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
15,615.0 |
15,476.0 |
-139.0 |
-0.9% |
15,415.0 |
High |
15,615.0 |
15,501.0 |
-114.0 |
-0.7% |
15,819.0 |
Low |
15,432.0 |
15,420.0 |
-12.0 |
-0.1% |
15,378.0 |
Close |
15,454.0 |
15,492.0 |
38.0 |
0.2% |
15,454.0 |
Range |
183.0 |
81.0 |
-102.0 |
-55.7% |
441.0 |
ATR |
152.7 |
147.6 |
-5.1 |
-3.4% |
0.0 |
Volume |
109 |
35 |
-74 |
-67.9% |
264 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,714.0 |
15,684.0 |
15,536.6 |
|
R3 |
15,633.0 |
15,603.0 |
15,514.3 |
|
R2 |
15,552.0 |
15,552.0 |
15,506.9 |
|
R1 |
15,522.0 |
15,522.0 |
15,499.4 |
15,537.0 |
PP |
15,471.0 |
15,471.0 |
15,471.0 |
15,478.5 |
S1 |
15,441.0 |
15,441.0 |
15,484.6 |
15,456.0 |
S2 |
15,390.0 |
15,390.0 |
15,477.2 |
|
S3 |
15,309.0 |
15,360.0 |
15,469.7 |
|
S4 |
15,228.0 |
15,279.0 |
15,447.5 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,873.3 |
16,604.7 |
15,696.6 |
|
R3 |
16,432.3 |
16,163.7 |
15,575.3 |
|
R2 |
15,991.3 |
15,991.3 |
15,534.9 |
|
R1 |
15,722.7 |
15,722.7 |
15,494.4 |
15,857.0 |
PP |
15,550.3 |
15,550.3 |
15,550.3 |
15,617.5 |
S1 |
15,281.7 |
15,281.7 |
15,413.6 |
15,416.0 |
S2 |
15,109.3 |
15,109.3 |
15,373.2 |
|
S3 |
14,668.3 |
14,840.7 |
15,332.7 |
|
S4 |
14,227.3 |
14,399.7 |
15,211.5 |
|
|
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 |
15,420.0 |
399.0 |
2.6% |
113.6 |
0.7% |
18% |
False |
True |
59 |
10 |
15,819.0 |
15,245.0 |
574.0 |
3.7% |
109.5 |
0.7% |
43% |
False |
False |
39 |
20 |
16,114.0 |
15,245.0 |
869.0 |
5.6% |
98.3 |
0.6% |
28% |
False |
False |
30 |
40 |
16,319.0 |
15,245.0 |
1,074.0 |
6.9% |
66.4 |
0.4% |
23% |
False |
False |
16 |
60 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
54.8 |
0.4% |
15% |
False |
False |
11 |
80 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
41.1 |
0.3% |
15% |
False |
False |
8 |
100 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
32.9 |
0.2% |
15% |
False |
False |
7 |
120 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
27.4 |
0.2% |
15% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,845.3 |
2.618 |
15,713.1 |
1.618 |
15,632.1 |
1.000 |
15,582.0 |
0.618 |
15,551.1 |
HIGH |
15,501.0 |
0.618 |
15,470.1 |
0.500 |
15,460.5 |
0.382 |
15,450.9 |
LOW |
15,420.0 |
0.618 |
15,369.9 |
1.000 |
15,339.0 |
1.618 |
15,288.9 |
2.618 |
15,207.9 |
4.250 |
15,075.8 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,481.5 |
15,619.5 |
PP |
15,471.0 |
15,577.0 |
S1 |
15,460.5 |
15,534.5 |
|