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 |
15,277.0 |
15,184.0 |
-93.0 |
-0.6% |
15,476.0 |
High |
15,326.0 |
15,184.0 |
-142.0 |
-0.9% |
15,555.0 |
Low |
15,277.0 |
15,051.0 |
-226.0 |
-1.5% |
15,051.0 |
Close |
15,296.0 |
15,065.0 |
-231.0 |
-1.5% |
15,065.0 |
Range |
49.0 |
133.0 |
84.0 |
171.4% |
504.0 |
ATR |
141.2 |
148.6 |
7.4 |
5.3% |
0.0 |
Volume |
4 |
39 |
35 |
875.0% |
90 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,499.0 |
15,415.0 |
15,138.2 |
|
R3 |
15,366.0 |
15,282.0 |
15,101.6 |
|
R2 |
15,233.0 |
15,233.0 |
15,089.4 |
|
R1 |
15,149.0 |
15,149.0 |
15,077.2 |
15,124.5 |
PP |
15,100.0 |
15,100.0 |
15,100.0 |
15,087.8 |
S1 |
15,016.0 |
15,016.0 |
15,052.8 |
14,991.5 |
S2 |
14,967.0 |
14,967.0 |
15,040.6 |
|
S3 |
14,834.0 |
14,883.0 |
15,028.4 |
|
S4 |
14,701.0 |
14,750.0 |
14,991.9 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,735.7 |
16,404.3 |
15,342.2 |
|
R3 |
16,231.7 |
15,900.3 |
15,203.6 |
|
R2 |
15,727.7 |
15,727.7 |
15,157.4 |
|
R1 |
15,396.3 |
15,396.3 |
15,111.2 |
15,310.0 |
PP |
15,223.7 |
15,223.7 |
15,223.7 |
15,180.5 |
S1 |
14,892.3 |
14,892.3 |
15,018.8 |
14,806.0 |
S2 |
14,719.7 |
14,719.7 |
14,972.6 |
|
S3 |
14,215.7 |
14,388.3 |
14,926.4 |
|
S4 |
13,711.7 |
13,884.3 |
14,787.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,555.0 |
15,051.0 |
504.0 |
3.3% |
83.2 |
0.6% |
3% |
False |
True |
18 |
10 |
15,819.0 |
15,051.0 |
768.0 |
5.1% |
94.0 |
0.6% |
2% |
False |
True |
35 |
20 |
15,819.0 |
15,051.0 |
768.0 |
5.1% |
97.6 |
0.6% |
2% |
False |
True |
29 |
40 |
16,319.0 |
15,051.0 |
1,268.0 |
8.4% |
74.7 |
0.5% |
1% |
False |
True |
18 |
60 |
16,873.0 |
15,051.0 |
1,822.0 |
12.1% |
60.4 |
0.4% |
1% |
False |
True |
12 |
80 |
16,887.0 |
15,051.0 |
1,836.0 |
12.2% |
45.3 |
0.3% |
1% |
False |
True |
9 |
100 |
16,887.0 |
15,051.0 |
1,836.0 |
12.2% |
36.2 |
0.2% |
1% |
False |
True |
7 |
120 |
16,887.0 |
15,051.0 |
1,836.0 |
12.2% |
30.2 |
0.2% |
1% |
False |
True |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,749.3 |
2.618 |
15,532.2 |
1.618 |
15,399.2 |
1.000 |
15,317.0 |
0.618 |
15,266.2 |
HIGH |
15,184.0 |
0.618 |
15,133.2 |
0.500 |
15,117.5 |
0.382 |
15,101.8 |
LOW |
15,051.0 |
0.618 |
14,968.8 |
1.000 |
14,918.0 |
1.618 |
14,835.8 |
2.618 |
14,702.8 |
4.250 |
14,485.8 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
15,117.5 |
15,230.5 |
PP |
15,100.0 |
15,175.3 |
S1 |
15,082.5 |
15,120.2 |
|