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 |
28,415 |
27,755 |
-660 |
-2.3% |
28,850 |
High |
28,415 |
27,755 |
-660 |
-2.3% |
29,580 |
Low |
28,310 |
27,490 |
-820 |
-2.9% |
28,260 |
Close |
28,415 |
27,755 |
-660 |
-2.3% |
29,035 |
Range |
105 |
265 |
160 |
152.4% |
1,320 |
ATR |
634 |
655 |
21 |
3.3% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,462 |
28,373 |
27,901 |
|
R3 |
28,197 |
28,108 |
27,828 |
|
R2 |
27,932 |
27,932 |
27,804 |
|
R1 |
27,843 |
27,843 |
27,779 |
27,888 |
PP |
27,667 |
27,667 |
27,667 |
27,689 |
S1 |
27,578 |
27,578 |
27,731 |
27,623 |
S2 |
27,402 |
27,402 |
27,706 |
|
S3 |
27,137 |
27,313 |
27,682 |
|
S4 |
26,872 |
27,048 |
27,609 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,918 |
32,297 |
29,761 |
|
R3 |
31,598 |
30,977 |
29,398 |
|
R2 |
30,278 |
30,278 |
29,277 |
|
R1 |
29,657 |
29,657 |
29,156 |
29,968 |
PP |
28,958 |
28,958 |
28,958 |
29,114 |
S1 |
28,337 |
28,337 |
28,914 |
28,648 |
S2 |
27,638 |
27,638 |
28,793 |
|
S3 |
26,318 |
27,017 |
28,672 |
|
S4 |
24,998 |
25,697 |
28,309 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,035 |
27,490 |
1,545 |
5.6% |
412 |
1.5% |
17% |
False |
True |
|
10 |
29,580 |
27,390 |
2,190 |
7.9% |
447 |
1.6% |
17% |
False |
False |
|
20 |
29,580 |
27,100 |
2,480 |
8.9% |
415 |
1.5% |
26% |
False |
False |
|
40 |
30,700 |
26,025 |
4,675 |
16.8% |
383 |
1.4% |
37% |
False |
False |
|
60 |
31,915 |
26,025 |
5,890 |
21.2% |
302 |
1.1% |
29% |
False |
False |
|
80 |
33,700 |
26,025 |
7,675 |
27.7% |
341 |
1.2% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,881 |
2.618 |
28,449 |
1.618 |
28,184 |
1.000 |
28,020 |
0.618 |
27,919 |
HIGH |
27,755 |
0.618 |
27,654 |
0.500 |
27,623 |
0.382 |
27,591 |
LOW |
27,490 |
0.618 |
27,326 |
1.000 |
27,225 |
1.618 |
27,061 |
2.618 |
26,796 |
4.250 |
26,364 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
27,711 |
28,070 |
PP |
27,667 |
27,965 |
S1 |
27,623 |
27,860 |
|