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 |
27,755 |
27,630 |
-125 |
-0.5% |
28,850 |
High |
27,755 |
27,630 |
-125 |
-0.5% |
29,580 |
Low |
27,490 |
27,480 |
-10 |
0.0% |
28,260 |
Close |
27,755 |
27,630 |
-125 |
-0.5% |
29,035 |
Range |
265 |
150 |
-115 |
-43.4% |
1,320 |
ATR |
655 |
628 |
-27 |
-4.1% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,030 |
27,980 |
27,713 |
|
R3 |
27,880 |
27,830 |
27,671 |
|
R2 |
27,730 |
27,730 |
27,658 |
|
R1 |
27,680 |
27,680 |
27,644 |
27,705 |
PP |
27,580 |
27,580 |
27,580 |
27,593 |
S1 |
27,530 |
27,530 |
27,616 |
27,555 |
S2 |
27,430 |
27,430 |
27,603 |
|
S3 |
27,280 |
27,380 |
27,589 |
|
S4 |
27,130 |
27,230 |
27,548 |
|
|
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 |
27,480 |
1,555 |
5.6% |
324 |
1.2% |
10% |
False |
True |
|
10 |
29,580 |
27,480 |
2,100 |
7.6% |
370 |
1.3% |
7% |
False |
True |
|
20 |
29,580 |
27,100 |
2,480 |
9.0% |
394 |
1.4% |
21% |
False |
False |
|
40 |
29,580 |
26,025 |
3,555 |
12.9% |
384 |
1.4% |
45% |
False |
False |
|
60 |
31,725 |
26,025 |
5,700 |
20.6% |
305 |
1.1% |
28% |
False |
False |
|
80 |
33,700 |
26,025 |
7,675 |
27.8% |
340 |
1.2% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,268 |
2.618 |
28,023 |
1.618 |
27,873 |
1.000 |
27,780 |
0.618 |
27,723 |
HIGH |
27,630 |
0.618 |
27,573 |
0.500 |
27,555 |
0.382 |
27,537 |
LOW |
27,480 |
0.618 |
27,387 |
1.000 |
27,330 |
1.618 |
27,237 |
2.618 |
27,087 |
4.250 |
26,843 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
27,605 |
27,948 |
PP |
27,580 |
27,842 |
S1 |
27,555 |
27,736 |
|