| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,900.5 |
1,912.6 |
12.1 |
0.6% |
1,901.8 |
| High |
1,913.2 |
1,915.2 |
2.0 |
0.1% |
1,902.1 |
| Low |
1,895.6 |
1,904.1 |
8.5 |
0.4% |
1,861.7 |
| Close |
1,902.1 |
1,913.1 |
11.0 |
0.6% |
1,882.9 |
| Range |
17.6 |
11.1 |
-6.5 |
-36.9% |
40.4 |
| ATR |
18.9 |
18.5 |
-0.4 |
-2.2% |
0.0 |
| Volume |
2,235 |
3,318 |
1,083 |
48.5% |
12,737 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,944.1 |
1,939.7 |
1,919.2 |
|
| R3 |
1,933.0 |
1,928.6 |
1,916.2 |
|
| R2 |
1,921.9 |
1,921.9 |
1,915.1 |
|
| R1 |
1,917.5 |
1,917.5 |
1,914.1 |
1,919.7 |
| PP |
1,910.8 |
1,910.8 |
1,910.8 |
1,911.9 |
| S1 |
1,906.4 |
1,906.4 |
1,912.1 |
1,908.6 |
| S2 |
1,899.7 |
1,899.7 |
1,911.1 |
|
| S3 |
1,888.6 |
1,895.3 |
1,910.0 |
|
| S4 |
1,877.5 |
1,884.2 |
1,907.0 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.4 |
1,983.6 |
1,905.1 |
|
| R3 |
1,963.0 |
1,943.2 |
1,894.0 |
|
| R2 |
1,922.6 |
1,922.6 |
1,890.3 |
|
| R1 |
1,902.8 |
1,902.8 |
1,886.6 |
1,892.5 |
| PP |
1,882.2 |
1,882.2 |
1,882.2 |
1,877.1 |
| S1 |
1,862.4 |
1,862.4 |
1,879.2 |
1,852.1 |
| S2 |
1,841.8 |
1,841.8 |
1,875.5 |
|
| S3 |
1,801.4 |
1,822.0 |
1,871.8 |
|
| S4 |
1,761.0 |
1,781.6 |
1,860.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,915.2 |
1,861.7 |
53.5 |
2.8% |
16.3 |
0.9% |
96% |
True |
False |
2,912 |
| 10 |
1,960.0 |
1,861.7 |
98.3 |
5.1% |
20.6 |
1.1% |
52% |
False |
False |
2,452 |
| 20 |
2,007.5 |
1,861.7 |
145.8 |
7.6% |
16.6 |
0.9% |
35% |
False |
False |
1,717 |
| 40 |
2,018.8 |
1,861.7 |
157.1 |
8.2% |
15.5 |
0.8% |
33% |
False |
False |
1,159 |
| 60 |
2,065.5 |
1,861.7 |
203.8 |
10.7% |
15.9 |
0.8% |
25% |
False |
False |
943 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.7% |
16.0 |
0.8% |
25% |
False |
False |
814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,962.4 |
|
2.618 |
1,944.3 |
|
1.618 |
1,933.2 |
|
1.000 |
1,926.3 |
|
0.618 |
1,922.1 |
|
HIGH |
1,915.2 |
|
0.618 |
1,911.0 |
|
0.500 |
1,909.7 |
|
0.382 |
1,908.3 |
|
LOW |
1,904.1 |
|
0.618 |
1,897.2 |
|
1.000 |
1,893.0 |
|
1.618 |
1,886.1 |
|
2.618 |
1,875.0 |
|
4.250 |
1,856.9 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,912.0 |
1,904.9 |
| PP |
1,910.8 |
1,896.7 |
| S1 |
1,909.7 |
1,888.5 |
|