| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,928.0 |
1,919.9 |
-8.1 |
-0.4% |
1,900.5 |
| High |
1,935.2 |
1,983.4 |
48.2 |
2.5% |
1,983.4 |
| Low |
1,919.1 |
1,919.9 |
0.8 |
0.0% |
1,895.6 |
| Close |
1,921.2 |
1,980.1 |
58.9 |
3.1% |
1,980.1 |
| Range |
16.1 |
63.5 |
47.4 |
294.4% |
87.8 |
| ATR |
18.3 |
21.6 |
3.2 |
17.6% |
0.0 |
| Volume |
2,071 |
5,601 |
3,530 |
170.4% |
15,729 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.6 |
2,129.4 |
2,015.0 |
|
| R3 |
2,088.1 |
2,065.9 |
1,997.6 |
|
| R2 |
2,024.6 |
2,024.6 |
1,991.7 |
|
| R1 |
2,002.4 |
2,002.4 |
1,985.9 |
2,013.5 |
| PP |
1,961.1 |
1,961.1 |
1,961.1 |
1,966.7 |
| S1 |
1,938.9 |
1,938.9 |
1,974.3 |
1,950.0 |
| S2 |
1,897.6 |
1,897.6 |
1,968.5 |
|
| S3 |
1,834.1 |
1,875.4 |
1,962.6 |
|
| S4 |
1,770.6 |
1,811.9 |
1,945.2 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.4 |
2,186.1 |
2,028.4 |
|
| R3 |
2,128.6 |
2,098.3 |
2,004.2 |
|
| R2 |
2,040.8 |
2,040.8 |
1,996.2 |
|
| R1 |
2,010.5 |
2,010.5 |
1,988.1 |
2,025.7 |
| PP |
1,953.0 |
1,953.0 |
1,953.0 |
1,960.6 |
| S1 |
1,922.7 |
1,922.7 |
1,972.1 |
1,937.9 |
| S2 |
1,865.2 |
1,865.2 |
1,964.0 |
|
| S3 |
1,777.4 |
1,834.9 |
1,956.0 |
|
| S4 |
1,689.6 |
1,747.1 |
1,931.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,983.4 |
1,895.6 |
87.8 |
4.4% |
25.4 |
1.3% |
96% |
True |
False |
3,145 |
| 10 |
1,983.4 |
1,861.7 |
121.7 |
6.1% |
21.8 |
1.1% |
97% |
True |
False |
2,846 |
| 20 |
2,007.5 |
1,861.7 |
145.8 |
7.4% |
19.6 |
1.0% |
81% |
False |
False |
2,107 |
| 40 |
2,018.8 |
1,861.7 |
157.1 |
7.9% |
16.8 |
0.8% |
75% |
False |
False |
1,392 |
| 60 |
2,060.6 |
1,861.7 |
198.9 |
10.0% |
16.7 |
0.8% |
60% |
False |
False |
1,100 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.3% |
16.5 |
0.8% |
58% |
False |
False |
927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,253.3 |
|
2.618 |
2,149.6 |
|
1.618 |
2,086.1 |
|
1.000 |
2,046.9 |
|
0.618 |
2,022.6 |
|
HIGH |
1,983.4 |
|
0.618 |
1,959.1 |
|
0.500 |
1,951.7 |
|
0.382 |
1,944.2 |
|
LOW |
1,919.9 |
|
0.618 |
1,880.7 |
|
1.000 |
1,856.4 |
|
1.618 |
1,817.2 |
|
2.618 |
1,753.7 |
|
4.250 |
1,650.0 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,970.6 |
1,968.9 |
| PP |
1,961.1 |
1,957.7 |
| S1 |
1,951.7 |
1,946.5 |
|