| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,919.9 |
1,978.5 |
58.6 |
3.1% |
1,900.5 |
| High |
1,983.4 |
1,978.5 |
-4.9 |
-0.2% |
1,983.4 |
| Low |
1,919.9 |
1,961.6 |
41.7 |
2.2% |
1,895.6 |
| Close |
1,980.1 |
1,973.1 |
-7.0 |
-0.4% |
1,980.1 |
| Range |
63.5 |
16.9 |
-46.6 |
-73.4% |
87.8 |
| ATR |
21.6 |
21.3 |
-0.2 |
-1.0% |
0.0 |
| Volume |
5,601 |
1,669 |
-3,932 |
-70.2% |
15,729 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.8 |
2,014.3 |
1,982.4 |
|
| R3 |
2,004.9 |
1,997.4 |
1,977.7 |
|
| R2 |
1,988.0 |
1,988.0 |
1,976.2 |
|
| R1 |
1,980.5 |
1,980.5 |
1,974.6 |
1,975.8 |
| PP |
1,971.1 |
1,971.1 |
1,971.1 |
1,968.7 |
| S1 |
1,963.6 |
1,963.6 |
1,971.6 |
1,958.9 |
| S2 |
1,954.2 |
1,954.2 |
1,970.0 |
|
| S3 |
1,937.3 |
1,946.7 |
1,968.5 |
|
| S4 |
1,920.4 |
1,929.8 |
1,963.8 |
|
|
| 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 |
1,904.1 |
79.3 |
4.0% |
25.3 |
1.3% |
87% |
False |
False |
3,032 |
| 10 |
1,983.4 |
1,861.7 |
121.7 |
6.2% |
21.3 |
1.1% |
92% |
False |
False |
2,849 |
| 20 |
2,007.5 |
1,861.7 |
145.8 |
7.4% |
20.0 |
1.0% |
76% |
False |
False |
2,157 |
| 40 |
2,018.8 |
1,861.7 |
157.1 |
8.0% |
17.0 |
0.9% |
71% |
False |
False |
1,421 |
| 60 |
2,060.6 |
1,861.7 |
198.9 |
10.1% |
16.8 |
0.9% |
56% |
False |
False |
1,121 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.3% |
16.5 |
0.8% |
55% |
False |
False |
943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,050.3 |
|
2.618 |
2,022.7 |
|
1.618 |
2,005.8 |
|
1.000 |
1,995.4 |
|
0.618 |
1,988.9 |
|
HIGH |
1,978.5 |
|
0.618 |
1,972.0 |
|
0.500 |
1,970.1 |
|
0.382 |
1,968.1 |
|
LOW |
1,961.6 |
|
0.618 |
1,951.2 |
|
1.000 |
1,944.7 |
|
1.618 |
1,934.3 |
|
2.618 |
1,917.4 |
|
4.250 |
1,889.8 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,972.1 |
1,965.8 |
| PP |
1,971.1 |
1,958.5 |
| S1 |
1,970.1 |
1,951.3 |
|