| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,970.5 |
1,976.2 |
5.7 |
0.3% |
1,900.5 |
| High |
1,981.6 |
2,013.3 |
31.7 |
1.6% |
1,983.4 |
| Low |
1,965.0 |
1,976.2 |
11.2 |
0.6% |
1,895.6 |
| Close |
1,974.6 |
2,007.6 |
33.0 |
1.7% |
1,980.1 |
| Range |
16.6 |
37.1 |
20.5 |
123.5% |
87.8 |
| ATR |
21.0 |
22.3 |
1.3 |
6.0% |
0.0 |
| Volume |
1,180 |
2,008 |
828 |
70.2% |
15,729 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.3 |
2,096.1 |
2,028.0 |
|
| R3 |
2,073.2 |
2,059.0 |
2,017.8 |
|
| R2 |
2,036.1 |
2,036.1 |
2,014.4 |
|
| R1 |
2,021.9 |
2,021.9 |
2,011.0 |
2,029.0 |
| PP |
1,999.0 |
1,999.0 |
1,999.0 |
2,002.6 |
| S1 |
1,984.8 |
1,984.8 |
2,004.2 |
1,991.9 |
| S2 |
1,961.9 |
1,961.9 |
2,000.8 |
|
| S3 |
1,924.8 |
1,947.7 |
1,997.4 |
|
| S4 |
1,887.7 |
1,910.6 |
1,987.2 |
|
|
| 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 |
2,013.3 |
1,919.1 |
94.2 |
4.7% |
30.0 |
1.5% |
94% |
True |
False |
2,505 |
| 10 |
2,013.3 |
1,861.7 |
151.6 |
7.6% |
23.7 |
1.2% |
96% |
True |
False |
2,804 |
| 20 |
2,013.3 |
1,861.7 |
151.6 |
7.6% |
21.5 |
1.1% |
96% |
True |
False |
2,214 |
| 40 |
2,018.8 |
1,861.7 |
157.1 |
7.8% |
17.7 |
0.9% |
93% |
False |
False |
1,460 |
| 60 |
2,060.6 |
1,861.7 |
198.9 |
9.9% |
17.4 |
0.9% |
73% |
False |
False |
1,141 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.2% |
16.7 |
0.8% |
72% |
False |
False |
974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.0 |
|
2.618 |
2,110.4 |
|
1.618 |
2,073.3 |
|
1.000 |
2,050.4 |
|
0.618 |
2,036.2 |
|
HIGH |
2,013.3 |
|
0.618 |
1,999.1 |
|
0.500 |
1,994.8 |
|
0.382 |
1,990.4 |
|
LOW |
1,976.2 |
|
0.618 |
1,953.3 |
|
1.000 |
1,939.1 |
|
1.618 |
1,916.2 |
|
2.618 |
1,879.1 |
|
4.250 |
1,818.5 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.3 |
2,000.9 |
| PP |
1,999.0 |
1,994.2 |
| S1 |
1,994.8 |
1,987.5 |
|