| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,976.2 |
2,001.8 |
25.6 |
1.3% |
1,900.5 |
| High |
2,013.3 |
2,029.0 |
15.7 |
0.8% |
1,983.4 |
| Low |
1,976.2 |
1,996.8 |
20.6 |
1.0% |
1,895.6 |
| Close |
2,007.6 |
2,019.7 |
12.1 |
0.6% |
1,980.1 |
| Range |
37.1 |
32.2 |
-4.9 |
-13.2% |
87.8 |
| ATR |
22.3 |
23.0 |
0.7 |
3.2% |
0.0 |
| Volume |
2,008 |
2,587 |
579 |
28.8% |
15,729 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.8 |
2,097.9 |
2,037.4 |
|
| R3 |
2,079.6 |
2,065.7 |
2,028.6 |
|
| R2 |
2,047.4 |
2,047.4 |
2,025.6 |
|
| R1 |
2,033.5 |
2,033.5 |
2,022.7 |
2,040.5 |
| PP |
2,015.2 |
2,015.2 |
2,015.2 |
2,018.6 |
| S1 |
2,001.3 |
2,001.3 |
2,016.7 |
2,008.3 |
| S2 |
1,983.0 |
1,983.0 |
2,013.8 |
|
| S3 |
1,950.8 |
1,969.1 |
2,010.8 |
|
| S4 |
1,918.6 |
1,936.9 |
2,002.0 |
|
|
| 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 |
2,029.0 |
1,919.9 |
109.1 |
5.4% |
33.3 |
1.6% |
91% |
True |
False |
2,609 |
| 10 |
2,029.0 |
1,861.7 |
167.3 |
8.3% |
25.5 |
1.3% |
94% |
True |
False |
2,705 |
| 20 |
2,029.0 |
1,861.7 |
167.3 |
8.3% |
22.3 |
1.1% |
94% |
True |
False |
2,266 |
| 40 |
2,029.0 |
1,861.7 |
167.3 |
8.3% |
18.0 |
0.9% |
94% |
True |
False |
1,492 |
| 60 |
2,060.6 |
1,861.7 |
198.9 |
9.8% |
17.7 |
0.9% |
79% |
False |
False |
1,166 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
17.0 |
0.8% |
78% |
False |
False |
1,004 |
| 100 |
2,074.8 |
1,861.7 |
213.1 |
10.6% |
17.3 |
0.9% |
74% |
False |
False |
848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.9 |
|
2.618 |
2,113.3 |
|
1.618 |
2,081.1 |
|
1.000 |
2,061.2 |
|
0.618 |
2,048.9 |
|
HIGH |
2,029.0 |
|
0.618 |
2,016.7 |
|
0.500 |
2,012.9 |
|
0.382 |
2,009.1 |
|
LOW |
1,996.8 |
|
0.618 |
1,976.9 |
|
1.000 |
1,964.6 |
|
1.618 |
1,944.7 |
|
2.618 |
1,912.5 |
|
4.250 |
1,860.0 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.4 |
2,012.1 |
| PP |
2,015.2 |
2,004.6 |
| S1 |
2,012.9 |
1,997.0 |
|