| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,001.8 |
2,032.0 |
30.2 |
1.5% |
1,978.5 |
| High |
2,029.0 |
2,047.6 |
18.6 |
0.9% |
2,047.6 |
| Low |
1,996.8 |
2,024.7 |
27.9 |
1.4% |
1,961.6 |
| Close |
2,019.7 |
2,034.0 |
14.3 |
0.7% |
2,034.0 |
| Range |
32.2 |
22.9 |
-9.3 |
-28.9% |
86.0 |
| ATR |
23.0 |
23.3 |
0.4 |
1.5% |
0.0 |
| Volume |
2,587 |
2,500 |
-87 |
-3.4% |
9,944 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.1 |
2,092.0 |
2,046.6 |
|
| R3 |
2,081.2 |
2,069.1 |
2,040.3 |
|
| R2 |
2,058.3 |
2,058.3 |
2,038.2 |
|
| R1 |
2,046.2 |
2,046.2 |
2,036.1 |
2,052.3 |
| PP |
2,035.4 |
2,035.4 |
2,035.4 |
2,038.5 |
| S1 |
2,023.3 |
2,023.3 |
2,031.9 |
2,029.4 |
| S2 |
2,012.5 |
2,012.5 |
2,029.8 |
|
| S3 |
1,989.6 |
2,000.4 |
2,027.7 |
|
| S4 |
1,966.7 |
1,977.5 |
2,021.4 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.4 |
2,239.2 |
2,081.3 |
|
| R3 |
2,186.4 |
2,153.2 |
2,057.7 |
|
| R2 |
2,100.4 |
2,100.4 |
2,049.8 |
|
| R1 |
2,067.2 |
2,067.2 |
2,041.9 |
2,083.8 |
| PP |
2,014.4 |
2,014.4 |
2,014.4 |
2,022.7 |
| S1 |
1,981.2 |
1,981.2 |
2,026.1 |
1,997.8 |
| S2 |
1,928.4 |
1,928.4 |
2,018.2 |
|
| S3 |
1,842.4 |
1,895.2 |
2,010.4 |
|
| S4 |
1,756.4 |
1,809.2 |
1,986.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.6 |
1,961.6 |
86.0 |
4.2% |
25.1 |
1.2% |
84% |
True |
False |
1,988 |
| 10 |
2,047.6 |
1,895.6 |
152.0 |
7.5% |
25.3 |
1.2% |
91% |
True |
False |
2,567 |
| 20 |
2,047.6 |
1,861.7 |
185.9 |
9.1% |
23.0 |
1.1% |
93% |
True |
False |
2,355 |
| 40 |
2,047.6 |
1,861.7 |
185.9 |
9.1% |
18.3 |
0.9% |
93% |
True |
False |
1,547 |
| 60 |
2,050.4 |
1,861.7 |
188.7 |
9.3% |
17.5 |
0.9% |
91% |
False |
False |
1,199 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.1 |
0.8% |
85% |
False |
False |
1,034 |
| 100 |
2,074.8 |
1,861.7 |
213.1 |
10.5% |
17.4 |
0.9% |
81% |
False |
False |
872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.9 |
|
2.618 |
2,107.6 |
|
1.618 |
2,084.7 |
|
1.000 |
2,070.5 |
|
0.618 |
2,061.8 |
|
HIGH |
2,047.6 |
|
0.618 |
2,038.9 |
|
0.500 |
2,036.2 |
|
0.382 |
2,033.4 |
|
LOW |
2,024.7 |
|
0.618 |
2,010.5 |
|
1.000 |
2,001.8 |
|
1.618 |
1,987.6 |
|
2.618 |
1,964.7 |
|
4.250 |
1,927.4 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.2 |
2,026.6 |
| PP |
2,035.4 |
2,019.3 |
| S1 |
2,034.7 |
2,011.9 |
|