Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,748.79 |
14,521.34 |
-227.45 |
-1.5% |
15,052.18 |
High |
14,781.22 |
14,746.37 |
-34.85 |
-0.2% |
15,209.50 |
Low |
14,552.12 |
14,422.56 |
-129.56 |
-0.9% |
14,552.12 |
Close |
14,560.88 |
14,604.85 |
43.97 |
0.3% |
14,560.88 |
Range |
229.10 |
323.81 |
94.71 |
41.3% |
657.38 |
ATR |
237.12 |
243.31 |
6.19 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,562.69 |
15,407.58 |
14,782.95 |
|
R3 |
15,238.88 |
15,083.77 |
14,693.90 |
|
R2 |
14,915.07 |
14,915.07 |
14,664.22 |
|
R1 |
14,759.96 |
14,759.96 |
14,634.53 |
14,837.52 |
PP |
14,591.26 |
14,591.26 |
14,591.26 |
14,630.04 |
S1 |
14,436.15 |
14,436.15 |
14,575.17 |
14,513.71 |
S2 |
14,267.45 |
14,267.45 |
14,545.48 |
|
S3 |
13,943.64 |
14,112.34 |
14,515.80 |
|
S4 |
13,619.83 |
13,788.53 |
14,426.75 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,746.31 |
16,310.97 |
14,922.44 |
|
R3 |
16,088.93 |
15,653.59 |
14,741.66 |
|
R2 |
15,431.55 |
15,431.55 |
14,681.40 |
|
R1 |
14,996.21 |
14,996.21 |
14,621.14 |
14,885.19 |
PP |
14,774.17 |
14,774.17 |
14,774.17 |
14,718.66 |
S1 |
14,338.83 |
14,338.83 |
14,500.62 |
14,227.81 |
S2 |
14,116.79 |
14,116.79 |
14,440.36 |
|
S3 |
13,459.41 |
13,681.45 |
14,380.10 |
|
S4 |
12,802.03 |
13,024.07 |
14,199.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,187.06 |
14,422.56 |
764.50 |
5.2% |
263.59 |
1.8% |
24% |
False |
True |
|
10 |
15,333.98 |
14,422.56 |
911.42 |
6.2% |
233.06 |
1.6% |
20% |
False |
True |
|
20 |
15,333.98 |
14,422.56 |
911.42 |
6.2% |
242.42 |
1.7% |
20% |
False |
True |
|
40 |
15,618.04 |
14,422.56 |
1,195.48 |
8.2% |
208.02 |
1.4% |
15% |
False |
True |
|
60 |
15,801.83 |
14,422.56 |
1,379.27 |
9.4% |
208.80 |
1.4% |
13% |
False |
True |
|
80 |
15,932.05 |
14,422.56 |
1,509.49 |
10.3% |
201.24 |
1.4% |
12% |
False |
True |
|
100 |
15,932.05 |
14,223.85 |
1,708.20 |
11.7% |
202.71 |
1.4% |
22% |
False |
False |
|
120 |
15,932.05 |
12,938.45 |
2,993.60 |
20.5% |
195.93 |
1.3% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,122.56 |
2.618 |
15,594.10 |
1.618 |
15,270.29 |
1.000 |
15,070.18 |
0.618 |
14,946.48 |
HIGH |
14,746.37 |
0.618 |
14,622.67 |
0.500 |
14,584.47 |
0.382 |
14,546.26 |
LOW |
14,422.56 |
0.618 |
14,222.45 |
1.000 |
14,098.75 |
1.618 |
13,898.64 |
2.618 |
13,574.83 |
4.250 |
13,046.37 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,598.06 |
14,723.24 |
PP |
14,591.26 |
14,683.77 |
S1 |
14,584.47 |
14,644.31 |
|