Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
33,822.20 |
33,845.65 |
23.45 |
0.1% |
33,455.50 |
High |
33,882.55 |
33,863.80 |
-18.75 |
-0.1% |
33,557.69 |
Low |
33,612.25 |
33,455.60 |
-156.65 |
-0.5% |
32,846.94 |
Close |
33,804.87 |
33,631.14 |
-173.73 |
-0.5% |
33,407.58 |
Range |
270.30 |
408.20 |
137.90 |
51.0% |
710.75 |
ATR |
344.60 |
349.14 |
4.54 |
1.3% |
0.00 |
Volume |
256,562,562 |
290,364,412 |
33,801,850 |
13.2% |
1,474,554,398 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,874.78 |
34,661.16 |
33,855.65 |
|
R3 |
34,466.58 |
34,252.96 |
33,743.40 |
|
R2 |
34,058.38 |
34,058.38 |
33,705.98 |
|
R1 |
33,844.76 |
33,844.76 |
33,668.56 |
33,747.47 |
PP |
33,650.18 |
33,650.18 |
33,650.18 |
33,601.54 |
S1 |
33,436.56 |
33,436.56 |
33,593.72 |
33,339.27 |
S2 |
33,241.98 |
33,241.98 |
33,556.30 |
|
S3 |
32,833.78 |
33,028.36 |
33,518.89 |
|
S4 |
32,425.58 |
32,620.16 |
33,406.63 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,402.99 |
35,116.03 |
33,798.49 |
|
R3 |
34,692.24 |
34,405.28 |
33,603.04 |
|
R2 |
33,981.49 |
33,981.49 |
33,537.88 |
|
R1 |
33,694.53 |
33,694.53 |
33,472.73 |
33,482.64 |
PP |
33,270.74 |
33,270.74 |
33,270.74 |
33,164.79 |
S1 |
32,983.78 |
32,983.78 |
33,342.43 |
32,771.89 |
S2 |
32,559.99 |
32,559.99 |
33,277.28 |
|
S3 |
31,849.24 |
32,273.03 |
33,212.12 |
|
S4 |
31,138.49 |
31,562.28 |
33,016.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33,898.22 |
32,846.94 |
1,051.28 |
3.1% |
412.25 |
1.2% |
75% |
False |
False |
273,795,870 |
10 |
33,898.22 |
32,846.94 |
1,051.28 |
3.1% |
383.82 |
1.1% |
75% |
False |
False |
282,912,893 |
20 |
34,902.04 |
32,846.94 |
2,055.10 |
6.1% |
339.05 |
1.0% |
38% |
False |
False |
297,992,834 |
40 |
35,070.21 |
32,846.94 |
2,223.27 |
6.6% |
317.31 |
0.9% |
35% |
False |
False |
305,871,778 |
60 |
35,679.13 |
32,846.94 |
2,832.19 |
8.4% |
307.42 |
0.9% |
28% |
False |
False |
312,241,602 |
80 |
35,679.13 |
32,846.94 |
2,832.19 |
8.4% |
290.58 |
0.9% |
28% |
False |
False |
310,090,677 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
9.2% |
293.26 |
0.9% |
34% |
False |
False |
319,387,119 |
120 |
35,679.13 |
32,586.56 |
3,092.57 |
9.2% |
302.99 |
0.9% |
34% |
False |
False |
314,100,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,598.65 |
2.618 |
34,932.47 |
1.618 |
34,524.27 |
1.000 |
34,272.00 |
0.618 |
34,116.07 |
HIGH |
33,863.80 |
0.618 |
33,707.87 |
0.500 |
33,659.70 |
0.382 |
33,611.53 |
LOW |
33,455.60 |
0.618 |
33,203.33 |
1.000 |
33,047.40 |
1.618 |
32,795.13 |
2.618 |
32,386.93 |
4.250 |
31,720.75 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
33,659.70 |
33,676.91 |
PP |
33,650.18 |
33,661.65 |
S1 |
33,640.66 |
33,646.40 |
|