| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,563.7640 |
1,535.9690 |
-27.7950 |
-1.8% |
1,647.2110 |
| High |
1,569.1350 |
1,559.9540 |
-9.1810 |
-0.6% |
1,659.9880 |
| Low |
1,523.0770 |
1,533.6020 |
10.5250 |
0.7% |
1,523.0770 |
| Close |
1,536.0950 |
1,559.8050 |
23.7100 |
1.5% |
1,559.8050 |
| Range |
46.0580 |
26.3520 |
-19.7060 |
-42.8% |
136.9110 |
| ATR |
49.1089 |
47.4834 |
-1.6255 |
-3.3% |
0.0000 |
| Volume |
146,173 |
104,303 |
-41,870 |
-28.6% |
538,085 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,630.1763 |
1,621.3427 |
1,574.2986 |
|
| R3 |
1,603.8243 |
1,594.9907 |
1,567.0518 |
|
| R2 |
1,577.4723 |
1,577.4723 |
1,564.6362 |
|
| R1 |
1,568.6387 |
1,568.6387 |
1,562.2206 |
1,573.0555 |
| PP |
1,551.1203 |
1,551.1203 |
1,551.1203 |
1,553.3288 |
| S1 |
1,542.2867 |
1,542.2867 |
1,557.3894 |
1,546.7035 |
| S2 |
1,524.7683 |
1,524.7683 |
1,554.9738 |
|
| S3 |
1,498.4163 |
1,515.9347 |
1,552.5582 |
|
| S4 |
1,472.0643 |
1,489.5827 |
1,545.3114 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.6897 |
1,912.6583 |
1,635.1061 |
|
| R3 |
1,854.7787 |
1,775.7473 |
1,597.4555 |
|
| R2 |
1,717.8677 |
1,717.8677 |
1,584.9054 |
|
| R1 |
1,638.8363 |
1,638.8363 |
1,572.3552 |
1,609.8965 |
| PP |
1,580.9567 |
1,580.9567 |
1,580.9567 |
1,566.4868 |
| S1 |
1,501.9253 |
1,501.9253 |
1,547.2548 |
1,472.9855 |
| S2 |
1,444.0457 |
1,444.0457 |
1,534.7047 |
|
| S3 |
1,307.1347 |
1,365.0143 |
1,522.1545 |
|
| S4 |
1,170.2237 |
1,228.1033 |
1,484.5040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,659.9880 |
1,523.0770 |
136.9110 |
8.8% |
50.1976 |
3.2% |
27% |
False |
False |
107,617 |
| 10 |
1,743.3590 |
1,523.0770 |
220.2820 |
14.1% |
48.8452 |
3.1% |
17% |
False |
False |
110,096 |
| 20 |
1,743.3590 |
1,523.0770 |
220.2820 |
14.1% |
46.2899 |
3.0% |
17% |
False |
False |
111,200 |
| 40 |
1,743.3590 |
1,523.0770 |
220.2820 |
14.1% |
52.0927 |
3.3% |
17% |
False |
False |
138,681 |
| 60 |
1,905.4210 |
1,523.0770 |
382.3440 |
24.5% |
47.2451 |
3.0% |
10% |
False |
False |
123,279 |
| 80 |
2,026.3210 |
1,523.0770 |
503.2440 |
32.3% |
52.6238 |
3.4% |
7% |
False |
False |
128,049 |
| 100 |
2,026.3210 |
1,523.0770 |
503.2440 |
32.3% |
55.6614 |
3.6% |
7% |
False |
False |
124,069 |
| 120 |
2,026.3210 |
1,523.0770 |
503.2440 |
32.3% |
58.8919 |
3.8% |
7% |
False |
False |
135,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,671.9500 |
|
2.618 |
1,628.9435 |
|
1.618 |
1,602.5915 |
|
1.000 |
1,586.3060 |
|
0.618 |
1,576.2395 |
|
HIGH |
1,559.9540 |
|
0.618 |
1,549.8875 |
|
0.500 |
1,546.7780 |
|
0.382 |
1,543.6685 |
|
LOW |
1,533.6020 |
|
0.618 |
1,517.3165 |
|
1.000 |
1,507.2500 |
|
1.618 |
1,490.9645 |
|
2.618 |
1,464.6125 |
|
4.250 |
1,421.6060 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,555.4627 |
1,556.7685 |
| PP |
1,551.1203 |
1,553.7320 |
| S1 |
1,546.7780 |
1,550.6955 |
|