| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
148.508 |
148.713 |
0.205 |
0.1% |
149.517 |
| High |
149.098 |
149.325 |
0.227 |
0.2% |
150.160 |
| Low |
148.166 |
148.425 |
0.259 |
0.2% |
147.387 |
| Close |
148.718 |
149.192 |
0.474 |
0.3% |
149.294 |
| Range |
0.932 |
0.900 |
-0.032 |
-3.4% |
2.773 |
| ATR |
0.964 |
0.959 |
-0.005 |
-0.5% |
0.000 |
| Volume |
333,185 |
324,962 |
-8,223 |
-2.5% |
1,663,707 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.681 |
151.336 |
149.687 |
|
| R3 |
150.781 |
150.436 |
149.440 |
|
| R2 |
149.881 |
149.881 |
149.357 |
|
| R1 |
149.536 |
149.536 |
149.275 |
149.709 |
| PP |
148.981 |
148.981 |
148.981 |
149.067 |
| S1 |
148.636 |
148.636 |
149.110 |
148.809 |
| S2 |
148.081 |
148.081 |
149.027 |
|
| S3 |
147.181 |
147.736 |
148.945 |
|
| S4 |
146.281 |
146.836 |
148.697 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.266 |
156.053 |
150.819 |
|
| R3 |
154.493 |
153.280 |
150.057 |
|
| R2 |
151.720 |
151.720 |
149.802 |
|
| R1 |
150.507 |
150.507 |
149.548 |
149.727 |
| PP |
148.947 |
148.947 |
148.947 |
148.557 |
| S1 |
147.734 |
147.734 |
149.040 |
146.954 |
| S2 |
146.174 |
146.174 |
148.786 |
|
| S3 |
143.401 |
144.961 |
148.531 |
|
| S4 |
140.628 |
142.188 |
147.769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149.530 |
148.166 |
1.364 |
0.9% |
0.916 |
0.6% |
75% |
False |
False |
328,395 |
| 10 |
150.160 |
147.387 |
2.773 |
1.9% |
0.981 |
0.7% |
65% |
False |
False |
326,943 |
| 20 |
150.160 |
147.020 |
3.140 |
2.1% |
0.832 |
0.6% |
69% |
False |
False |
311,056 |
| 40 |
150.160 |
144.446 |
5.714 |
3.8% |
0.959 |
0.6% |
83% |
False |
False |
305,172 |
| 60 |
150.160 |
138.069 |
12.091 |
8.1% |
1.106 |
0.7% |
92% |
False |
False |
337,871 |
| 80 |
150.160 |
137.248 |
12.912 |
8.7% |
1.140 |
0.8% |
93% |
False |
False |
343,835 |
| 100 |
150.160 |
137.248 |
12.912 |
8.7% |
1.159 |
0.8% |
93% |
False |
False |
342,190 |
| 120 |
150.160 |
133.018 |
17.142 |
11.5% |
1.173 |
0.8% |
94% |
False |
False |
342,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.150 |
|
2.618 |
151.681 |
|
1.618 |
150.781 |
|
1.000 |
150.225 |
|
0.618 |
149.881 |
|
HIGH |
149.325 |
|
0.618 |
148.981 |
|
0.500 |
148.875 |
|
0.382 |
148.769 |
|
LOW |
148.425 |
|
0.618 |
147.869 |
|
1.000 |
147.525 |
|
1.618 |
146.969 |
|
2.618 |
146.069 |
|
4.250 |
144.600 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
149.086 |
149.043 |
| PP |
148.981 |
148.894 |
| S1 |
148.875 |
148.746 |
|