| 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 |
148.713 |
149.167 |
0.454 |
0.3% |
149.517 |
| High |
149.325 |
149.829 |
0.504 |
0.3% |
150.160 |
| Low |
148.425 |
148.959 |
0.534 |
0.4% |
147.387 |
| Close |
149.192 |
149.804 |
0.612 |
0.4% |
149.294 |
| Range |
0.900 |
0.870 |
-0.030 |
-3.3% |
2.773 |
| ATR |
0.959 |
0.953 |
-0.006 |
-0.7% |
0.000 |
| Volume |
324,962 |
312,268 |
-12,694 |
-3.9% |
1,663,707 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.141 |
151.842 |
150.283 |
|
| R3 |
151.271 |
150.972 |
150.043 |
|
| R2 |
150.401 |
150.401 |
149.964 |
|
| R1 |
150.102 |
150.102 |
149.884 |
150.252 |
| PP |
149.531 |
149.531 |
149.531 |
149.605 |
| S1 |
149.232 |
149.232 |
149.724 |
149.382 |
| S2 |
148.661 |
148.661 |
149.645 |
|
| S3 |
147.791 |
148.362 |
149.565 |
|
| S4 |
146.921 |
147.492 |
149.326 |
|
|
| 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 |
149.829 |
148.166 |
1.663 |
1.1% |
0.919 |
0.6% |
98% |
True |
False |
317,437 |
| 10 |
150.160 |
147.387 |
2.773 |
1.9% |
1.019 |
0.7% |
87% |
False |
False |
325,835 |
| 20 |
150.160 |
147.322 |
2.838 |
1.9% |
0.848 |
0.6% |
87% |
False |
False |
310,495 |
| 40 |
150.160 |
144.446 |
5.714 |
3.8% |
0.954 |
0.6% |
94% |
False |
False |
303,872 |
| 60 |
150.160 |
138.069 |
12.091 |
8.1% |
1.100 |
0.7% |
97% |
False |
False |
336,526 |
| 80 |
150.160 |
137.248 |
12.912 |
8.6% |
1.137 |
0.8% |
97% |
False |
False |
342,915 |
| 100 |
150.160 |
137.248 |
12.912 |
8.6% |
1.155 |
0.8% |
97% |
False |
False |
341,651 |
| 120 |
150.160 |
133.018 |
17.142 |
11.4% |
1.172 |
0.8% |
98% |
False |
False |
342,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.527 |
|
2.618 |
152.107 |
|
1.618 |
151.237 |
|
1.000 |
150.699 |
|
0.618 |
150.367 |
|
HIGH |
149.829 |
|
0.618 |
149.497 |
|
0.500 |
149.394 |
|
0.382 |
149.291 |
|
LOW |
148.959 |
|
0.618 |
148.421 |
|
1.000 |
148.089 |
|
1.618 |
147.551 |
|
2.618 |
146.681 |
|
4.250 |
145.262 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
149.667 |
149.535 |
| PP |
149.531 |
149.266 |
| S1 |
149.394 |
148.998 |
|