| 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 |
1,873.7 |
1,888.1 |
14.4 |
0.8% |
1,864.4 |
| High |
1,890.9 |
1,898.3 |
7.4 |
0.4% |
1,864.7 |
| Low |
1,871.7 |
1,880.6 |
8.9 |
0.5% |
1,823.5 |
| Close |
1,887.3 |
1,883.0 |
-4.3 |
-0.2% |
1,845.2 |
| Range |
19.2 |
17.7 |
-1.5 |
-7.8% |
41.2 |
| ATR |
19.9 |
19.7 |
-0.2 |
-0.8% |
0.0 |
| Volume |
169,964 |
163,475 |
-6,489 |
-3.8% |
1,017,467 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.4 |
1,929.4 |
1,892.7 |
|
| R3 |
1,922.7 |
1,911.7 |
1,887.9 |
|
| R2 |
1,905.0 |
1,905.0 |
1,886.2 |
|
| R1 |
1,894.0 |
1,894.0 |
1,884.6 |
1,890.7 |
| PP |
1,887.3 |
1,887.3 |
1,887.3 |
1,885.6 |
| S1 |
1,876.3 |
1,876.3 |
1,881.4 |
1,873.0 |
| S2 |
1,869.6 |
1,869.6 |
1,879.8 |
|
| S3 |
1,851.9 |
1,858.6 |
1,878.1 |
|
| S4 |
1,834.2 |
1,840.9 |
1,873.3 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,968.1 |
1,947.8 |
1,867.9 |
|
| R3 |
1,926.9 |
1,906.6 |
1,856.5 |
|
| R2 |
1,885.7 |
1,885.7 |
1,852.8 |
|
| R1 |
1,865.4 |
1,865.4 |
1,849.0 |
1,855.0 |
| PP |
1,844.5 |
1,844.5 |
1,844.5 |
1,839.2 |
| S1 |
1,824.2 |
1,824.2 |
1,841.4 |
1,813.8 |
| S2 |
1,803.3 |
1,803.3 |
1,837.6 |
|
| S3 |
1,762.1 |
1,783.0 |
1,833.9 |
|
| S4 |
1,720.9 |
1,741.8 |
1,822.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,898.3 |
1,823.5 |
74.8 |
4.0% |
19.0 |
1.0% |
80% |
True |
False |
181,921 |
| 10 |
1,898.3 |
1,823.5 |
74.8 |
4.0% |
20.3 |
1.1% |
80% |
True |
False |
194,117 |
| 20 |
1,968.9 |
1,823.5 |
145.4 |
7.7% |
18.9 |
1.0% |
41% |
False |
False |
192,168 |
| 40 |
1,980.2 |
1,823.5 |
156.7 |
8.3% |
17.2 |
0.9% |
38% |
False |
False |
170,846 |
| 60 |
2,028.6 |
1,823.5 |
205.1 |
10.9% |
17.9 |
1.0% |
29% |
False |
False |
156,438 |
| 80 |
2,028.6 |
1,823.5 |
205.1 |
10.9% |
18.3 |
1.0% |
29% |
False |
False |
123,536 |
| 100 |
2,043.2 |
1,823.5 |
219.7 |
11.7% |
19.6 |
1.0% |
27% |
False |
False |
99,464 |
| 120 |
2,129.7 |
1,823.5 |
306.2 |
16.3% |
20.8 |
1.1% |
19% |
False |
False |
83,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,973.5 |
|
2.618 |
1,944.6 |
|
1.618 |
1,926.9 |
|
1.000 |
1,916.0 |
|
0.618 |
1,909.2 |
|
HIGH |
1,898.3 |
|
0.618 |
1,891.5 |
|
0.500 |
1,889.5 |
|
0.382 |
1,887.4 |
|
LOW |
1,880.6 |
|
0.618 |
1,869.7 |
|
1.000 |
1,862.9 |
|
1.618 |
1,852.0 |
|
2.618 |
1,834.3 |
|
4.250 |
1,805.4 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,889.5 |
1,882.7 |
| PP |
1,887.3 |
1,882.5 |
| S1 |
1,885.2 |
1,882.2 |
|