| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,936.7 |
1,960.1 |
23.4 |
1.2% |
1,861.0 |
| High |
1,975.8 |
1,990.2 |
14.4 |
0.7% |
1,946.2 |
| Low |
1,935.9 |
1,957.0 |
21.1 |
1.1% |
1,857.5 |
| Close |
1,968.3 |
1,980.5 |
12.2 |
0.6% |
1,941.5 |
| Range |
39.9 |
33.2 |
-6.7 |
-16.8% |
88.7 |
| ATR |
23.9 |
24.5 |
0.7 |
2.8% |
0.0 |
| Volume |
270,045 |
264,821 |
-5,224 |
-1.9% |
991,575 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.5 |
2,061.2 |
1,998.8 |
|
| R3 |
2,042.3 |
2,028.0 |
1,989.6 |
|
| R2 |
2,009.1 |
2,009.1 |
1,986.6 |
|
| R1 |
1,994.8 |
1,994.8 |
1,983.5 |
2,002.0 |
| PP |
1,975.9 |
1,975.9 |
1,975.9 |
1,979.5 |
| S1 |
1,961.6 |
1,961.6 |
1,977.5 |
1,968.8 |
| S2 |
1,942.7 |
1,942.7 |
1,974.4 |
|
| S3 |
1,909.5 |
1,928.4 |
1,971.4 |
|
| S4 |
1,876.3 |
1,895.2 |
1,962.2 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.2 |
2,150.0 |
1,990.3 |
|
| R3 |
2,092.5 |
2,061.3 |
1,965.9 |
|
| R2 |
2,003.8 |
2,003.8 |
1,957.8 |
|
| R1 |
1,972.6 |
1,972.6 |
1,949.6 |
1,988.2 |
| PP |
1,915.1 |
1,915.1 |
1,915.1 |
1,922.9 |
| S1 |
1,883.9 |
1,883.9 |
1,933.4 |
1,899.5 |
| S2 |
1,826.4 |
1,826.4 |
1,925.2 |
|
| S3 |
1,737.7 |
1,795.2 |
1,917.1 |
|
| S4 |
1,649.0 |
1,706.5 |
1,892.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,990.2 |
1,881.5 |
108.7 |
5.5% |
35.9 |
1.8% |
91% |
True |
False |
239,149 |
| 10 |
1,990.2 |
1,823.5 |
166.7 |
8.4% |
27.5 |
1.4% |
94% |
True |
False |
210,535 |
| 20 |
1,990.2 |
1,823.5 |
166.7 |
8.4% |
23.8 |
1.2% |
94% |
True |
False |
206,165 |
| 40 |
1,990.2 |
1,823.5 |
166.7 |
8.4% |
19.6 |
1.0% |
94% |
True |
False |
183,082 |
| 60 |
2,022.1 |
1,823.5 |
198.6 |
10.0% |
19.5 |
1.0% |
79% |
False |
False |
170,792 |
| 80 |
2,028.6 |
1,823.5 |
205.1 |
10.4% |
19.2 |
1.0% |
77% |
False |
False |
138,044 |
| 100 |
2,039.0 |
1,823.5 |
215.5 |
10.9% |
20.3 |
1.0% |
73% |
False |
False |
111,302 |
| 120 |
2,129.7 |
1,823.5 |
306.2 |
15.5% |
21.4 |
1.1% |
51% |
False |
False |
93,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.3 |
|
2.618 |
2,077.1 |
|
1.618 |
2,043.9 |
|
1.000 |
2,023.4 |
|
0.618 |
2,010.7 |
|
HIGH |
1,990.2 |
|
0.618 |
1,977.5 |
|
0.500 |
1,973.6 |
|
0.382 |
1,969.7 |
|
LOW |
1,957.0 |
|
0.618 |
1,936.5 |
|
1.000 |
1,923.8 |
|
1.618 |
1,903.3 |
|
2.618 |
1,870.1 |
|
4.250 |
1,815.9 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,978.2 |
1,972.8 |
| PP |
1,975.9 |
1,965.1 |
| S1 |
1,973.6 |
1,957.4 |
|