| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
4,173.0 |
4,158.0 |
-15.0 |
-0.4% |
4,139.0 |
| High |
4,187.0 |
4,180.0 |
-7.0 |
-0.2% |
4,256.0 |
| Low |
4,128.0 |
4,104.0 |
-24.0 |
-0.6% |
4,119.0 |
| Close |
4,169.0 |
4,123.0 |
-46.0 |
-1.1% |
4,154.0 |
| Range |
59.0 |
76.0 |
17.0 |
28.8% |
137.0 |
| ATR |
62.6 |
63.6 |
1.0 |
1.5% |
0.0 |
| Volume |
698,924 |
927,325 |
228,401 |
32.7% |
4,064,943 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,363.7 |
4,319.3 |
4,164.8 |
|
| R3 |
4,287.7 |
4,243.3 |
4,143.9 |
|
| R2 |
4,211.7 |
4,211.7 |
4,136.9 |
|
| R1 |
4,167.3 |
4,167.3 |
4,130.0 |
4,151.5 |
| PP |
4,135.7 |
4,135.7 |
4,135.7 |
4,127.8 |
| S1 |
4,091.3 |
4,091.3 |
4,116.0 |
4,075.5 |
| S2 |
4,059.7 |
4,059.7 |
4,109.1 |
|
| S3 |
3,983.7 |
4,015.3 |
4,102.1 |
|
| S4 |
3,907.7 |
3,939.3 |
4,081.2 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,587.3 |
4,507.7 |
4,229.4 |
|
| R3 |
4,450.3 |
4,370.7 |
4,191.7 |
|
| R2 |
4,313.3 |
4,313.3 |
4,179.1 |
|
| R1 |
4,233.7 |
4,233.7 |
4,166.6 |
4,273.5 |
| PP |
4,176.3 |
4,176.3 |
4,176.3 |
4,196.3 |
| S1 |
4,096.7 |
4,096.7 |
4,141.4 |
4,136.5 |
| S2 |
4,039.3 |
4,039.3 |
4,128.9 |
|
| S3 |
3,902.3 |
3,959.7 |
4,116.3 |
|
| S4 |
3,765.3 |
3,822.7 |
4,078.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,256.0 |
4,104.0 |
152.0 |
3.7% |
67.4 |
1.6% |
13% |
False |
True |
790,772 |
| 10 |
4,256.0 |
4,104.0 |
152.0 |
3.7% |
62.2 |
1.5% |
13% |
False |
True |
810,966 |
| 20 |
4,281.0 |
4,082.0 |
199.0 |
4.8% |
63.5 |
1.5% |
21% |
False |
False |
854,825 |
| 40 |
4,388.0 |
4,082.0 |
306.0 |
7.4% |
58.8 |
1.4% |
13% |
False |
False |
643,702 |
| 60 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
55.6 |
1.3% |
9% |
False |
False |
429,977 |
| 80 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
49.8 |
1.2% |
9% |
False |
False |
322,699 |
| 100 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
43.8 |
1.1% |
9% |
False |
False |
258,355 |
| 120 |
4,533.0 |
4,082.0 |
451.0 |
10.9% |
38.1 |
0.9% |
9% |
False |
False |
215,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,503.0 |
|
2.618 |
4,379.0 |
|
1.618 |
4,303.0 |
|
1.000 |
4,256.0 |
|
0.618 |
4,227.0 |
|
HIGH |
4,180.0 |
|
0.618 |
4,151.0 |
|
0.500 |
4,142.0 |
|
0.382 |
4,133.0 |
|
LOW |
4,104.0 |
|
0.618 |
4,057.0 |
|
1.000 |
4,028.0 |
|
1.618 |
3,981.0 |
|
2.618 |
3,905.0 |
|
4.250 |
3,781.0 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,142.0 |
4,145.5 |
| PP |
4,135.7 |
4,138.0 |
| S1 |
4,129.3 |
4,130.5 |
|