| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,610.0 |
15,503.0 |
-107.0 |
-0.7% |
15,252.0 |
| High |
15,684.0 |
15,537.0 |
-147.0 |
-0.9% |
15,684.0 |
| Low |
15,449.0 |
15,231.0 |
-218.0 |
-1.4% |
15,189.0 |
| Close |
15,537.0 |
15,287.0 |
-250.0 |
-1.6% |
15,287.0 |
| Range |
235.0 |
306.0 |
71.0 |
30.2% |
495.0 |
| ATR |
199.6 |
207.2 |
7.6 |
3.8% |
0.0 |
| Volume |
65,683 |
75,531 |
9,848 |
15.0% |
343,836 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,269.7 |
16,084.3 |
15,455.3 |
|
| R3 |
15,963.7 |
15,778.3 |
15,371.2 |
|
| R2 |
15,657.7 |
15,657.7 |
15,343.1 |
|
| R1 |
15,472.3 |
15,472.3 |
15,315.1 |
15,412.0 |
| PP |
15,351.7 |
15,351.7 |
15,351.7 |
15,321.5 |
| S1 |
15,166.3 |
15,166.3 |
15,259.0 |
15,106.0 |
| S2 |
15,045.7 |
15,045.7 |
15,230.9 |
|
| S3 |
14,739.7 |
14,860.3 |
15,202.9 |
|
| S4 |
14,433.7 |
14,554.3 |
15,118.7 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,871.7 |
16,574.3 |
15,559.3 |
|
| R3 |
16,376.7 |
16,079.3 |
15,423.1 |
|
| R2 |
15,881.7 |
15,881.7 |
15,377.8 |
|
| R1 |
15,584.3 |
15,584.3 |
15,332.4 |
15,733.0 |
| PP |
15,386.7 |
15,386.7 |
15,386.7 |
15,461.0 |
| S1 |
15,089.3 |
15,089.3 |
15,241.6 |
15,238.0 |
| S2 |
14,891.7 |
14,891.7 |
15,196.3 |
|
| S3 |
14,396.7 |
14,594.3 |
15,150.9 |
|
| S4 |
13,901.7 |
14,099.3 |
15,014.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,684.0 |
15,189.0 |
495.0 |
3.2% |
208.8 |
1.4% |
20% |
False |
False |
68,767 |
| 10 |
15,684.0 |
15,066.0 |
618.0 |
4.0% |
218.1 |
1.4% |
36% |
False |
False |
67,963 |
| 20 |
16,063.0 |
15,066.0 |
997.0 |
6.5% |
206.0 |
1.3% |
22% |
False |
False |
66,575 |
| 40 |
16,200.0 |
15,066.0 |
1,134.0 |
7.4% |
170.1 |
1.1% |
19% |
False |
False |
39,437 |
| 60 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
139.8 |
0.9% |
13% |
False |
False |
26,298 |
| 80 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
127.7 |
0.8% |
13% |
False |
False |
19,729 |
| 100 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
109.7 |
0.7% |
13% |
False |
False |
15,784 |
| 120 |
16,716.0 |
15,066.0 |
1,650.0 |
10.8% |
98.0 |
0.6% |
13% |
False |
False |
13,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,837.5 |
|
2.618 |
16,338.1 |
|
1.618 |
16,032.1 |
|
1.000 |
15,843.0 |
|
0.618 |
15,726.1 |
|
HIGH |
15,537.0 |
|
0.618 |
15,420.1 |
|
0.500 |
15,384.0 |
|
0.382 |
15,347.9 |
|
LOW |
15,231.0 |
|
0.618 |
15,041.9 |
|
1.000 |
14,925.0 |
|
1.618 |
14,735.9 |
|
2.618 |
14,429.9 |
|
4.250 |
13,930.5 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,384.0 |
15,457.5 |
| PP |
15,351.7 |
15,400.7 |
| S1 |
15,319.3 |
15,343.8 |
|