| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,746.3 |
1,729.9 |
-16.4 |
-0.9% |
1,743.5 |
| High |
1,755.2 |
1,762.2 |
7.0 |
0.4% |
1,802.7 |
| Low |
1,724.3 |
1,729.9 |
5.6 |
0.3% |
1,724.3 |
| Close |
1,729.9 |
1,758.0 |
28.1 |
1.6% |
1,729.9 |
| Range |
30.9 |
32.3 |
1.4 |
4.5% |
78.4 |
| ATR |
33.8 |
33.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
218,898 |
173,723 |
-45,175 |
-20.6% |
1,030,786 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,846.9 |
1,834.8 |
1,775.8 |
|
| R3 |
1,814.6 |
1,802.5 |
1,766.9 |
|
| R2 |
1,782.3 |
1,782.3 |
1,763.9 |
|
| R1 |
1,770.2 |
1,770.2 |
1,761.0 |
1,776.3 |
| PP |
1,750.0 |
1,750.0 |
1,750.0 |
1,753.1 |
| S1 |
1,737.9 |
1,737.9 |
1,755.0 |
1,744.0 |
| S2 |
1,717.7 |
1,717.7 |
1,752.1 |
|
| S3 |
1,685.4 |
1,705.6 |
1,749.1 |
|
| S4 |
1,653.1 |
1,673.3 |
1,740.2 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,987.5 |
1,937.1 |
1,773.0 |
|
| R3 |
1,909.1 |
1,858.7 |
1,751.5 |
|
| R2 |
1,830.7 |
1,830.7 |
1,744.3 |
|
| R1 |
1,780.3 |
1,780.3 |
1,737.1 |
1,766.3 |
| PP |
1,752.3 |
1,752.3 |
1,752.3 |
1,745.3 |
| S1 |
1,701.9 |
1,701.9 |
1,722.7 |
1,687.9 |
| S2 |
1,673.9 |
1,673.9 |
1,715.5 |
|
| S3 |
1,595.5 |
1,623.5 |
1,708.3 |
|
| S4 |
1,517.1 |
1,545.1 |
1,686.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,802.7 |
1,724.3 |
78.4 |
4.5% |
38.3 |
2.2% |
43% |
False |
False |
204,062 |
| 10 |
1,802.7 |
1,720.7 |
82.0 |
4.7% |
36.7 |
2.1% |
45% |
False |
False |
226,712 |
| 20 |
1,863.9 |
1,720.7 |
143.2 |
8.1% |
33.8 |
1.9% |
26% |
False |
False |
217,701 |
| 40 |
1,952.8 |
1,720.7 |
232.1 |
13.2% |
30.6 |
1.7% |
16% |
False |
False |
149,652 |
| 60 |
2,038.2 |
1,720.7 |
317.5 |
18.1% |
30.9 |
1.8% |
12% |
False |
False |
99,830 |
| 80 |
2,038.2 |
1,720.7 |
317.5 |
18.1% |
31.1 |
1.8% |
12% |
False |
False |
74,911 |
| 100 |
2,038.2 |
1,720.7 |
317.5 |
18.1% |
29.9 |
1.7% |
12% |
False |
False |
59,932 |
| 120 |
2,038.2 |
1,720.7 |
317.5 |
18.1% |
28.6 |
1.6% |
12% |
False |
False |
49,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,899.5 |
|
2.618 |
1,846.8 |
|
1.618 |
1,814.5 |
|
1.000 |
1,794.5 |
|
0.618 |
1,782.2 |
|
HIGH |
1,762.2 |
|
0.618 |
1,749.9 |
|
0.500 |
1,746.1 |
|
0.382 |
1,742.2 |
|
LOW |
1,729.9 |
|
0.618 |
1,709.9 |
|
1.000 |
1,697.6 |
|
1.618 |
1,677.6 |
|
2.618 |
1,645.3 |
|
4.250 |
1,592.6 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,754.0 |
1,762.6 |
| PP |
1,750.0 |
1,761.1 |
| S1 |
1,746.1 |
1,759.5 |
|