| 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 |
4,224.0 |
4,193.0 |
-31.0 |
-0.7% |
4,176.0 |
| High |
4,224.0 |
4,201.0 |
-23.0 |
-0.5% |
4,281.0 |
| Low |
4,180.0 |
4,161.0 |
-19.0 |
-0.5% |
4,157.0 |
| Close |
4,186.0 |
4,199.0 |
13.0 |
0.3% |
4,186.0 |
| Range |
44.0 |
40.0 |
-4.0 |
-9.1% |
124.0 |
| ATR |
49.0 |
48.4 |
-0.6 |
-1.3% |
0.0 |
| Volume |
67 |
6,019 |
5,952 |
8,883.6% |
275 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,307.0 |
4,293.0 |
4,221.0 |
|
| R3 |
4,267.0 |
4,253.0 |
4,210.0 |
|
| R2 |
4,227.0 |
4,227.0 |
4,206.3 |
|
| R1 |
4,213.0 |
4,213.0 |
4,202.7 |
4,220.0 |
| PP |
4,187.0 |
4,187.0 |
4,187.0 |
4,190.5 |
| S1 |
4,173.0 |
4,173.0 |
4,195.3 |
4,180.0 |
| S2 |
4,147.0 |
4,147.0 |
4,191.7 |
|
| S3 |
4,107.0 |
4,133.0 |
4,188.0 |
|
| S4 |
4,067.0 |
4,093.0 |
4,177.0 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,580.0 |
4,507.0 |
4,254.2 |
|
| R3 |
4,456.0 |
4,383.0 |
4,220.1 |
|
| R2 |
4,332.0 |
4,332.0 |
4,208.7 |
|
| R1 |
4,259.0 |
4,259.0 |
4,197.4 |
4,295.5 |
| PP |
4,208.0 |
4,208.0 |
4,208.0 |
4,226.3 |
| S1 |
4,135.0 |
4,135.0 |
4,174.6 |
4,171.5 |
| S2 |
4,084.0 |
4,084.0 |
4,163.3 |
|
| S3 |
3,960.0 |
4,011.0 |
4,151.9 |
|
| S4 |
3,836.0 |
3,887.0 |
4,117.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,281.0 |
4,161.0 |
120.0 |
2.9% |
43.2 |
1.0% |
32% |
False |
True |
1,255 |
| 10 |
4,281.0 |
4,119.0 |
162.0 |
3.9% |
41.8 |
1.0% |
49% |
False |
False |
958 |
| 20 |
4,344.0 |
4,119.0 |
225.0 |
5.4% |
41.5 |
1.0% |
36% |
False |
False |
1,030 |
| 40 |
4,397.0 |
4,119.0 |
278.0 |
6.6% |
26.1 |
0.6% |
29% |
False |
False |
625 |
| 60 |
4,557.0 |
4,119.0 |
438.0 |
10.4% |
18.7 |
0.4% |
18% |
False |
False |
416 |
| 80 |
4,557.0 |
4,119.0 |
438.0 |
10.4% |
14.0 |
0.3% |
18% |
False |
False |
312 |
| 100 |
4,557.0 |
4,119.0 |
438.0 |
10.4% |
11.2 |
0.3% |
18% |
False |
False |
330 |
| 120 |
4,557.0 |
4,119.0 |
438.0 |
10.4% |
9.3 |
0.2% |
18% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,371.0 |
|
2.618 |
4,305.7 |
|
1.618 |
4,265.7 |
|
1.000 |
4,241.0 |
|
0.618 |
4,225.7 |
|
HIGH |
4,201.0 |
|
0.618 |
4,185.7 |
|
0.500 |
4,181.0 |
|
0.382 |
4,176.3 |
|
LOW |
4,161.0 |
|
0.618 |
4,136.3 |
|
1.000 |
4,121.0 |
|
1.618 |
4,096.3 |
|
2.618 |
4,056.3 |
|
4.250 |
3,991.0 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,193.0 |
4,221.0 |
| PP |
4,187.0 |
4,213.7 |
| S1 |
4,181.0 |
4,206.3 |
|