| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
4,193.0 |
4,203.0 |
10.0 |
0.2% |
4,176.0 |
| High |
4,201.0 |
4,206.0 |
5.0 |
0.1% |
4,281.0 |
| Low |
4,161.0 |
4,167.0 |
6.0 |
0.1% |
4,157.0 |
| Close |
4,199.0 |
4,201.0 |
2.0 |
0.0% |
4,186.0 |
| Range |
40.0 |
39.0 |
-1.0 |
-2.5% |
124.0 |
| ATR |
48.4 |
47.7 |
-0.7 |
-1.4% |
0.0 |
| Volume |
6,019 |
71 |
-5,948 |
-98.8% |
275 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,308.3 |
4,293.7 |
4,222.5 |
|
| R3 |
4,269.3 |
4,254.7 |
4,211.7 |
|
| R2 |
4,230.3 |
4,230.3 |
4,208.2 |
|
| R1 |
4,215.7 |
4,215.7 |
4,204.6 |
4,203.5 |
| PP |
4,191.3 |
4,191.3 |
4,191.3 |
4,185.3 |
| S1 |
4,176.7 |
4,176.7 |
4,197.4 |
4,164.5 |
| S2 |
4,152.3 |
4,152.3 |
4,193.9 |
|
| S3 |
4,113.3 |
4,137.7 |
4,190.3 |
|
| S4 |
4,074.3 |
4,098.7 |
4,179.6 |
|
|
| 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% |
42.8 |
1.0% |
33% |
False |
False |
1,261 |
| 10 |
4,281.0 |
4,119.0 |
162.0 |
3.9% |
42.8 |
1.0% |
51% |
False |
False |
956 |
| 20 |
4,344.0 |
4,119.0 |
225.0 |
5.4% |
42.5 |
1.0% |
36% |
False |
False |
1,033 |
| 40 |
4,397.0 |
4,119.0 |
278.0 |
6.6% |
27.1 |
0.6% |
29% |
False |
False |
626 |
| 60 |
4,557.0 |
4,119.0 |
438.0 |
10.4% |
19.3 |
0.5% |
19% |
False |
False |
418 |
| 80 |
4,557.0 |
4,119.0 |
438.0 |
10.4% |
14.5 |
0.3% |
19% |
False |
False |
313 |
| 100 |
4,557.0 |
4,119.0 |
438.0 |
10.4% |
11.6 |
0.3% |
19% |
False |
False |
330 |
| 120 |
4,557.0 |
4,119.0 |
438.0 |
10.4% |
9.7 |
0.2% |
19% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,371.8 |
|
2.618 |
4,308.1 |
|
1.618 |
4,269.1 |
|
1.000 |
4,245.0 |
|
0.618 |
4,230.1 |
|
HIGH |
4,206.0 |
|
0.618 |
4,191.1 |
|
0.500 |
4,186.5 |
|
0.382 |
4,181.9 |
|
LOW |
4,167.0 |
|
0.618 |
4,142.9 |
|
1.000 |
4,128.0 |
|
1.618 |
4,103.9 |
|
2.618 |
4,064.9 |
|
4.250 |
4,001.3 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,196.2 |
4,198.2 |
| PP |
4,191.3 |
4,195.3 |
| S1 |
4,186.5 |
4,192.5 |
|