| 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 |
4,203.0 |
4,203.0 |
0.0 |
0.0% |
4,176.0 |
| High |
4,206.0 |
4,205.0 |
-1.0 |
0.0% |
4,281.0 |
| Low |
4,167.0 |
4,141.0 |
-26.0 |
-0.6% |
4,157.0 |
| Close |
4,201.0 |
4,155.0 |
-46.0 |
-1.1% |
4,186.0 |
| Range |
39.0 |
64.0 |
25.0 |
64.1% |
124.0 |
| ATR |
47.7 |
48.9 |
1.2 |
2.4% |
0.0 |
| Volume |
71 |
6,091 |
6,020 |
8,478.9% |
275 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,359.0 |
4,321.0 |
4,190.2 |
|
| R3 |
4,295.0 |
4,257.0 |
4,172.6 |
|
| R2 |
4,231.0 |
4,231.0 |
4,166.7 |
|
| R1 |
4,193.0 |
4,193.0 |
4,160.9 |
4,180.0 |
| PP |
4,167.0 |
4,167.0 |
4,167.0 |
4,160.5 |
| S1 |
4,129.0 |
4,129.0 |
4,149.1 |
4,116.0 |
| S2 |
4,103.0 |
4,103.0 |
4,143.3 |
|
| S3 |
4,039.0 |
4,065.0 |
4,137.4 |
|
| S4 |
3,975.0 |
4,001.0 |
4,119.8 |
|
|
| 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 |
4,141.0 |
140.0 |
3.4% |
48.4 |
1.2% |
10% |
False |
True |
2,454 |
| 10 |
4,281.0 |
4,141.0 |
140.0 |
3.4% |
44.1 |
1.1% |
10% |
False |
True |
1,255 |
| 20 |
4,309.0 |
4,119.0 |
190.0 |
4.6% |
44.9 |
1.1% |
19% |
False |
False |
1,337 |
| 40 |
4,397.0 |
4,119.0 |
278.0 |
6.7% |
28.7 |
0.7% |
13% |
False |
False |
779 |
| 60 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
20.4 |
0.5% |
8% |
False |
False |
519 |
| 80 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
15.3 |
0.4% |
8% |
False |
False |
389 |
| 100 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
12.2 |
0.3% |
8% |
False |
False |
371 |
| 120 |
4,557.0 |
4,119.0 |
438.0 |
10.5% |
10.2 |
0.2% |
8% |
False |
False |
378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,477.0 |
|
2.618 |
4,372.6 |
|
1.618 |
4,308.6 |
|
1.000 |
4,269.0 |
|
0.618 |
4,244.6 |
|
HIGH |
4,205.0 |
|
0.618 |
4,180.6 |
|
0.500 |
4,173.0 |
|
0.382 |
4,165.4 |
|
LOW |
4,141.0 |
|
0.618 |
4,101.4 |
|
1.000 |
4,077.0 |
|
1.618 |
4,037.4 |
|
2.618 |
3,973.4 |
|
4.250 |
3,869.0 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,173.0 |
4,173.5 |
| PP |
4,167.0 |
4,167.3 |
| S1 |
4,161.0 |
4,161.2 |
|