| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
4,203.0 |
4,115.0 |
-88.0 |
-2.1% |
4,176.0 |
| High |
4,205.0 |
4,146.0 |
-59.0 |
-1.4% |
4,281.0 |
| Low |
4,141.0 |
4,106.0 |
-35.0 |
-0.8% |
4,157.0 |
| Close |
4,155.0 |
4,137.0 |
-18.0 |
-0.4% |
4,186.0 |
| Range |
64.0 |
40.0 |
-24.0 |
-37.5% |
124.0 |
| ATR |
48.9 |
48.9 |
0.0 |
0.0% |
0.0 |
| Volume |
6,091 |
2,132 |
-3,959 |
-65.0% |
275 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,249.7 |
4,233.3 |
4,159.0 |
|
| R3 |
4,209.7 |
4,193.3 |
4,148.0 |
|
| R2 |
4,169.7 |
4,169.7 |
4,144.3 |
|
| R1 |
4,153.3 |
4,153.3 |
4,140.7 |
4,161.5 |
| PP |
4,129.7 |
4,129.7 |
4,129.7 |
4,133.8 |
| S1 |
4,113.3 |
4,113.3 |
4,133.3 |
4,121.5 |
| S2 |
4,089.7 |
4,089.7 |
4,129.7 |
|
| S3 |
4,049.7 |
4,073.3 |
4,126.0 |
|
| S4 |
4,009.7 |
4,033.3 |
4,115.0 |
|
|
| 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 |
4,224.0 |
4,106.0 |
118.0 |
2.9% |
45.4 |
1.1% |
26% |
False |
True |
2,876 |
| 10 |
4,281.0 |
4,106.0 |
175.0 |
4.2% |
45.4 |
1.1% |
18% |
False |
True |
1,467 |
| 20 |
4,281.0 |
4,106.0 |
175.0 |
4.2% |
43.9 |
1.1% |
18% |
False |
True |
1,438 |
| 40 |
4,397.0 |
4,106.0 |
291.0 |
7.0% |
29.7 |
0.7% |
11% |
False |
True |
832 |
| 60 |
4,557.0 |
4,106.0 |
451.0 |
10.9% |
21.1 |
0.5% |
7% |
False |
True |
555 |
| 80 |
4,557.0 |
4,106.0 |
451.0 |
10.9% |
15.8 |
0.4% |
7% |
False |
True |
416 |
| 100 |
4,557.0 |
4,106.0 |
451.0 |
10.9% |
12.6 |
0.3% |
7% |
False |
True |
393 |
| 120 |
4,557.0 |
4,106.0 |
451.0 |
10.9% |
10.5 |
0.3% |
7% |
False |
True |
396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,316.0 |
|
2.618 |
4,250.7 |
|
1.618 |
4,210.7 |
|
1.000 |
4,186.0 |
|
0.618 |
4,170.7 |
|
HIGH |
4,146.0 |
|
0.618 |
4,130.7 |
|
0.500 |
4,126.0 |
|
0.382 |
4,121.3 |
|
LOW |
4,106.0 |
|
0.618 |
4,081.3 |
|
1.000 |
4,066.0 |
|
1.618 |
4,041.3 |
|
2.618 |
4,001.3 |
|
4.250 |
3,936.0 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,133.3 |
4,156.0 |
| PP |
4,129.7 |
4,149.7 |
| S1 |
4,126.0 |
4,143.3 |
|