| 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 |
15,331.75 |
15,493.00 |
161.25 |
1.1% |
15,234.50 |
| High |
15,531.25 |
15,504.75 |
-26.50 |
-0.2% |
15,667.00 |
| Low |
15,279.00 |
15,246.75 |
-32.25 |
-0.2% |
15,142.50 |
| Close |
15,485.50 |
15,437.25 |
-48.25 |
-0.3% |
15,314.25 |
| Range |
252.25 |
258.00 |
5.75 |
2.3% |
524.50 |
| ATR |
259.49 |
259.38 |
-0.11 |
0.0% |
0.00 |
| Volume |
566 |
817 |
251 |
44.3% |
4,018 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,170.25 |
16,061.75 |
15,579.25 |
|
| R3 |
15,912.25 |
15,803.75 |
15,508.25 |
|
| R2 |
15,654.25 |
15,654.25 |
15,484.50 |
|
| R1 |
15,545.75 |
15,545.75 |
15,461.00 |
15,471.00 |
| PP |
15,396.25 |
15,396.25 |
15,396.25 |
15,359.00 |
| S1 |
15,287.75 |
15,287.75 |
15,413.50 |
15,213.00 |
| S2 |
15,138.25 |
15,138.25 |
15,390.00 |
|
| S3 |
14,880.25 |
15,029.75 |
15,366.25 |
|
| S4 |
14,622.25 |
14,771.75 |
15,295.25 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,948.00 |
16,655.75 |
15,602.75 |
|
| R3 |
16,423.50 |
16,131.25 |
15,458.50 |
|
| R2 |
15,899.00 |
15,899.00 |
15,410.50 |
|
| R1 |
15,606.75 |
15,606.75 |
15,362.25 |
15,753.00 |
| PP |
15,374.50 |
15,374.50 |
15,374.50 |
15,447.75 |
| S1 |
15,082.25 |
15,082.25 |
15,266.25 |
15,228.50 |
| S2 |
14,850.00 |
14,850.00 |
15,218.00 |
|
| S3 |
14,325.50 |
14,557.75 |
15,170.00 |
|
| S4 |
13,801.00 |
14,033.25 |
15,025.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,667.00 |
15,246.75 |
420.25 |
2.7% |
246.00 |
1.6% |
45% |
False |
True |
767 |
| 10 |
15,667.00 |
14,781.25 |
885.75 |
5.7% |
280.50 |
1.8% |
74% |
False |
False |
893 |
| 20 |
15,667.00 |
14,777.50 |
889.50 |
5.8% |
272.00 |
1.8% |
74% |
False |
False |
918 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.3% |
251.00 |
1.6% |
51% |
False |
False |
583 |
| 60 |
16,306.75 |
14,777.50 |
1,529.25 |
9.9% |
241.50 |
1.6% |
43% |
False |
False |
411 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
10.7% |
205.75 |
1.3% |
40% |
False |
False |
309 |
| 100 |
16,436.50 |
14,448.00 |
1,988.50 |
12.9% |
173.25 |
1.1% |
50% |
False |
False |
247 |
| 120 |
16,436.50 |
13,453.00 |
2,983.50 |
19.3% |
144.25 |
0.9% |
67% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,601.25 |
|
2.618 |
16,180.25 |
|
1.618 |
15,922.25 |
|
1.000 |
15,762.75 |
|
0.618 |
15,664.25 |
|
HIGH |
15,504.75 |
|
0.618 |
15,406.25 |
|
0.500 |
15,375.75 |
|
0.382 |
15,345.25 |
|
LOW |
15,246.75 |
|
0.618 |
15,087.25 |
|
1.000 |
14,988.75 |
|
1.618 |
14,829.25 |
|
2.618 |
14,571.25 |
|
4.250 |
14,150.25 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,416.75 |
15,426.25 |
| PP |
15,396.25 |
15,415.25 |
| S1 |
15,375.75 |
15,404.50 |
|