| 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 |
15,422.00 |
15,239.00 |
-183.00 |
-1.2% |
15,234.50 |
| High |
15,422.00 |
15,329.75 |
-92.25 |
-0.6% |
15,667.00 |
| Low |
15,172.75 |
15,031.50 |
-141.25 |
-0.9% |
15,142.50 |
| Close |
15,219.00 |
15,082.25 |
-136.75 |
-0.9% |
15,314.25 |
| Range |
249.25 |
298.25 |
49.00 |
19.7% |
524.50 |
| ATR |
259.75 |
262.50 |
2.75 |
1.1% |
0.00 |
| Volume |
805 |
1,332 |
527 |
65.5% |
4,018 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,042.50 |
15,860.75 |
15,246.25 |
|
| R3 |
15,744.25 |
15,562.50 |
15,164.25 |
|
| R2 |
15,446.00 |
15,446.00 |
15,137.00 |
|
| R1 |
15,264.25 |
15,264.25 |
15,109.50 |
15,206.00 |
| PP |
15,147.75 |
15,147.75 |
15,147.75 |
15,118.75 |
| S1 |
14,966.00 |
14,966.00 |
15,055.00 |
14,907.75 |
| S2 |
14,849.50 |
14,849.50 |
15,027.50 |
|
| S3 |
14,551.25 |
14,667.75 |
15,000.25 |
|
| S4 |
14,253.00 |
14,369.50 |
14,918.25 |
|
|
| 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 |
15,562.00 |
15,031.50 |
530.50 |
3.5% |
272.50 |
1.8% |
10% |
False |
True |
864 |
| 10 |
15,667.00 |
14,854.75 |
812.25 |
5.4% |
274.75 |
1.8% |
28% |
False |
False |
899 |
| 20 |
15,667.00 |
14,777.50 |
889.50 |
5.9% |
268.25 |
1.8% |
34% |
False |
False |
939 |
| 40 |
16,063.50 |
14,777.50 |
1,286.00 |
8.5% |
250.50 |
1.7% |
24% |
False |
False |
633 |
| 60 |
16,306.75 |
14,777.50 |
1,529.25 |
10.1% |
246.00 |
1.6% |
20% |
False |
False |
447 |
| 80 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
212.25 |
1.4% |
18% |
False |
False |
336 |
| 100 |
16,436.50 |
14,777.50 |
1,659.00 |
11.0% |
178.75 |
1.2% |
18% |
False |
False |
269 |
| 120 |
16,436.50 |
13,453.00 |
2,983.50 |
19.8% |
149.00 |
1.0% |
55% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,597.25 |
|
2.618 |
16,110.50 |
|
1.618 |
15,812.25 |
|
1.000 |
15,628.00 |
|
0.618 |
15,514.00 |
|
HIGH |
15,329.75 |
|
0.618 |
15,215.75 |
|
0.500 |
15,180.50 |
|
0.382 |
15,145.50 |
|
LOW |
15,031.50 |
|
0.618 |
14,847.25 |
|
1.000 |
14,733.25 |
|
1.618 |
14,549.00 |
|
2.618 |
14,250.75 |
|
4.250 |
13,764.00 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,180.50 |
15,268.00 |
| PP |
15,147.75 |
15,206.25 |
| S1 |
15,115.00 |
15,144.25 |
|