| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,819.0 |
15,615.0 |
-204.0 |
-1.3% |
15,415.0 |
| High |
15,819.0 |
15,615.0 |
-204.0 |
-1.3% |
15,819.0 |
| Low |
15,616.0 |
15,432.0 |
-184.0 |
-1.2% |
15,378.0 |
| Close |
15,701.0 |
15,454.0 |
-247.0 |
-1.6% |
15,454.0 |
| Range |
203.0 |
183.0 |
-20.0 |
-9.9% |
441.0 |
| ATR |
143.8 |
152.7 |
8.9 |
6.2% |
0.0 |
| Volume |
45 |
109 |
64 |
142.2% |
264 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,049.3 |
15,934.7 |
15,554.7 |
|
| R3 |
15,866.3 |
15,751.7 |
15,504.3 |
|
| R2 |
15,683.3 |
15,683.3 |
15,487.6 |
|
| R1 |
15,568.7 |
15,568.7 |
15,470.8 |
15,534.5 |
| PP |
15,500.3 |
15,500.3 |
15,500.3 |
15,483.3 |
| S1 |
15,385.7 |
15,385.7 |
15,437.2 |
15,351.5 |
| S2 |
15,317.3 |
15,317.3 |
15,420.5 |
|
| S3 |
15,134.3 |
15,202.7 |
15,403.7 |
|
| S4 |
14,951.3 |
15,019.7 |
15,353.4 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,873.3 |
16,604.7 |
15,696.6 |
|
| R3 |
16,432.3 |
16,163.7 |
15,575.3 |
|
| R2 |
15,991.3 |
15,991.3 |
15,534.9 |
|
| R1 |
15,722.7 |
15,722.7 |
15,494.4 |
15,857.0 |
| PP |
15,550.3 |
15,550.3 |
15,550.3 |
15,617.5 |
| S1 |
15,281.7 |
15,281.7 |
15,413.6 |
15,416.0 |
| S2 |
15,109.3 |
15,109.3 |
15,373.2 |
|
| S3 |
14,668.3 |
14,840.7 |
15,332.7 |
|
| S4 |
14,227.3 |
14,399.7 |
15,211.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,819.0 |
15,378.0 |
441.0 |
2.9% |
104.8 |
0.7% |
17% |
False |
False |
52 |
| 10 |
15,819.0 |
15,245.0 |
574.0 |
3.7% |
113.0 |
0.7% |
36% |
False |
False |
43 |
| 20 |
16,208.0 |
15,245.0 |
963.0 |
6.2% |
102.4 |
0.7% |
22% |
False |
False |
29 |
| 40 |
16,319.0 |
15,245.0 |
1,074.0 |
6.9% |
64.3 |
0.4% |
19% |
False |
False |
16 |
| 60 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
53.4 |
0.3% |
13% |
False |
False |
11 |
| 80 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
40.1 |
0.3% |
13% |
False |
False |
8 |
| 100 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
32.1 |
0.2% |
13% |
False |
False |
6 |
| 120 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
26.7 |
0.2% |
13% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,392.8 |
|
2.618 |
16,094.1 |
|
1.618 |
15,911.1 |
|
1.000 |
15,798.0 |
|
0.618 |
15,728.1 |
|
HIGH |
15,615.0 |
|
0.618 |
15,545.1 |
|
0.500 |
15,523.5 |
|
0.382 |
15,501.9 |
|
LOW |
15,432.0 |
|
0.618 |
15,318.9 |
|
1.000 |
15,249.0 |
|
1.618 |
15,135.9 |
|
2.618 |
14,952.9 |
|
4.250 |
14,654.3 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,523.5 |
15,625.5 |
| PP |
15,500.3 |
15,568.3 |
| S1 |
15,477.2 |
15,511.2 |
|