| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,615.0 |
15,476.0 |
-139.0 |
-0.9% |
15,415.0 |
| High |
15,615.0 |
15,501.0 |
-114.0 |
-0.7% |
15,819.0 |
| Low |
15,432.0 |
15,420.0 |
-12.0 |
-0.1% |
15,378.0 |
| Close |
15,454.0 |
15,492.0 |
38.0 |
0.2% |
15,454.0 |
| Range |
183.0 |
81.0 |
-102.0 |
-55.7% |
441.0 |
| ATR |
152.7 |
147.6 |
-5.1 |
-3.4% |
0.0 |
| Volume |
109 |
35 |
-74 |
-67.9% |
264 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,714.0 |
15,684.0 |
15,536.6 |
|
| R3 |
15,633.0 |
15,603.0 |
15,514.3 |
|
| R2 |
15,552.0 |
15,552.0 |
15,506.9 |
|
| R1 |
15,522.0 |
15,522.0 |
15,499.4 |
15,537.0 |
| PP |
15,471.0 |
15,471.0 |
15,471.0 |
15,478.5 |
| S1 |
15,441.0 |
15,441.0 |
15,484.6 |
15,456.0 |
| S2 |
15,390.0 |
15,390.0 |
15,477.2 |
|
| S3 |
15,309.0 |
15,360.0 |
15,469.7 |
|
| S4 |
15,228.0 |
15,279.0 |
15,447.5 |
|
|
| 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 |
15,420.0 |
399.0 |
2.6% |
113.6 |
0.7% |
18% |
False |
True |
59 |
| 10 |
15,819.0 |
15,245.0 |
574.0 |
3.7% |
109.5 |
0.7% |
43% |
False |
False |
39 |
| 20 |
16,114.0 |
15,245.0 |
869.0 |
5.6% |
98.3 |
0.6% |
28% |
False |
False |
30 |
| 40 |
16,319.0 |
15,245.0 |
1,074.0 |
6.9% |
66.4 |
0.4% |
23% |
False |
False |
16 |
| 60 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
54.8 |
0.4% |
15% |
False |
False |
11 |
| 80 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
41.1 |
0.3% |
15% |
False |
False |
8 |
| 100 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
32.9 |
0.2% |
15% |
False |
False |
7 |
| 120 |
16,887.0 |
15,245.0 |
1,642.0 |
10.6% |
27.4 |
0.2% |
15% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,845.3 |
|
2.618 |
15,713.1 |
|
1.618 |
15,632.1 |
|
1.000 |
15,582.0 |
|
0.618 |
15,551.1 |
|
HIGH |
15,501.0 |
|
0.618 |
15,470.1 |
|
0.500 |
15,460.5 |
|
0.382 |
15,450.9 |
|
LOW |
15,420.0 |
|
0.618 |
15,369.9 |
|
1.000 |
15,339.0 |
|
1.618 |
15,288.9 |
|
2.618 |
15,207.9 |
|
4.250 |
15,075.8 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,481.5 |
15,619.5 |
| PP |
15,471.0 |
15,577.0 |
| S1 |
15,460.5 |
15,534.5 |
|