| 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 |
15,410.0 |
15,277.0 |
-133.0 |
-0.9% |
15,415.0 |
| High |
15,410.0 |
15,326.0 |
-84.0 |
-0.5% |
15,819.0 |
| Low |
15,309.0 |
15,277.0 |
-32.0 |
-0.2% |
15,378.0 |
| Close |
15,361.0 |
15,296.0 |
-65.0 |
-0.4% |
15,454.0 |
| Range |
101.0 |
49.0 |
-52.0 |
-51.5% |
441.0 |
| ATR |
145.6 |
141.2 |
-4.4 |
-3.0% |
0.0 |
| Volume |
4 |
4 |
0 |
0.0% |
264 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,446.7 |
15,420.3 |
15,323.0 |
|
| R3 |
15,397.7 |
15,371.3 |
15,309.5 |
|
| R2 |
15,348.7 |
15,348.7 |
15,305.0 |
|
| R1 |
15,322.3 |
15,322.3 |
15,300.5 |
15,335.5 |
| PP |
15,299.7 |
15,299.7 |
15,299.7 |
15,306.3 |
| S1 |
15,273.3 |
15,273.3 |
15,291.5 |
15,286.5 |
| S2 |
15,250.7 |
15,250.7 |
15,287.0 |
|
| S3 |
15,201.7 |
15,224.3 |
15,282.5 |
|
| S4 |
15,152.7 |
15,175.3 |
15,269.1 |
|
|
| 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 |
15,615.0 |
15,277.0 |
338.0 |
2.2% |
93.2 |
0.6% |
6% |
False |
True |
32 |
| 10 |
15,819.0 |
15,277.0 |
542.0 |
3.5% |
91.6 |
0.6% |
4% |
False |
True |
32 |
| 20 |
15,876.0 |
15,245.0 |
631.0 |
4.1% |
96.3 |
0.6% |
8% |
False |
False |
28 |
| 40 |
16,319.0 |
15,245.0 |
1,074.0 |
7.0% |
71.4 |
0.5% |
5% |
False |
False |
17 |
| 60 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
58.1 |
0.4% |
3% |
False |
False |
11 |
| 80 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
43.6 |
0.3% |
3% |
False |
False |
8 |
| 100 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
34.9 |
0.2% |
3% |
False |
False |
7 |
| 120 |
16,887.0 |
15,245.0 |
1,642.0 |
10.7% |
29.1 |
0.2% |
3% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,534.3 |
|
2.618 |
15,454.3 |
|
1.618 |
15,405.3 |
|
1.000 |
15,375.0 |
|
0.618 |
15,356.3 |
|
HIGH |
15,326.0 |
|
0.618 |
15,307.3 |
|
0.500 |
15,301.5 |
|
0.382 |
15,295.7 |
|
LOW |
15,277.0 |
|
0.618 |
15,246.7 |
|
1.000 |
15,228.0 |
|
1.618 |
15,197.7 |
|
2.618 |
15,148.7 |
|
4.250 |
15,068.8 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,301.5 |
15,416.0 |
| PP |
15,299.7 |
15,376.0 |
| S1 |
15,297.8 |
15,336.0 |
|