| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,912.2 |
1,928.0 |
15.8 |
0.8% |
1,901.8 |
| High |
1,928.4 |
1,935.2 |
6.8 |
0.4% |
1,902.1 |
| Low |
1,909.6 |
1,919.1 |
9.5 |
0.5% |
1,861.7 |
| Close |
1,925.5 |
1,921.2 |
-4.3 |
-0.2% |
1,882.9 |
| Range |
18.8 |
16.1 |
-2.7 |
-14.4% |
40.4 |
| ATR |
18.5 |
18.3 |
-0.2 |
-0.9% |
0.0 |
| Volume |
2,504 |
2,071 |
-433 |
-17.3% |
12,737 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.5 |
1,963.4 |
1,930.1 |
|
| R3 |
1,957.4 |
1,947.3 |
1,925.6 |
|
| R2 |
1,941.3 |
1,941.3 |
1,924.2 |
|
| R1 |
1,931.2 |
1,931.2 |
1,922.7 |
1,928.2 |
| PP |
1,925.2 |
1,925.2 |
1,925.2 |
1,923.7 |
| S1 |
1,915.1 |
1,915.1 |
1,919.7 |
1,912.1 |
| S2 |
1,909.1 |
1,909.1 |
1,918.2 |
|
| S3 |
1,893.0 |
1,899.0 |
1,916.8 |
|
| S4 |
1,876.9 |
1,882.9 |
1,912.3 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.4 |
1,983.6 |
1,905.1 |
|
| R3 |
1,963.0 |
1,943.2 |
1,894.0 |
|
| R2 |
1,922.6 |
1,922.6 |
1,890.3 |
|
| R1 |
1,902.8 |
1,902.8 |
1,886.6 |
1,892.5 |
| PP |
1,882.2 |
1,882.2 |
1,882.2 |
1,877.1 |
| S1 |
1,862.4 |
1,862.4 |
1,879.2 |
1,852.1 |
| S2 |
1,841.8 |
1,841.8 |
1,875.5 |
|
| S3 |
1,801.4 |
1,822.0 |
1,871.8 |
|
| S4 |
1,761.0 |
1,781.6 |
1,860.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,935.2 |
1,861.7 |
73.5 |
3.8% |
17.6 |
0.9% |
81% |
True |
False |
2,801 |
| 10 |
1,935.2 |
1,861.7 |
73.5 |
3.8% |
18.8 |
1.0% |
81% |
True |
False |
2,467 |
| 20 |
2,007.5 |
1,861.7 |
145.8 |
7.6% |
17.4 |
0.9% |
41% |
False |
False |
1,852 |
| 40 |
2,018.8 |
1,861.7 |
157.1 |
8.2% |
15.7 |
0.8% |
38% |
False |
False |
1,261 |
| 60 |
2,065.3 |
1,861.7 |
203.6 |
10.6% |
15.9 |
0.8% |
29% |
False |
False |
1,011 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.6% |
16.0 |
0.8% |
29% |
False |
False |
863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,003.6 |
|
2.618 |
1,977.3 |
|
1.618 |
1,961.2 |
|
1.000 |
1,951.3 |
|
0.618 |
1,945.1 |
|
HIGH |
1,935.2 |
|
0.618 |
1,929.0 |
|
0.500 |
1,927.2 |
|
0.382 |
1,925.3 |
|
LOW |
1,919.1 |
|
0.618 |
1,909.2 |
|
1.000 |
1,903.0 |
|
1.618 |
1,893.1 |
|
2.618 |
1,877.0 |
|
4.250 |
1,850.7 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,927.2 |
1,920.7 |
| PP |
1,925.2 |
1,920.2 |
| S1 |
1,923.2 |
1,919.7 |
|