| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,978.5 |
1,970.5 |
-8.0 |
-0.4% |
1,900.5 |
| High |
1,978.5 |
1,981.6 |
3.1 |
0.2% |
1,983.4 |
| Low |
1,961.6 |
1,965.0 |
3.4 |
0.2% |
1,895.6 |
| Close |
1,973.1 |
1,974.6 |
1.5 |
0.1% |
1,980.1 |
| Range |
16.9 |
16.6 |
-0.3 |
-1.8% |
87.8 |
| ATR |
21.3 |
21.0 |
-0.3 |
-1.6% |
0.0 |
| Volume |
1,669 |
1,180 |
-489 |
-29.3% |
15,729 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,023.5 |
2,015.7 |
1,983.7 |
|
| R3 |
2,006.9 |
1,999.1 |
1,979.2 |
|
| R2 |
1,990.3 |
1,990.3 |
1,977.6 |
|
| R1 |
1,982.5 |
1,982.5 |
1,976.1 |
1,986.4 |
| PP |
1,973.7 |
1,973.7 |
1,973.7 |
1,975.7 |
| S1 |
1,965.9 |
1,965.9 |
1,973.1 |
1,969.8 |
| S2 |
1,957.1 |
1,957.1 |
1,971.6 |
|
| S3 |
1,940.5 |
1,949.3 |
1,970.0 |
|
| S4 |
1,923.9 |
1,932.7 |
1,965.5 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.4 |
2,186.1 |
2,028.4 |
|
| R3 |
2,128.6 |
2,098.3 |
2,004.2 |
|
| R2 |
2,040.8 |
2,040.8 |
1,996.2 |
|
| R1 |
2,010.5 |
2,010.5 |
1,988.1 |
2,025.7 |
| PP |
1,953.0 |
1,953.0 |
1,953.0 |
1,960.6 |
| S1 |
1,922.7 |
1,922.7 |
1,972.1 |
1,937.9 |
| S2 |
1,865.2 |
1,865.2 |
1,964.0 |
|
| S3 |
1,777.4 |
1,834.9 |
1,956.0 |
|
| S4 |
1,689.6 |
1,747.1 |
1,931.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,983.4 |
1,909.6 |
73.8 |
3.7% |
26.4 |
1.3% |
88% |
False |
False |
2,605 |
| 10 |
1,983.4 |
1,861.7 |
121.7 |
6.2% |
21.4 |
1.1% |
93% |
False |
False |
2,758 |
| 20 |
2,007.5 |
1,861.7 |
145.8 |
7.4% |
20.5 |
1.0% |
77% |
False |
False |
2,170 |
| 40 |
2,018.8 |
1,861.7 |
157.1 |
8.0% |
17.1 |
0.9% |
72% |
False |
False |
1,447 |
| 60 |
2,060.6 |
1,861.7 |
198.9 |
10.1% |
16.9 |
0.9% |
57% |
False |
False |
1,128 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.3% |
16.3 |
0.8% |
55% |
False |
False |
951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,052.2 |
|
2.618 |
2,025.1 |
|
1.618 |
2,008.5 |
|
1.000 |
1,998.2 |
|
0.618 |
1,991.9 |
|
HIGH |
1,981.6 |
|
0.618 |
1,975.3 |
|
0.500 |
1,973.3 |
|
0.382 |
1,971.3 |
|
LOW |
1,965.0 |
|
0.618 |
1,954.7 |
|
1.000 |
1,948.4 |
|
1.618 |
1,938.1 |
|
2.618 |
1,921.5 |
|
4.250 |
1,894.5 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,974.2 |
1,967.0 |
| PP |
1,973.7 |
1,959.3 |
| S1 |
1,973.3 |
1,951.7 |
|