| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,032.0 |
2,027.1 |
-4.9 |
-0.2% |
1,978.5 |
| High |
2,047.6 |
2,032.7 |
-14.9 |
-0.7% |
2,047.6 |
| Low |
2,024.7 |
2,012.5 |
-12.2 |
-0.6% |
1,961.6 |
| Close |
2,034.0 |
2,027.3 |
-6.7 |
-0.3% |
2,034.0 |
| Range |
22.9 |
20.2 |
-2.7 |
-11.8% |
86.0 |
| ATR |
23.3 |
23.2 |
-0.1 |
-0.6% |
0.0 |
| Volume |
2,500 |
1,694 |
-806 |
-32.2% |
9,944 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.8 |
2,076.2 |
2,038.4 |
|
| R3 |
2,064.6 |
2,056.0 |
2,032.9 |
|
| R2 |
2,044.4 |
2,044.4 |
2,031.0 |
|
| R1 |
2,035.8 |
2,035.8 |
2,029.2 |
2,040.1 |
| PP |
2,024.2 |
2,024.2 |
2,024.2 |
2,026.3 |
| S1 |
2,015.6 |
2,015.6 |
2,025.4 |
2,019.9 |
| S2 |
2,004.0 |
2,004.0 |
2,023.6 |
|
| S3 |
1,983.8 |
1,995.4 |
2,021.7 |
|
| S4 |
1,963.6 |
1,975.2 |
2,016.2 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.4 |
2,239.2 |
2,081.3 |
|
| R3 |
2,186.4 |
2,153.2 |
2,057.7 |
|
| R2 |
2,100.4 |
2,100.4 |
2,049.8 |
|
| R1 |
2,067.2 |
2,067.2 |
2,041.9 |
2,083.8 |
| PP |
2,014.4 |
2,014.4 |
2,014.4 |
2,022.7 |
| S1 |
1,981.2 |
1,981.2 |
2,026.1 |
1,997.8 |
| S2 |
1,928.4 |
1,928.4 |
2,018.2 |
|
| S3 |
1,842.4 |
1,895.2 |
2,010.4 |
|
| S4 |
1,756.4 |
1,809.2 |
1,986.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.6 |
1,965.0 |
82.6 |
4.1% |
25.8 |
1.3% |
75% |
False |
False |
1,993 |
| 10 |
2,047.6 |
1,904.1 |
143.5 |
7.1% |
25.5 |
1.3% |
86% |
False |
False |
2,513 |
| 20 |
2,047.6 |
1,861.7 |
185.9 |
9.2% |
23.4 |
1.2% |
89% |
False |
False |
2,383 |
| 40 |
2,047.6 |
1,861.7 |
185.9 |
9.2% |
18.3 |
0.9% |
89% |
False |
False |
1,575 |
| 60 |
2,050.4 |
1,861.7 |
188.7 |
9.3% |
17.5 |
0.9% |
88% |
False |
False |
1,220 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
17.1 |
0.8% |
81% |
False |
False |
1,051 |
| 100 |
2,074.8 |
1,861.7 |
213.1 |
10.5% |
17.5 |
0.9% |
78% |
False |
False |
888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,118.6 |
|
2.618 |
2,085.6 |
|
1.618 |
2,065.4 |
|
1.000 |
2,052.9 |
|
0.618 |
2,045.2 |
|
HIGH |
2,032.7 |
|
0.618 |
2,025.0 |
|
0.500 |
2,022.6 |
|
0.382 |
2,020.2 |
|
LOW |
2,012.5 |
|
0.618 |
2,000.0 |
|
1.000 |
1,992.3 |
|
1.618 |
1,979.8 |
|
2.618 |
1,959.6 |
|
4.250 |
1,926.7 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.7 |
2,025.6 |
| PP |
2,024.2 |
2,023.9 |
| S1 |
2,022.6 |
2,022.2 |
|