| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
15,066.73 |
15,204.36 |
137.63 |
0.9% |
14,712.16 |
| High |
15,241.94 |
15,248.22 |
6.28 |
0.0% |
15,021.38 |
| Low |
15,050.54 |
15,119.62 |
69.08 |
0.5% |
14,504.14 |
| Close |
15,131.52 |
15,241.12 |
109.60 |
0.7% |
14,973.24 |
| Range |
191.40 |
128.60 |
-62.80 |
-32.8% |
517.24 |
| ATR |
235.26 |
227.64 |
-7.62 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,588.79 |
15,543.55 |
15,311.85 |
|
| R3 |
15,460.19 |
15,414.95 |
15,276.49 |
|
| R2 |
15,331.59 |
15,331.59 |
15,264.70 |
|
| R1 |
15,286.35 |
15,286.35 |
15,252.91 |
15,308.97 |
| PP |
15,202.99 |
15,202.99 |
15,202.99 |
15,214.30 |
| S1 |
15,157.75 |
15,157.75 |
15,229.33 |
15,180.37 |
| S2 |
15,074.39 |
15,074.39 |
15,217.54 |
|
| S3 |
14,945.79 |
15,029.15 |
15,205.76 |
|
| S4 |
14,817.19 |
14,900.55 |
15,170.39 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,384.64 |
16,196.18 |
15,257.72 |
|
| R3 |
15,867.40 |
15,678.94 |
15,115.48 |
|
| R2 |
15,350.16 |
15,350.16 |
15,068.07 |
|
| R1 |
15,161.70 |
15,161.70 |
15,020.65 |
15,255.93 |
| PP |
14,832.92 |
14,832.92 |
14,832.92 |
14,880.04 |
| S1 |
14,644.46 |
14,644.46 |
14,925.83 |
14,738.69 |
| S2 |
14,315.68 |
14,315.68 |
14,878.41 |
|
| S3 |
13,798.44 |
14,127.22 |
14,831.00 |
|
| S4 |
13,281.20 |
13,609.98 |
14,688.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,248.22 |
14,575.95 |
672.27 |
4.4% |
241.80 |
1.6% |
99% |
True |
False |
|
| 10 |
15,248.22 |
14,504.14 |
744.08 |
4.9% |
244.04 |
1.6% |
99% |
True |
False |
|
| 20 |
15,512.82 |
14,432.60 |
1,080.22 |
7.1% |
214.43 |
1.4% |
75% |
False |
False |
|
| 40 |
15,618.04 |
14,432.60 |
1,185.44 |
7.8% |
207.63 |
1.4% |
68% |
False |
False |
|
| 60 |
15,932.05 |
14,432.60 |
1,499.45 |
9.8% |
202.74 |
1.3% |
54% |
False |
False |
|
| 80 |
15,932.05 |
14,432.60 |
1,499.45 |
9.8% |
196.31 |
1.3% |
54% |
False |
False |
|
| 100 |
15,932.05 |
13,520.92 |
2,411.13 |
15.8% |
196.60 |
1.3% |
71% |
False |
False |
|
| 120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.0% |
190.25 |
1.2% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,794.77 |
|
2.618 |
15,584.89 |
|
1.618 |
15,456.29 |
|
1.000 |
15,376.82 |
|
0.618 |
15,327.69 |
|
HIGH |
15,248.22 |
|
0.618 |
15,199.09 |
|
0.500 |
15,183.92 |
|
0.382 |
15,168.75 |
|
LOW |
15,119.62 |
|
0.618 |
15,040.15 |
|
1.000 |
14,991.02 |
|
1.618 |
14,911.55 |
|
2.618 |
14,782.95 |
|
4.250 |
14,573.07 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,222.05 |
15,172.94 |
| PP |
15,202.99 |
15,104.76 |
| S1 |
15,183.92 |
15,036.58 |
|