| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
435.21 |
433.82 |
-1.39 |
-0.3% |
427.58 |
| High |
436.45 |
437.14 |
0.69 |
0.2% |
437.34 |
| Low |
429.88 |
433.57 |
3.69 |
0.9% |
427.01 |
| Close |
431.50 |
436.04 |
4.54 |
1.1% |
431.50 |
| Range |
6.57 |
3.57 |
-3.00 |
-45.7% |
10.32 |
| ATR |
5.32 |
5.34 |
0.02 |
0.4% |
0.00 |
| Volume |
95,201,100 |
75,433,100 |
-19,768,000 |
-20.8% |
397,788,500 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
446.29 |
444.74 |
438.00 |
|
| R3 |
442.72 |
441.17 |
437.02 |
|
| R2 |
439.15 |
439.15 |
436.69 |
|
| R1 |
437.60 |
437.60 |
436.37 |
438.38 |
| PP |
435.58 |
435.58 |
435.58 |
435.97 |
| S1 |
434.03 |
434.03 |
435.71 |
434.81 |
| S2 |
432.01 |
432.01 |
435.39 |
|
| S3 |
428.44 |
430.46 |
435.06 |
|
| S4 |
424.87 |
426.89 |
434.08 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
462.92 |
457.54 |
437.18 |
|
| R3 |
452.60 |
447.21 |
434.34 |
|
| R2 |
442.27 |
442.27 |
433.39 |
|
| R1 |
436.89 |
436.89 |
432.45 |
439.58 |
| PP |
431.95 |
431.95 |
431.95 |
433.30 |
| S1 |
426.56 |
426.56 |
430.55 |
429.26 |
| S2 |
421.62 |
421.62 |
429.61 |
|
| S3 |
411.30 |
416.24 |
428.66 |
|
| S4 |
400.97 |
405.91 |
425.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
437.34 |
429.88 |
7.46 |
1.7% |
4.87 |
1.1% |
83% |
False |
False |
78,569,460 |
| 10 |
437.34 |
420.18 |
17.16 |
3.9% |
5.70 |
1.3% |
92% |
False |
False |
84,785,110 |
| 20 |
444.44 |
420.18 |
24.26 |
5.6% |
5.22 |
1.2% |
65% |
False |
False |
88,238,530 |
| 40 |
453.67 |
420.18 |
33.49 |
7.7% |
4.56 |
1.0% |
47% |
False |
False |
79,848,005 |
| 60 |
459.44 |
420.18 |
39.26 |
9.0% |
4.48 |
1.0% |
40% |
False |
False |
78,181,130 |
| 80 |
459.44 |
420.18 |
39.26 |
9.0% |
4.12 |
0.9% |
40% |
False |
False |
76,716,523 |
| 100 |
459.44 |
409.88 |
49.56 |
11.4% |
4.09 |
0.9% |
53% |
False |
False |
78,581,180 |
| 120 |
459.44 |
403.74 |
55.70 |
12.8% |
4.09 |
0.9% |
58% |
False |
False |
78,707,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
452.31 |
|
2.618 |
446.49 |
|
1.618 |
442.92 |
|
1.000 |
440.71 |
|
0.618 |
439.35 |
|
HIGH |
437.14 |
|
0.618 |
435.78 |
|
0.500 |
435.36 |
|
0.382 |
434.93 |
|
LOW |
433.57 |
|
0.618 |
431.36 |
|
1.000 |
430.00 |
|
1.618 |
427.79 |
|
2.618 |
424.22 |
|
4.250 |
418.40 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
435.81 |
435.23 |
| PP |
435.58 |
434.42 |
| S1 |
435.36 |
433.61 |
|