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 |
94.30 |
94.48 |
0.18 |
0.2% |
93.68 |
High |
94.57 |
94.54 |
-0.03 |
0.0% |
94.26 |
Low |
94.11 |
94.31 |
0.20 |
0.2% |
93.60 |
Close |
94.47 |
94.42 |
-0.05 |
-0.1% |
94.24 |
Range |
0.47 |
0.24 |
-0.23 |
-49.5% |
0.66 |
ATR |
0.43 |
0.41 |
-0.01 |
-3.2% |
0.00 |
Volume |
13,234,500 |
7,323,400 |
-5,911,100 |
-44.7% |
29,472,820 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.13 |
95.01 |
94.55 |
|
R3 |
94.89 |
94.77 |
94.48 |
|
R2 |
94.66 |
94.66 |
94.46 |
|
R1 |
94.54 |
94.54 |
94.44 |
94.48 |
PP |
94.42 |
94.42 |
94.42 |
94.39 |
S1 |
94.30 |
94.30 |
94.40 |
94.25 |
S2 |
94.19 |
94.19 |
94.38 |
|
S3 |
93.95 |
94.07 |
94.36 |
|
S4 |
93.72 |
93.83 |
94.29 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.01 |
95.79 |
94.60 |
|
R3 |
95.35 |
95.13 |
94.42 |
|
R2 |
94.69 |
94.69 |
94.36 |
|
R1 |
94.47 |
94.47 |
94.30 |
94.58 |
PP |
94.03 |
94.03 |
94.03 |
94.09 |
S1 |
93.81 |
93.81 |
94.18 |
93.92 |
S2 |
93.37 |
93.37 |
94.12 |
|
S3 |
92.71 |
93.15 |
94.06 |
|
S4 |
92.05 |
92.49 |
93.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.57 |
93.94 |
0.63 |
0.7% |
0.32 |
0.3% |
76% |
False |
False |
7,704,440 |
10 |
94.57 |
93.45 |
1.12 |
1.2% |
0.33 |
0.3% |
87% |
False |
False |
6,847,762 |
20 |
94.57 |
91.73 |
2.84 |
3.0% |
0.33 |
0.3% |
95% |
False |
False |
7,670,257 |
40 |
94.57 |
90.30 |
4.28 |
4.5% |
0.34 |
0.4% |
96% |
False |
False |
6,743,046 |
60 |
94.57 |
90.30 |
4.28 |
4.5% |
0.37 |
0.4% |
96% |
False |
False |
6,987,165 |
80 |
94.57 |
80.30 |
14.27 |
15.1% |
0.71 |
0.8% |
99% |
False |
False |
9,866,566 |
100 |
94.57 |
76.76 |
17.81 |
18.9% |
0.77 |
0.8% |
99% |
False |
False |
9,216,020 |
120 |
94.57 |
73.61 |
20.97 |
22.2% |
0.84 |
0.9% |
99% |
False |
False |
9,263,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.54 |
2.618 |
95.16 |
1.618 |
94.92 |
1.000 |
94.78 |
0.618 |
94.69 |
HIGH |
94.54 |
0.618 |
94.45 |
0.500 |
94.42 |
0.382 |
94.39 |
LOW |
94.31 |
0.618 |
94.16 |
1.000 |
94.07 |
1.618 |
93.92 |
2.618 |
93.69 |
4.250 |
93.31 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
94.42 |
94.39 |
PP |
94.42 |
94.37 |
S1 |
94.42 |
94.34 |
|