| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
94.48 |
94.48 |
0.00 |
0.0% |
93.68 |
| High |
94.54 |
94.54 |
0.00 |
0.0% |
94.26 |
| Low |
94.31 |
94.31 |
0.00 |
0.0% |
93.60 |
| Close |
94.42 |
94.42 |
0.00 |
0.0% |
94.24 |
| Range |
0.24 |
0.24 |
0.00 |
0.0% |
0.66 |
| ATR |
0.36 |
0.35 |
-0.01 |
-2.5% |
0.00 |
| Volume |
7,323,400 |
7,323,400 |
0 |
0.0% |
60,349,220 |
|
| 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 |
94.11 |
0.47 |
0.5% |
0.34 |
0.4% |
68% |
False |
False |
9,250,340 |
| 10 |
94.57 |
93.94 |
0.63 |
0.7% |
0.32 |
0.3% |
76% |
False |
False |
7,704,440 |
| 20 |
94.57 |
93.45 |
1.12 |
1.2% |
0.33 |
0.3% |
87% |
False |
False |
6,917,941 |
| 40 |
94.57 |
91.73 |
2.84 |
3.0% |
0.33 |
0.3% |
95% |
False |
False |
7,890,166 |
| 60 |
94.57 |
91.73 |
2.84 |
3.0% |
0.30 |
0.3% |
95% |
False |
False |
6,881,587 |
| 80 |
94.57 |
90.30 |
4.28 |
4.5% |
0.34 |
0.4% |
96% |
False |
False |
6,903,253 |
| 100 |
94.57 |
90.30 |
4.28 |
4.5% |
0.35 |
0.4% |
96% |
False |
False |
6,691,019 |
| 120 |
94.57 |
90.30 |
4.28 |
4.5% |
0.37 |
0.4% |
96% |
False |
False |
7,111,114 |
|
|
|
| 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 |
|