| 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 |
27,540 |
26,775 |
-765 |
-2.8% |
27,190 |
| High |
27,595 |
27,025 |
-570 |
-2.1% |
28,950 |
| Low |
26,570 |
26,575 |
5 |
0.0% |
27,190 |
| Close |
26,800 |
26,755 |
-45 |
-0.2% |
28,145 |
| Range |
1,025 |
450 |
-575 |
-56.1% |
1,760 |
| ATR |
852 |
823 |
-29 |
-3.4% |
0 |
| Volume |
10,160 |
4,426 |
-5,734 |
-56.4% |
50,425 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,135 |
27,895 |
27,003 |
|
| R3 |
27,685 |
27,445 |
26,879 |
|
| R2 |
27,235 |
27,235 |
26,838 |
|
| R1 |
26,995 |
26,995 |
26,796 |
26,890 |
| PP |
26,785 |
26,785 |
26,785 |
26,733 |
| S1 |
26,545 |
26,545 |
26,714 |
26,440 |
| S2 |
26,335 |
26,335 |
26,673 |
|
| S3 |
25,885 |
26,095 |
26,631 |
|
| S4 |
25,435 |
25,645 |
26,508 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,375 |
32,520 |
29,113 |
|
| R3 |
31,615 |
30,760 |
28,629 |
|
| R2 |
29,855 |
29,855 |
28,468 |
|
| R1 |
29,000 |
29,000 |
28,306 |
29,428 |
| PP |
28,095 |
28,095 |
28,095 |
28,309 |
| S1 |
27,240 |
27,240 |
27,984 |
27,668 |
| S2 |
26,335 |
26,335 |
27,822 |
|
| S3 |
24,575 |
25,480 |
27,661 |
|
| S4 |
22,815 |
23,720 |
27,177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,275 |
26,570 |
1,705 |
6.4% |
747 |
2.8% |
11% |
False |
False |
7,498 |
| 10 |
28,950 |
26,570 |
2,380 |
8.9% |
829 |
3.1% |
8% |
False |
False |
8,498 |
| 20 |
28,950 |
26,115 |
2,835 |
10.6% |
769 |
2.9% |
23% |
False |
False |
5,981 |
| 40 |
29,375 |
25,070 |
4,305 |
16.1% |
851 |
3.2% |
39% |
False |
False |
3,426 |
| 60 |
31,305 |
25,070 |
6,235 |
23.3% |
765 |
2.9% |
27% |
False |
False |
2,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,938 |
|
2.618 |
28,203 |
|
1.618 |
27,753 |
|
1.000 |
27,475 |
|
0.618 |
27,303 |
|
HIGH |
27,025 |
|
0.618 |
26,853 |
|
0.500 |
26,800 |
|
0.382 |
26,747 |
|
LOW |
26,575 |
|
0.618 |
26,297 |
|
1.000 |
26,125 |
|
1.618 |
25,847 |
|
2.618 |
25,397 |
|
4.250 |
24,663 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
26,800 |
27,230 |
| PP |
26,785 |
27,072 |
| S1 |
26,770 |
26,913 |
|