Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
34,684.74 |
34,187.84 |
-496.90 |
-1.4% |
29,597.17 |
High |
34,831.58 |
34,283.96 |
-547.62 |
-1.6% |
35,125.60 |
Low |
33,747.30 |
33,412.15 |
-335.15 |
-1.0% |
29,479.72 |
Close |
34,190.27 |
33,834.04 |
-356.23 |
-1.0% |
33,834.04 |
Range |
1,084.28 |
871.81 |
-212.47 |
-19.6% |
5,645.88 |
ATR |
1,205.66 |
1,181.81 |
-23.85 |
-2.0% |
0.00 |
Volume |
31,978 |
27,641 |
-4,337 |
-13.6% |
204,021 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,458.81 |
36,018.24 |
34,313.54 |
|
R3 |
35,587.00 |
35,146.43 |
34,073.79 |
|
R2 |
34,715.19 |
34,715.19 |
33,993.87 |
|
R1 |
34,274.62 |
34,274.62 |
33,913.96 |
34,059.00 |
PP |
33,843.38 |
33,843.38 |
33,843.38 |
33,735.58 |
S1 |
33,402.81 |
33,402.81 |
33,754.12 |
33,187.19 |
S2 |
32,971.57 |
32,971.57 |
33,674.21 |
|
S3 |
32,099.76 |
32,531.00 |
33,594.29 |
|
S4 |
31,227.95 |
31,659.19 |
33,354.54 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,750.76 |
47,438.28 |
36,939.27 |
|
R3 |
44,104.88 |
41,792.40 |
35,386.66 |
|
R2 |
38,459.00 |
38,459.00 |
34,869.12 |
|
R1 |
36,146.52 |
36,146.52 |
34,351.58 |
37,302.76 |
PP |
32,813.12 |
32,813.12 |
32,813.12 |
33,391.24 |
S1 |
30,500.64 |
30,500.64 |
33,316.50 |
31,656.88 |
S2 |
27,167.24 |
27,167.24 |
32,798.96 |
|
S3 |
21,521.36 |
24,854.76 |
32,281.42 |
|
S4 |
15,875.48 |
19,208.88 |
30,728.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,125.60 |
29,479.72 |
5,645.88 |
16.7% |
1,914.56 |
5.7% |
77% |
False |
False |
40,804 |
10 |
35,125.60 |
26,772.59 |
8,353.01 |
24.7% |
1,626.59 |
4.8% |
85% |
False |
False |
32,909 |
20 |
35,125.60 |
26,550.11 |
8,575.49 |
25.3% |
1,187.65 |
3.5% |
85% |
False |
False |
25,938 |
40 |
35,125.60 |
24,963.04 |
10,162.56 |
30.0% |
932.56 |
2.8% |
87% |
False |
False |
23,476 |
60 |
35,125.60 |
24,963.04 |
10,162.56 |
30.0% |
888.33 |
2.6% |
87% |
False |
False |
22,588 |
80 |
35,125.60 |
24,963.04 |
10,162.56 |
30.0% |
853.07 |
2.5% |
87% |
False |
False |
20,817 |
100 |
35,125.60 |
24,815.78 |
10,309.82 |
30.5% |
897.73 |
2.7% |
87% |
False |
False |
21,553 |
120 |
35,125.60 |
24,815.78 |
10,309.82 |
30.5% |
900.11 |
2.7% |
87% |
False |
False |
20,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,989.15 |
2.618 |
36,566.36 |
1.618 |
35,694.55 |
1.000 |
35,155.77 |
0.618 |
34,822.74 |
HIGH |
34,283.96 |
0.618 |
33,950.93 |
0.500 |
33,848.06 |
0.382 |
33,745.18 |
LOW |
33,412.15 |
0.618 |
32,873.37 |
1.000 |
32,540.34 |
1.618 |
32,001.56 |
2.618 |
31,129.75 |
4.250 |
29,706.96 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
33,848.06 |
34,268.39 |
PP |
33,843.38 |
34,123.60 |
S1 |
33,838.71 |
33,978.82 |
|