| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,708.6460 |
1,771.3730 |
62.7270 |
3.7% |
1,559.8270 |
| High |
1,853.9300 |
1,815.8420 |
-38.0880 |
-2.1% |
1,632.7660 |
| Low |
1,704.8370 |
1,761.4690 |
56.6320 |
3.3% |
1,543.6780 |
| Close |
1,772.1950 |
1,787.4850 |
15.2900 |
0.9% |
1,603.6720 |
| Range |
149.0930 |
54.3730 |
-94.7200 |
-63.5% |
89.0880 |
| ATR |
61.3190 |
60.8228 |
-0.4961 |
-0.8% |
0.0000 |
| Volume |
498,825 |
264,346 |
-234,479 |
-47.0% |
568,311 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.3843 |
1,923.8077 |
1,817.3902 |
|
| R3 |
1,897.0113 |
1,869.4347 |
1,802.4376 |
|
| R2 |
1,842.6383 |
1,842.6383 |
1,797.4534 |
|
| R1 |
1,815.0617 |
1,815.0617 |
1,792.4692 |
1,828.8500 |
| PP |
1,788.2653 |
1,788.2653 |
1,788.2653 |
1,795.1595 |
| S1 |
1,760.6887 |
1,760.6887 |
1,782.5008 |
1,774.4770 |
| S2 |
1,733.8923 |
1,733.8923 |
1,777.5166 |
|
| S3 |
1,679.5193 |
1,706.3157 |
1,772.5324 |
|
| S4 |
1,625.1463 |
1,651.9427 |
1,757.5799 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,860.6360 |
1,821.2420 |
1,652.6704 |
|
| R3 |
1,771.5480 |
1,732.1540 |
1,628.1712 |
|
| R2 |
1,682.4600 |
1,682.4600 |
1,620.0048 |
|
| R1 |
1,643.0660 |
1,643.0660 |
1,611.8384 |
1,662.7630 |
| PP |
1,593.3720 |
1,593.3720 |
1,593.3720 |
1,603.2205 |
| S1 |
1,553.9780 |
1,553.9780 |
1,595.5056 |
1,573.6750 |
| S2 |
1,504.2840 |
1,504.2840 |
1,587.3392 |
|
| S3 |
1,415.1960 |
1,464.8900 |
1,579.1728 |
|
| S4 |
1,326.1080 |
1,375.8020 |
1,554.6736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,853.9300 |
1,543.6780 |
310.2520 |
17.4% |
86.1566 |
4.8% |
79% |
False |
False |
218,275 |
| 10 |
1,853.9300 |
1,523.0770 |
330.8530 |
18.5% |
66.8163 |
3.7% |
80% |
False |
False |
158,461 |
| 20 |
1,853.9300 |
1,523.0770 |
330.8530 |
18.5% |
60.1271 |
3.4% |
80% |
False |
False |
141,735 |
| 40 |
1,853.9300 |
1,523.0770 |
330.8530 |
18.5% |
52.7962 |
3.0% |
80% |
False |
False |
128,245 |
| 60 |
1,878.5800 |
1,523.0770 |
355.5030 |
19.9% |
52.3072 |
2.9% |
74% |
False |
False |
136,625 |
| 80 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.2% |
52.6295 |
2.9% |
53% |
False |
False |
128,461 |
| 100 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.2% |
57.4474 |
3.2% |
53% |
False |
False |
129,259 |
| 120 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.2% |
58.3769 |
3.3% |
53% |
False |
False |
131,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,046.9273 |
|
2.618 |
1,958.1905 |
|
1.618 |
1,903.8175 |
|
1.000 |
1,870.2150 |
|
0.618 |
1,849.4445 |
|
HIGH |
1,815.8420 |
|
0.618 |
1,795.0715 |
|
0.500 |
1,788.6555 |
|
0.382 |
1,782.2395 |
|
LOW |
1,761.4690 |
|
0.618 |
1,727.8665 |
|
1.000 |
1,707.0960 |
|
1.618 |
1,673.4935 |
|
2.618 |
1,619.1205 |
|
4.250 |
1,530.3838 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,788.6555 |
1,766.1860 |
| PP |
1,788.2653 |
1,744.8870 |
| S1 |
1,787.8752 |
1,723.5880 |
|