Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,771.3730 |
1,787.0210 |
15.6480 |
0.9% |
1,559.8270 |
High |
1,815.8420 |
1,865.1010 |
49.2590 |
2.7% |
1,632.7660 |
Low |
1,761.4690 |
1,763.9620 |
2.4930 |
0.1% |
1,543.6780 |
Close |
1,787.4850 |
1,798.1760 |
10.6910 |
0.6% |
1,603.6720 |
Range |
54.3730 |
101.1390 |
46.7660 |
86.0% |
89.0880 |
ATR |
60.8228 |
63.7026 |
2.8797 |
4.7% |
0.0000 |
Volume |
264,346 |
271,761 |
7,415 |
2.8% |
568,311 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,112.4967 |
2,056.4753 |
1,853.8025 |
|
R3 |
2,011.3577 |
1,955.3363 |
1,825.9892 |
|
R2 |
1,910.2187 |
1,910.2187 |
1,816.7182 |
|
R1 |
1,854.1973 |
1,854.1973 |
1,807.4471 |
1,882.2080 |
PP |
1,809.0797 |
1,809.0797 |
1,809.0797 |
1,823.0850 |
S1 |
1,753.0583 |
1,753.0583 |
1,788.9049 |
1,781.0690 |
S2 |
1,707.9407 |
1,707.9407 |
1,779.6339 |
|
S3 |
1,606.8017 |
1,651.9193 |
1,770.3628 |
|
S4 |
1,505.6627 |
1,550.7803 |
1,742.5496 |
|
|
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 |
1,865.1010 |
1,562.2540 |
302.8470 |
16.8% |
100.1784 |
5.6% |
78% |
True |
False |
247,746 |
10 |
1,865.1010 |
1,533.6020 |
331.4990 |
18.4% |
72.3244 |
4.0% |
80% |
True |
False |
171,020 |
20 |
1,865.1010 |
1,523.0770 |
342.0240 |
19.0% |
61.4535 |
3.4% |
80% |
True |
False |
144,363 |
40 |
1,865.1010 |
1,523.0770 |
342.0240 |
19.0% |
54.3874 |
3.0% |
80% |
True |
False |
131,741 |
60 |
1,872.9570 |
1,523.0770 |
349.8800 |
19.5% |
53.0590 |
3.0% |
79% |
False |
False |
138,191 |
80 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.0% |
53.3047 |
3.0% |
55% |
False |
False |
130,265 |
100 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.0% |
57.1610 |
3.2% |
55% |
False |
False |
131,976 |
120 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.0% |
58.1659 |
3.2% |
55% |
False |
False |
131,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,294.9418 |
2.618 |
2,129.8829 |
1.618 |
2,028.7439 |
1.000 |
1,966.2400 |
0.618 |
1,927.6049 |
HIGH |
1,865.1010 |
0.618 |
1,826.4659 |
0.500 |
1,814.5315 |
0.382 |
1,802.5971 |
LOW |
1,763.9620 |
0.618 |
1,701.4581 |
1.000 |
1,662.8230 |
1.618 |
1,600.3191 |
2.618 |
1,499.1801 |
4.250 |
1,334.1213 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,814.5315 |
1,793.7737 |
PP |
1,809.0797 |
1,789.3713 |
S1 |
1,803.6278 |
1,784.9690 |
|