| 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 |
1,787.0210 |
1,797.9090 |
10.8880 |
0.6% |
1,603.6320 |
| High |
1,865.1010 |
1,811.0880 |
-54.0130 |
-2.9% |
1,865.1010 |
| Low |
1,763.9620 |
1,751.1680 |
-12.7940 |
-0.7% |
1,593.2460 |
| Close |
1,798.1760 |
1,781.6660 |
-16.5100 |
-0.9% |
1,781.6660 |
| Range |
101.1390 |
59.9200 |
-41.2190 |
-40.8% |
271.8550 |
| ATR |
63.7026 |
63.4324 |
-0.2702 |
-0.4% |
0.0000 |
| Volume |
271,761 |
179,546 |
-92,215 |
-33.9% |
1,217,132 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,961.0673 |
1,931.2867 |
1,814.6220 |
|
| R3 |
1,901.1473 |
1,871.3667 |
1,798.1440 |
|
| R2 |
1,841.2273 |
1,841.2273 |
1,792.6513 |
|
| R1 |
1,811.4467 |
1,811.4467 |
1,787.1587 |
1,796.3770 |
| PP |
1,781.3073 |
1,781.3073 |
1,781.3073 |
1,773.7725 |
| S1 |
1,751.5267 |
1,751.5267 |
1,776.1733 |
1,736.4570 |
| S2 |
1,721.3873 |
1,721.3873 |
1,770.6807 |
|
| S3 |
1,661.4673 |
1,691.6067 |
1,765.1880 |
|
| S4 |
1,601.5473 |
1,631.6867 |
1,748.7100 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,562.2360 |
2,443.8060 |
1,931.1863 |
|
| R3 |
2,290.3810 |
2,171.9510 |
1,856.4261 |
|
| R2 |
2,018.5260 |
2,018.5260 |
1,831.5061 |
|
| R1 |
1,900.0960 |
1,900.0960 |
1,806.5860 |
1,959.3110 |
| PP |
1,746.6710 |
1,746.6710 |
1,746.6710 |
1,776.2785 |
| S1 |
1,628.2410 |
1,628.2410 |
1,756.7460 |
1,687.4560 |
| S2 |
1,474.8160 |
1,474.8160 |
1,731.8259 |
|
| S3 |
1,202.9610 |
1,356.3860 |
1,706.9059 |
|
| S4 |
931.1060 |
1,084.5310 |
1,632.1458 |
|
|
| 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 |
1,593.2460 |
271.8550 |
15.3% |
98.7004 |
5.5% |
69% |
False |
False |
243,426 |
| 10 |
1,865.1010 |
1,543.6780 |
321.4230 |
18.0% |
75.6812 |
4.2% |
74% |
False |
False |
178,544 |
| 20 |
1,865.1010 |
1,523.0770 |
342.0240 |
19.2% |
62.2632 |
3.5% |
76% |
False |
False |
144,320 |
| 40 |
1,865.1010 |
1,523.0770 |
342.0240 |
19.2% |
54.0412 |
3.0% |
76% |
False |
False |
132,002 |
| 60 |
1,872.9570 |
1,523.0770 |
349.8800 |
19.6% |
53.5274 |
3.0% |
74% |
False |
False |
139,220 |
| 80 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.2% |
52.9627 |
3.0% |
51% |
False |
False |
132,486 |
| 100 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.2% |
56.7616 |
3.2% |
51% |
False |
False |
133,745 |
| 120 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.2% |
57.0037 |
3.2% |
51% |
False |
False |
132,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,065.7480 |
|
2.618 |
1,967.9586 |
|
1.618 |
1,908.0386 |
|
1.000 |
1,871.0080 |
|
0.618 |
1,848.1186 |
|
HIGH |
1,811.0880 |
|
0.618 |
1,788.1986 |
|
0.500 |
1,781.1280 |
|
0.382 |
1,774.0574 |
|
LOW |
1,751.1680 |
|
0.618 |
1,714.1374 |
|
1.000 |
1,691.2480 |
|
1.618 |
1,654.2174 |
|
2.618 |
1,594.2974 |
|
4.250 |
1,496.5080 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,781.4867 |
1,808.1345 |
| PP |
1,781.3073 |
1,799.3117 |
| S1 |
1,781.1280 |
1,790.4888 |
|