Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,981.62 |
1,972.82 |
-8.80 |
-0.4% |
1,932.84 |
High |
1,982.28 |
1,979.93 |
-2.35 |
-0.1% |
1,996.25 |
Low |
1,965.54 |
1,958.12 |
-7.42 |
-0.4% |
1,909.36 |
Close |
1,972.73 |
1,971.36 |
-1.37 |
-0.1% |
1,980.49 |
Range |
16.74 |
21.81 |
5.07 |
30.3% |
86.89 |
ATR |
21.57 |
21.59 |
0.02 |
0.1% |
0.00 |
Volume |
5,288 |
5,369 |
81 |
1.5% |
27,070 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,035.23 |
2,025.11 |
1,983.36 |
|
R3 |
2,013.42 |
2,003.30 |
1,977.36 |
|
R2 |
1,991.61 |
1,991.61 |
1,975.36 |
|
R1 |
1,981.49 |
1,981.49 |
1,973.36 |
1,975.65 |
PP |
1,969.80 |
1,969.80 |
1,969.80 |
1,966.88 |
S1 |
1,959.68 |
1,959.68 |
1,969.36 |
1,953.84 |
S2 |
1,947.99 |
1,947.99 |
1,967.36 |
|
S3 |
1,926.18 |
1,937.87 |
1,965.36 |
|
S4 |
1,904.37 |
1,916.06 |
1,959.36 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,222.70 |
2,188.49 |
2,028.28 |
|
R3 |
2,135.81 |
2,101.60 |
2,004.38 |
|
R2 |
2,048.92 |
2,048.92 |
1,996.42 |
|
R1 |
2,014.71 |
2,014.71 |
1,988.45 |
2,031.82 |
PP |
1,962.03 |
1,962.03 |
1,962.03 |
1,970.59 |
S1 |
1,927.82 |
1,927.82 |
1,972.53 |
1,944.93 |
S2 |
1,875.14 |
1,875.14 |
1,964.56 |
|
S3 |
1,788.25 |
1,840.93 |
1,956.60 |
|
S4 |
1,701.36 |
1,754.04 |
1,932.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,996.25 |
1,923.20 |
73.05 |
3.7% |
25.88 |
1.3% |
66% |
False |
False |
5,366 |
10 |
1,996.25 |
1,859.03 |
137.22 |
7.0% |
26.42 |
1.3% |
82% |
False |
False |
5,453 |
20 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
23.36 |
1.2% |
86% |
False |
False |
5,505 |
40 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
18.07 |
0.9% |
86% |
False |
False |
5,719 |
60 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
16.78 |
0.9% |
86% |
False |
False |
5,696 |
80 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.09 |
0.9% |
86% |
False |
False |
5,707 |
100 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.82 |
0.9% |
86% |
False |
False |
5,701 |
120 |
2,059.31 |
1,812.39 |
246.92 |
12.5% |
18.79 |
1.0% |
64% |
False |
False |
5,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,072.62 |
2.618 |
2,037.03 |
1.618 |
2,015.22 |
1.000 |
2,001.74 |
0.618 |
1,993.41 |
HIGH |
1,979.93 |
0.618 |
1,971.60 |
0.500 |
1,969.03 |
0.382 |
1,966.45 |
LOW |
1,958.12 |
0.618 |
1,944.64 |
1.000 |
1,936.31 |
1.618 |
1,922.83 |
2.618 |
1,901.02 |
4.250 |
1,865.43 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,970.58 |
1,977.19 |
PP |
1,969.80 |
1,975.24 |
S1 |
1,969.03 |
1,973.30 |
|