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 |
1,971.21 |
1,979.71 |
8.50 |
0.4% |
1,932.84 |
High |
1,985.11 |
1,992.62 |
7.51 |
0.4% |
1,996.25 |
Low |
1,969.80 |
1,973.72 |
3.92 |
0.2% |
1,909.36 |
Close |
1,979.71 |
1,984.82 |
5.11 |
0.3% |
1,980.49 |
Range |
15.31 |
18.90 |
3.59 |
23.4% |
86.89 |
ATR |
21.14 |
20.98 |
-0.16 |
-0.8% |
0.00 |
Volume |
5,521 |
5,496 |
-25 |
-0.5% |
27,070 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,040.42 |
2,031.52 |
1,995.22 |
|
R3 |
2,021.52 |
2,012.62 |
1,990.02 |
|
R2 |
2,002.62 |
2,002.62 |
1,988.29 |
|
R1 |
1,993.72 |
1,993.72 |
1,986.55 |
1,998.17 |
PP |
1,983.72 |
1,983.72 |
1,983.72 |
1,985.95 |
S1 |
1,974.82 |
1,974.82 |
1,983.09 |
1,979.27 |
S2 |
1,964.82 |
1,964.82 |
1,981.36 |
|
S3 |
1,945.92 |
1,955.92 |
1,979.62 |
|
S4 |
1,927.02 |
1,937.02 |
1,974.43 |
|
|
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 |
1,958.12 |
38.13 |
1.9% |
19.17 |
1.0% |
70% |
False |
False |
5,398 |
10 |
1,996.25 |
1,868.98 |
127.27 |
6.4% |
26.53 |
1.3% |
91% |
False |
False |
5,423 |
20 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
22.65 |
1.1% |
94% |
False |
False |
5,482 |
40 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
18.03 |
0.9% |
94% |
False |
False |
5,695 |
60 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
16.63 |
0.8% |
94% |
False |
False |
5,688 |
80 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.02 |
0.9% |
94% |
False |
False |
5,702 |
100 |
1,996.25 |
1,812.39 |
183.86 |
9.3% |
17.53 |
0.9% |
94% |
False |
False |
5,698 |
120 |
2,052.28 |
1,812.39 |
239.89 |
12.1% |
18.63 |
0.9% |
72% |
False |
False |
5,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,072.95 |
2.618 |
2,042.10 |
1.618 |
2,023.20 |
1.000 |
2,011.52 |
0.618 |
2,004.30 |
HIGH |
1,992.62 |
0.618 |
1,985.40 |
0.500 |
1,983.17 |
0.382 |
1,980.94 |
LOW |
1,973.72 |
0.618 |
1,962.04 |
1.000 |
1,954.82 |
1.618 |
1,943.14 |
2.618 |
1,924.24 |
4.250 |
1,893.40 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,984.27 |
1,981.67 |
PP |
1,983.72 |
1,978.52 |
S1 |
1,983.17 |
1,975.37 |
|