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 |
1,979.71 |
1,984.90 |
5.19 |
0.3% |
1,981.62 |
High |
1,992.62 |
2,008.65 |
16.03 |
0.8% |
2,008.65 |
Low |
1,973.72 |
1,979.59 |
5.87 |
0.3% |
1,958.12 |
Close |
1,984.82 |
2,005.65 |
20.83 |
1.0% |
2,005.65 |
Range |
18.90 |
29.06 |
10.16 |
53.8% |
50.53 |
ATR |
20.98 |
21.56 |
0.58 |
2.8% |
0.00 |
Volume |
5,496 |
5,515 |
19 |
0.3% |
27,189 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.14 |
2,074.46 |
2,021.63 |
|
R3 |
2,056.08 |
2,045.40 |
2,013.64 |
|
R2 |
2,027.02 |
2,027.02 |
2,010.98 |
|
R1 |
2,016.34 |
2,016.34 |
2,008.31 |
2,021.68 |
PP |
1,997.96 |
1,997.96 |
1,997.96 |
2,000.64 |
S1 |
1,987.28 |
1,987.28 |
2,002.99 |
1,992.62 |
S2 |
1,968.90 |
1,968.90 |
2,000.32 |
|
S3 |
1,939.84 |
1,958.22 |
1,997.66 |
|
S4 |
1,910.78 |
1,929.16 |
1,989.67 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,142.40 |
2,124.55 |
2,033.44 |
|
R3 |
2,091.87 |
2,074.02 |
2,019.55 |
|
R2 |
2,041.34 |
2,041.34 |
2,014.91 |
|
R1 |
2,023.49 |
2,023.49 |
2,010.28 |
2,032.42 |
PP |
1,990.81 |
1,990.81 |
1,990.81 |
1,995.27 |
S1 |
1,972.96 |
1,972.96 |
2,001.02 |
1,981.89 |
S2 |
1,940.28 |
1,940.28 |
1,996.39 |
|
S3 |
1,889.75 |
1,922.43 |
1,991.75 |
|
S4 |
1,839.22 |
1,871.90 |
1,977.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,008.65 |
1,958.12 |
50.53 |
2.5% |
20.36 |
1.0% |
94% |
True |
False |
5,437 |
10 |
2,008.65 |
1,909.36 |
99.29 |
5.0% |
23.31 |
1.2% |
97% |
True |
False |
5,425 |
20 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
22.54 |
1.1% |
98% |
True |
False |
5,474 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
18.56 |
0.9% |
98% |
True |
False |
5,683 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
16.79 |
0.8% |
98% |
True |
False |
5,686 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
17.15 |
0.9% |
98% |
True |
False |
5,699 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
17.57 |
0.9% |
98% |
True |
False |
5,697 |
120 |
2,046.46 |
1,812.39 |
234.07 |
11.7% |
18.44 |
0.9% |
83% |
False |
False |
5,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,132.16 |
2.618 |
2,084.73 |
1.618 |
2,055.67 |
1.000 |
2,037.71 |
0.618 |
2,026.61 |
HIGH |
2,008.65 |
0.618 |
1,997.55 |
0.500 |
1,994.12 |
0.382 |
1,990.69 |
LOW |
1,979.59 |
0.618 |
1,961.63 |
1.000 |
1,950.53 |
1.618 |
1,932.57 |
2.618 |
1,903.51 |
4.250 |
1,856.09 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
2,001.81 |
2,000.18 |
PP |
1,997.96 |
1,994.70 |
S1 |
1,994.12 |
1,989.23 |
|