Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,984.90 |
2,007.03 |
22.13 |
1.1% |
1,981.62 |
High |
2,008.65 |
2,007.32 |
-1.33 |
-0.1% |
2,008.65 |
Low |
1,979.59 |
1,992.53 |
12.94 |
0.7% |
1,958.12 |
Close |
2,005.65 |
1,996.33 |
-9.32 |
-0.5% |
2,005.65 |
Range |
29.06 |
14.79 |
-14.27 |
-49.1% |
50.53 |
ATR |
21.56 |
21.07 |
-0.48 |
-2.2% |
0.00 |
Volume |
5,515 |
5,382 |
-133 |
-2.4% |
27,189 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.10 |
2,034.50 |
2,004.46 |
|
R3 |
2,028.31 |
2,019.71 |
2,000.40 |
|
R2 |
2,013.52 |
2,013.52 |
1,999.04 |
|
R1 |
2,004.92 |
2,004.92 |
1,997.69 |
2,001.83 |
PP |
1,998.73 |
1,998.73 |
1,998.73 |
1,997.18 |
S1 |
1,990.13 |
1,990.13 |
1,994.97 |
1,987.04 |
S2 |
1,983.94 |
1,983.94 |
1,993.62 |
|
S3 |
1,969.15 |
1,975.34 |
1,992.26 |
|
S4 |
1,954.36 |
1,960.55 |
1,988.20 |
|
|
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% |
19.97 |
1.0% |
76% |
False |
False |
5,456 |
10 |
2,008.65 |
1,912.83 |
95.82 |
4.8% |
22.44 |
1.1% |
87% |
False |
False |
5,436 |
20 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
22.22 |
1.1% |
94% |
False |
False |
5,471 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
18.56 |
0.9% |
94% |
False |
False |
5,669 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
16.92 |
0.8% |
94% |
False |
False |
5,680 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
17.04 |
0.9% |
94% |
False |
False |
5,694 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
17.62 |
0.9% |
94% |
False |
False |
5,694 |
120 |
2,046.46 |
1,812.39 |
234.07 |
11.7% |
18.45 |
0.9% |
79% |
False |
False |
5,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,070.18 |
2.618 |
2,046.04 |
1.618 |
2,031.25 |
1.000 |
2,022.11 |
0.618 |
2,016.46 |
HIGH |
2,007.32 |
0.618 |
2,001.67 |
0.500 |
1,999.93 |
0.382 |
1,998.18 |
LOW |
1,992.53 |
0.618 |
1,983.39 |
1.000 |
1,977.74 |
1.618 |
1,968.60 |
2.618 |
1,953.81 |
4.250 |
1,929.67 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,999.93 |
1,994.62 |
PP |
1,998.73 |
1,992.90 |
S1 |
1,997.53 |
1,991.19 |
|