Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
2,007.03 |
1,996.29 |
-10.74 |
-0.5% |
1,981.62 |
High |
2,007.32 |
2,005.80 |
-1.52 |
-0.1% |
2,008.65 |
Low |
1,992.53 |
1,980.69 |
-11.84 |
-0.6% |
1,958.12 |
Close |
1,996.33 |
1,983.99 |
-12.34 |
-0.6% |
2,005.65 |
Range |
14.79 |
25.11 |
10.32 |
69.8% |
50.53 |
ATR |
21.07 |
21.36 |
0.29 |
1.4% |
0.00 |
Volume |
5,382 |
5,568 |
186 |
3.5% |
27,189 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,065.49 |
2,049.85 |
1,997.80 |
|
R3 |
2,040.38 |
2,024.74 |
1,990.90 |
|
R2 |
2,015.27 |
2,015.27 |
1,988.59 |
|
R1 |
1,999.63 |
1,999.63 |
1,986.29 |
1,994.90 |
PP |
1,990.16 |
1,990.16 |
1,990.16 |
1,987.79 |
S1 |
1,974.52 |
1,974.52 |
1,981.69 |
1,969.79 |
S2 |
1,965.05 |
1,965.05 |
1,979.39 |
|
S3 |
1,939.94 |
1,949.41 |
1,977.08 |
|
S4 |
1,914.83 |
1,924.30 |
1,970.18 |
|
|
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 |
1,969.80 |
38.85 |
2.0% |
20.63 |
1.0% |
37% |
False |
False |
5,496 |
10 |
2,008.65 |
1,923.20 |
85.45 |
4.3% |
23.26 |
1.2% |
71% |
False |
False |
5,431 |
20 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
22.75 |
1.1% |
87% |
False |
False |
5,475 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
18.86 |
1.0% |
87% |
False |
False |
5,660 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.09 |
0.9% |
87% |
False |
False |
5,676 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.05 |
0.9% |
87% |
False |
False |
5,691 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.59 |
0.9% |
87% |
False |
False |
5,692 |
120 |
2,046.46 |
1,812.39 |
234.07 |
11.8% |
18.52 |
0.9% |
73% |
False |
False |
5,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,112.52 |
2.618 |
2,071.54 |
1.618 |
2,046.43 |
1.000 |
2,030.91 |
0.618 |
2,021.32 |
HIGH |
2,005.80 |
0.618 |
1,996.21 |
0.500 |
1,993.25 |
0.382 |
1,990.28 |
LOW |
1,980.69 |
0.618 |
1,965.17 |
1.000 |
1,955.58 |
1.618 |
1,940.06 |
2.618 |
1,914.95 |
4.250 |
1,873.97 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,993.25 |
1,994.12 |
PP |
1,990.16 |
1,990.74 |
S1 |
1,987.08 |
1,987.37 |
|