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 |
34,685 |
34,150 |
-535 |
-1.5% |
29,860 |
High |
34,940 |
34,300 |
-640 |
-1.8% |
35,265 |
Low |
33,760 |
33,835 |
75 |
0.2% |
29,835 |
Close |
34,065 |
33,980 |
-85 |
-0.2% |
33,980 |
Range |
1,180 |
465 |
-715 |
-60.6% |
5,430 |
ATR |
1,299 |
1,239 |
-60 |
-4.6% |
0 |
Volume |
11,713 |
929 |
-10,784 |
-92.1% |
68,316 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,433 |
35,172 |
34,236 |
|
R3 |
34,968 |
34,707 |
34,108 |
|
R2 |
34,503 |
34,503 |
34,065 |
|
R1 |
34,242 |
34,242 |
34,023 |
34,140 |
PP |
34,038 |
34,038 |
34,038 |
33,988 |
S1 |
33,777 |
33,777 |
33,937 |
33,675 |
S2 |
33,573 |
33,573 |
33,895 |
|
S3 |
33,108 |
33,312 |
33,852 |
|
S4 |
32,643 |
32,847 |
33,724 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,317 |
47,078 |
36,967 |
|
R3 |
43,887 |
41,648 |
35,473 |
|
R2 |
38,457 |
38,457 |
34,976 |
|
R1 |
36,218 |
36,218 |
34,478 |
37,338 |
PP |
33,027 |
33,027 |
33,027 |
33,586 |
S1 |
30,788 |
30,788 |
33,482 |
31,908 |
S2 |
27,597 |
27,597 |
32,985 |
|
S3 |
22,167 |
25,358 |
32,487 |
|
S4 |
16,737 |
19,928 |
30,994 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,265 |
29,835 |
5,430 |
16.0% |
1,762 |
5.2% |
76% |
False |
False |
13,663 |
10 |
35,265 |
27,145 |
8,120 |
23.9% |
1,618 |
4.8% |
84% |
False |
False |
12,429 |
20 |
35,265 |
26,570 |
8,695 |
25.6% |
1,214 |
3.6% |
85% |
False |
False |
10,386 |
40 |
35,265 |
25,070 |
10,195 |
30.0% |
989 |
2.9% |
87% |
False |
False |
6,351 |
60 |
35,265 |
25,070 |
10,195 |
30.0% |
929 |
2.7% |
87% |
False |
False |
4,449 |
80 |
35,265 |
25,070 |
10,195 |
30.0% |
837 |
2.5% |
87% |
False |
False |
3,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,276 |
2.618 |
35,517 |
1.618 |
35,052 |
1.000 |
34,765 |
0.618 |
34,587 |
HIGH |
34,300 |
0.618 |
34,122 |
0.500 |
34,068 |
0.382 |
34,013 |
LOW |
33,835 |
0.618 |
33,548 |
1.000 |
33,370 |
1.618 |
33,083 |
2.618 |
32,618 |
4.250 |
31,859 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
34,068 |
34,495 |
PP |
34,038 |
34,323 |
S1 |
34,009 |
34,152 |
|