Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,987.7 |
1,984.1 |
-3.6 |
-0.2% |
1,941.3 |
High |
1,994.3 |
1,992.0 |
-2.3 |
-0.1% |
2,009.2 |
Low |
1,971.0 |
1,964.6 |
-6.4 |
-0.3% |
1,921.2 |
Close |
1,987.8 |
1,986.1 |
-1.7 |
-0.1% |
1,994.4 |
Range |
23.3 |
27.4 |
4.1 |
17.6% |
88.0 |
ATR |
24.7 |
24.9 |
0.2 |
0.8% |
0.0 |
Volume |
212,290 |
200,943 |
-11,347 |
-5.3% |
1,171,861 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.1 |
2,052.0 |
2,001.2 |
|
R3 |
2,035.7 |
2,024.6 |
1,993.6 |
|
R2 |
2,008.3 |
2,008.3 |
1,991.1 |
|
R1 |
1,997.2 |
1,997.2 |
1,988.6 |
2,002.8 |
PP |
1,980.9 |
1,980.9 |
1,980.9 |
1,983.7 |
S1 |
1,969.8 |
1,969.8 |
1,983.6 |
1,975.4 |
S2 |
1,953.5 |
1,953.5 |
1,981.1 |
|
S3 |
1,926.1 |
1,942.4 |
1,978.6 |
|
S4 |
1,898.7 |
1,915.0 |
1,971.0 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,238.9 |
2,204.7 |
2,042.8 |
|
R3 |
2,150.9 |
2,116.7 |
2,018.6 |
|
R2 |
2,062.9 |
2,062.9 |
2,010.5 |
|
R1 |
2,028.7 |
2,028.7 |
2,002.5 |
2,045.8 |
PP |
1,974.9 |
1,974.9 |
1,974.9 |
1,983.5 |
S1 |
1,940.7 |
1,940.7 |
1,986.3 |
1,957.8 |
S2 |
1,886.9 |
1,886.9 |
1,978.3 |
|
S3 |
1,798.9 |
1,852.7 |
1,970.2 |
|
S4 |
1,710.9 |
1,764.7 |
1,946.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,009.2 |
1,935.9 |
73.3 |
3.7% |
29.9 |
1.5% |
68% |
False |
False |
247,441 |
10 |
2,009.2 |
1,871.7 |
137.5 |
6.9% |
29.3 |
1.5% |
83% |
False |
False |
223,152 |
20 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
25.6 |
1.3% |
88% |
False |
False |
215,460 |
40 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
20.4 |
1.0% |
88% |
False |
False |
190,143 |
60 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
19.3 |
1.0% |
88% |
False |
False |
174,341 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.5 |
1.0% |
79% |
False |
False |
146,485 |
100 |
2,038.9 |
1,823.5 |
215.4 |
10.8% |
20.2 |
1.0% |
75% |
False |
False |
118,245 |
120 |
2,129.7 |
1,823.5 |
306.2 |
15.4% |
21.2 |
1.1% |
53% |
False |
False |
99,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,108.5 |
2.618 |
2,063.7 |
1.618 |
2,036.3 |
1.000 |
2,019.4 |
0.618 |
2,008.9 |
HIGH |
1,992.0 |
0.618 |
1,981.5 |
0.500 |
1,978.3 |
0.382 |
1,975.1 |
LOW |
1,964.6 |
0.618 |
1,947.7 |
1.000 |
1,937.2 |
1.618 |
1,920.3 |
2.618 |
1,892.9 |
4.250 |
1,848.2 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,983.5 |
1,986.9 |
PP |
1,980.9 |
1,986.6 |
S1 |
1,978.3 |
1,986.4 |
|