Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1,982.7 |
1,991.2 |
8.5 |
0.4% |
1,941.3 |
High |
1,998.6 |
2,003.7 |
5.1 |
0.3% |
2,009.2 |
Low |
1,973.6 |
1,981.6 |
8.0 |
0.4% |
1,921.2 |
Close |
1,994.9 |
1,997.4 |
2.5 |
0.1% |
1,994.4 |
Range |
25.0 |
22.1 |
-2.9 |
-11.6% |
88.0 |
ATR |
24.9 |
24.7 |
-0.2 |
-0.8% |
0.0 |
Volume |
240,655 |
214,053 |
-26,602 |
-11.1% |
1,171,861 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,060.5 |
2,051.1 |
2,009.6 |
|
R3 |
2,038.4 |
2,029.0 |
2,003.5 |
|
R2 |
2,016.3 |
2,016.3 |
2,001.5 |
|
R1 |
2,006.9 |
2,006.9 |
1,999.4 |
2,011.6 |
PP |
1,994.2 |
1,994.2 |
1,994.2 |
1,996.6 |
S1 |
1,984.8 |
1,984.8 |
1,995.4 |
1,989.5 |
S2 |
1,972.1 |
1,972.1 |
1,993.3 |
|
S3 |
1,950.0 |
1,962.7 |
1,991.3 |
|
S4 |
1,927.9 |
1,940.6 |
1,985.2 |
|
|
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 |
1,964.6 |
44.6 |
2.2% |
24.7 |
1.2% |
74% |
False |
False |
231,410 |
10 |
2,009.2 |
1,881.5 |
127.7 |
6.4% |
30.3 |
1.5% |
91% |
False |
False |
235,279 |
20 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
25.3 |
1.3% |
94% |
False |
False |
214,698 |
40 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
20.6 |
1.0% |
94% |
False |
False |
193,595 |
60 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
19.3 |
1.0% |
94% |
False |
False |
176,296 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.5 |
1.0% |
85% |
False |
False |
151,859 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.1 |
1.0% |
85% |
False |
False |
122,733 |
120 |
2,112.4 |
1,823.5 |
288.9 |
14.5% |
20.8 |
1.0% |
60% |
False |
False |
102,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,097.6 |
2.618 |
2,061.6 |
1.618 |
2,039.5 |
1.000 |
2,025.8 |
0.618 |
2,017.4 |
HIGH |
2,003.7 |
0.618 |
1,995.3 |
0.500 |
1,992.7 |
0.382 |
1,990.0 |
LOW |
1,981.6 |
0.618 |
1,967.9 |
1.000 |
1,959.5 |
1.618 |
1,945.8 |
2.618 |
1,923.7 |
4.250 |
1,887.7 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1,995.8 |
1,993.0 |
PP |
1,994.2 |
1,988.6 |
S1 |
1,992.7 |
1,984.2 |
|