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 |
1,991.2 |
1,995.0 |
3.8 |
0.2% |
1,987.7 |
High |
2,003.7 |
2,019.7 |
16.0 |
0.8% |
2,019.7 |
Low |
1,981.6 |
1,986.4 |
4.8 |
0.2% |
1,964.6 |
Close |
1,997.4 |
1,998.5 |
1.1 |
0.1% |
1,998.5 |
Range |
22.1 |
33.3 |
11.2 |
50.7% |
55.1 |
ATR |
24.7 |
25.3 |
0.6 |
2.5% |
0.0 |
Volume |
214,053 |
213,757 |
-296 |
-0.1% |
1,081,698 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,101.4 |
2,083.3 |
2,016.8 |
|
R3 |
2,068.1 |
2,050.0 |
2,007.7 |
|
R2 |
2,034.8 |
2,034.8 |
2,004.6 |
|
R1 |
2,016.7 |
2,016.7 |
2,001.6 |
2,025.8 |
PP |
2,001.5 |
2,001.5 |
2,001.5 |
2,006.1 |
S1 |
1,983.4 |
1,983.4 |
1,995.4 |
1,992.5 |
S2 |
1,968.2 |
1,968.2 |
1,992.4 |
|
S3 |
1,934.9 |
1,950.1 |
1,989.3 |
|
S4 |
1,901.6 |
1,916.8 |
1,980.2 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,159.6 |
2,134.1 |
2,028.8 |
|
R3 |
2,104.5 |
2,079.0 |
2,013.7 |
|
R2 |
2,049.4 |
2,049.4 |
2,008.6 |
|
R1 |
2,023.9 |
2,023.9 |
2,003.6 |
2,036.7 |
PP |
1,994.3 |
1,994.3 |
1,994.3 |
2,000.6 |
S1 |
1,968.8 |
1,968.8 |
1,993.4 |
1,981.6 |
S2 |
1,939.2 |
1,939.2 |
1,988.4 |
|
S3 |
1,884.1 |
1,913.7 |
1,983.3 |
|
S4 |
1,829.0 |
1,858.6 |
1,968.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,019.7 |
1,964.6 |
55.1 |
2.8% |
26.2 |
1.3% |
62% |
True |
False |
216,339 |
10 |
2,019.7 |
1,921.2 |
98.5 |
4.9% |
27.1 |
1.4% |
78% |
True |
False |
225,355 |
20 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
25.2 |
1.3% |
89% |
True |
False |
213,130 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
21.2 |
1.1% |
89% |
True |
False |
195,597 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
19.7 |
1.0% |
89% |
True |
False |
177,502 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.6 |
1.0% |
85% |
False |
False |
154,289 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.3 |
1.0% |
85% |
False |
False |
124,844 |
120 |
2,112.4 |
1,823.5 |
288.9 |
14.5% |
21.0 |
1.1% |
61% |
False |
False |
104,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,161.2 |
2.618 |
2,106.9 |
1.618 |
2,073.6 |
1.000 |
2,053.0 |
0.618 |
2,040.3 |
HIGH |
2,019.7 |
0.618 |
2,007.0 |
0.500 |
2,003.1 |
0.382 |
1,999.1 |
LOW |
1,986.4 |
0.618 |
1,965.8 |
1.000 |
1,953.1 |
1.618 |
1,932.5 |
2.618 |
1,899.2 |
4.250 |
1,844.9 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
2,003.1 |
1,997.9 |
PP |
2,001.5 |
1,997.3 |
S1 |
2,000.0 |
1,996.7 |
|