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 |
2,013.5 |
2,005.6 |
-7.9 |
-0.4% |
1,987.7 |
High |
2,016.8 |
2,017.7 |
0.9 |
0.0% |
2,019.7 |
Low |
1,999.7 |
1,987.4 |
-12.3 |
-0.6% |
1,964.6 |
Close |
2,005.6 |
1,994.3 |
-11.3 |
-0.6% |
1,998.5 |
Range |
17.1 |
30.3 |
13.2 |
77.2% |
55.1 |
ATR |
24.8 |
25.2 |
0.4 |
1.6% |
0.0 |
Volume |
181,339 |
214,776 |
33,437 |
18.4% |
1,081,698 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,090.7 |
2,072.8 |
2,011.0 |
|
R3 |
2,060.4 |
2,042.5 |
2,002.6 |
|
R2 |
2,030.1 |
2,030.1 |
1,999.9 |
|
R1 |
2,012.2 |
2,012.2 |
1,997.1 |
2,006.0 |
PP |
1,999.8 |
1,999.8 |
1,999.8 |
1,996.7 |
S1 |
1,981.9 |
1,981.9 |
1,991.5 |
1,975.7 |
S2 |
1,969.5 |
1,969.5 |
1,988.7 |
|
S3 |
1,939.2 |
1,951.6 |
1,986.0 |
|
S4 |
1,908.9 |
1,921.3 |
1,977.6 |
|
|
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 |
1,973.6 |
46.1 |
2.3% |
25.6 |
1.3% |
45% |
False |
False |
212,916 |
10 |
2,019.7 |
1,935.9 |
83.8 |
4.2% |
27.7 |
1.4% |
70% |
False |
False |
230,178 |
20 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
25.6 |
1.3% |
87% |
False |
False |
211,989 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
21.3 |
1.1% |
87% |
False |
False |
196,662 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
19.7 |
1.0% |
87% |
False |
False |
179,757 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.7 |
1.0% |
83% |
False |
False |
158,343 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.1 |
1.0% |
83% |
False |
False |
128,733 |
120 |
2,103.6 |
1,823.5 |
280.1 |
14.0% |
21.0 |
1.1% |
61% |
False |
False |
107,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,146.5 |
2.618 |
2,097.0 |
1.618 |
2,066.7 |
1.000 |
2,048.0 |
0.618 |
2,036.4 |
HIGH |
2,017.7 |
0.618 |
2,006.1 |
0.500 |
2,002.6 |
0.382 |
1,999.0 |
LOW |
1,987.4 |
0.618 |
1,968.7 |
1.000 |
1,957.1 |
1.618 |
1,938.4 |
2.618 |
1,908.1 |
4.250 |
1,858.6 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
2,002.6 |
2,003.1 |
PP |
1,999.8 |
2,000.1 |
S1 |
1,997.1 |
1,997.2 |
|