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 |
35,005 |
34,420 |
-585 |
-1.7% |
30,085 |
High |
35,345 |
34,630 |
-715 |
-2.0% |
35,625 |
Low |
34,150 |
33,655 |
-495 |
-1.4% |
30,050 |
Close |
34,305 |
33,955 |
-350 |
-1.0% |
33,955 |
Range |
1,195 |
975 |
-220 |
-18.4% |
5,575 |
ATR |
1,285 |
1,263 |
-22 |
-1.7% |
0 |
Volume |
11,346 |
7,077 |
-4,269 |
-37.6% |
43,940 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,005 |
36,455 |
34,491 |
|
R3 |
36,030 |
35,480 |
34,223 |
|
R2 |
35,055 |
35,055 |
34,134 |
|
R1 |
34,505 |
34,505 |
34,044 |
34,293 |
PP |
34,080 |
34,080 |
34,080 |
33,974 |
S1 |
33,530 |
33,530 |
33,866 |
33,318 |
S2 |
33,105 |
33,105 |
33,776 |
|
S3 |
32,130 |
32,555 |
33,687 |
|
S4 |
31,155 |
31,580 |
33,419 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,935 |
47,520 |
37,021 |
|
R3 |
44,360 |
41,945 |
35,488 |
|
R2 |
38,785 |
38,785 |
34,977 |
|
R1 |
36,370 |
36,370 |
34,466 |
37,578 |
PP |
33,210 |
33,210 |
33,210 |
33,814 |
S1 |
30,795 |
30,795 |
33,444 |
32,003 |
S2 |
27,635 |
27,635 |
32,933 |
|
S3 |
22,060 |
25,220 |
32,422 |
|
S4 |
16,485 |
19,645 |
30,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,625 |
30,050 |
5,575 |
16.4% |
1,883 |
5.5% |
70% |
False |
False |
8,788 |
10 |
35,625 |
27,315 |
8,310 |
24.5% |
1,665 |
4.9% |
80% |
False |
False |
5,028 |
20 |
35,625 |
26,750 |
8,875 |
26.1% |
1,208 |
3.6% |
81% |
False |
False |
2,817 |
40 |
35,625 |
25,210 |
10,415 |
30.7% |
949 |
2.8% |
84% |
False |
False |
1,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,774 |
2.618 |
37,183 |
1.618 |
36,208 |
1.000 |
35,605 |
0.618 |
35,233 |
HIGH |
34,630 |
0.618 |
34,258 |
0.500 |
34,143 |
0.382 |
34,027 |
LOW |
33,655 |
0.618 |
33,052 |
1.000 |
32,680 |
1.618 |
32,077 |
2.618 |
31,102 |
4.250 |
29,511 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
34,143 |
34,640 |
PP |
34,080 |
34,412 |
S1 |
34,018 |
34,183 |
|