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 |
4,048.0 |
4,046.0 |
-2.0 |
0.0% |
4,156.0 |
High |
4,065.0 |
4,089.0 |
24.0 |
0.6% |
4,187.0 |
Low |
4,006.0 |
4,033.0 |
27.0 |
0.7% |
4,036.0 |
Close |
4,056.0 |
4,077.0 |
21.0 |
0.5% |
4,044.0 |
Range |
59.0 |
56.0 |
-3.0 |
-5.1% |
151.0 |
ATR |
63.1 |
62.6 |
-0.5 |
-0.8% |
0.0 |
Volume |
953,433 |
773,701 |
-179,732 |
-18.9% |
4,423,819 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,234.3 |
4,211.7 |
4,107.8 |
|
R3 |
4,178.3 |
4,155.7 |
4,092.4 |
|
R2 |
4,122.3 |
4,122.3 |
4,087.3 |
|
R1 |
4,099.7 |
4,099.7 |
4,082.1 |
4,111.0 |
PP |
4,066.3 |
4,066.3 |
4,066.3 |
4,072.0 |
S1 |
4,043.7 |
4,043.7 |
4,071.9 |
4,055.0 |
S2 |
4,010.3 |
4,010.3 |
4,066.7 |
|
S3 |
3,954.3 |
3,987.7 |
4,061.6 |
|
S4 |
3,898.3 |
3,931.7 |
4,046.2 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,542.0 |
4,444.0 |
4,127.1 |
|
R3 |
4,391.0 |
4,293.0 |
4,085.5 |
|
R2 |
4,240.0 |
4,240.0 |
4,071.7 |
|
R1 |
4,142.0 |
4,142.0 |
4,057.8 |
4,115.5 |
PP |
4,089.0 |
4,089.0 |
4,089.0 |
4,075.8 |
S1 |
3,991.0 |
3,991.0 |
4,030.2 |
3,964.5 |
S2 |
3,938.0 |
3,938.0 |
4,016.3 |
|
S3 |
3,787.0 |
3,840.0 |
4,002.5 |
|
S4 |
3,636.0 |
3,689.0 |
3,961.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,180.0 |
4,006.0 |
174.0 |
4.3% |
58.6 |
1.4% |
41% |
False |
False |
952,149 |
10 |
4,256.0 |
4,006.0 |
250.0 |
6.1% |
60.3 |
1.5% |
28% |
False |
False |
857,313 |
20 |
4,256.0 |
4,006.0 |
250.0 |
6.1% |
62.6 |
1.5% |
28% |
False |
False |
869,285 |
40 |
4,388.0 |
4,006.0 |
382.0 |
9.4% |
58.2 |
1.4% |
19% |
False |
False |
739,445 |
60 |
4,500.0 |
4,006.0 |
494.0 |
12.1% |
56.1 |
1.4% |
14% |
False |
False |
493,865 |
80 |
4,533.0 |
4,006.0 |
527.0 |
12.9% |
51.6 |
1.3% |
13% |
False |
False |
370,485 |
100 |
4,533.0 |
4,006.0 |
527.0 |
12.9% |
45.0 |
1.1% |
13% |
False |
False |
296,689 |
120 |
4,533.0 |
4,006.0 |
527.0 |
12.9% |
39.5 |
1.0% |
13% |
False |
False |
247,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,327.0 |
2.618 |
4,235.6 |
1.618 |
4,179.6 |
1.000 |
4,145.0 |
0.618 |
4,123.6 |
HIGH |
4,089.0 |
0.618 |
4,067.6 |
0.500 |
4,061.0 |
0.382 |
4,054.4 |
LOW |
4,033.0 |
0.618 |
3,998.4 |
1.000 |
3,977.0 |
1.618 |
3,942.4 |
2.618 |
3,886.4 |
4.250 |
3,795.0 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,071.7 |
4,067.2 |
PP |
4,066.3 |
4,057.3 |
S1 |
4,061.0 |
4,047.5 |
|