Trading Metrics calculated at close of trading on 25-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,046.0 |
4,078.0 |
32.0 |
0.8% |
4,156.0 |
High |
4,089.0 |
4,098.0 |
9.0 |
0.2% |
4,187.0 |
Low |
4,033.0 |
4,053.0 |
20.0 |
0.5% |
4,036.0 |
Close |
4,077.0 |
4,088.0 |
11.0 |
0.3% |
4,044.0 |
Range |
56.0 |
45.0 |
-11.0 |
-19.6% |
151.0 |
ATR |
62.6 |
61.3 |
-1.3 |
-2.0% |
0.0 |
Volume |
773,701 |
839,394 |
65,693 |
8.5% |
4,423,819 |
|
Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,214.7 |
4,196.3 |
4,112.8 |
|
R3 |
4,169.7 |
4,151.3 |
4,100.4 |
|
R2 |
4,124.7 |
4,124.7 |
4,096.3 |
|
R1 |
4,106.3 |
4,106.3 |
4,092.1 |
4,115.5 |
PP |
4,079.7 |
4,079.7 |
4,079.7 |
4,084.3 |
S1 |
4,061.3 |
4,061.3 |
4,083.9 |
4,070.5 |
S2 |
4,034.7 |
4,034.7 |
4,079.8 |
|
S3 |
3,989.7 |
4,016.3 |
4,075.6 |
|
S4 |
3,944.7 |
3,971.3 |
4,063.3 |
|
|
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 |
4,127.0 |
4,006.0 |
121.0 |
3.0% |
52.4 |
1.3% |
68% |
False |
False |
934,563 |
10 |
4,256.0 |
4,006.0 |
250.0 |
6.1% |
59.9 |
1.5% |
33% |
False |
False |
862,667 |
20 |
4,256.0 |
4,006.0 |
250.0 |
6.1% |
62.2 |
1.5% |
33% |
False |
False |
873,688 |
40 |
4,388.0 |
4,006.0 |
382.0 |
9.3% |
58.4 |
1.4% |
21% |
False |
False |
760,398 |
60 |
4,446.0 |
4,006.0 |
440.0 |
10.8% |
56.1 |
1.4% |
19% |
False |
False |
507,854 |
80 |
4,533.0 |
4,006.0 |
527.0 |
12.9% |
52.0 |
1.3% |
16% |
False |
False |
380,978 |
100 |
4,533.0 |
4,006.0 |
527.0 |
12.9% |
45.3 |
1.1% |
16% |
False |
False |
305,082 |
120 |
4,533.0 |
4,006.0 |
527.0 |
12.9% |
39.9 |
1.0% |
16% |
False |
False |
254,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,289.3 |
2.618 |
4,215.8 |
1.618 |
4,170.8 |
1.000 |
4,143.0 |
0.618 |
4,125.8 |
HIGH |
4,098.0 |
0.618 |
4,080.8 |
0.500 |
4,075.5 |
0.382 |
4,070.2 |
LOW |
4,053.0 |
0.618 |
4,025.2 |
1.000 |
4,008.0 |
1.618 |
3,980.2 |
2.618 |
3,935.2 |
4.250 |
3,861.8 |
|
|
Fisher Pivots for day following 25-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,083.8 |
4,076.0 |
PP |
4,079.7 |
4,064.0 |
S1 |
4,075.5 |
4,052.0 |
|