Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,078.0 |
4,052.0 |
-26.0 |
-0.6% |
4,156.0 |
High |
4,098.0 |
4,080.0 |
-18.0 |
-0.4% |
4,187.0 |
Low |
4,053.0 |
4,029.0 |
-24.0 |
-0.6% |
4,036.0 |
Close |
4,088.0 |
4,062.0 |
-26.0 |
-0.6% |
4,044.0 |
Range |
45.0 |
51.0 |
6.0 |
13.3% |
151.0 |
ATR |
61.3 |
61.2 |
-0.2 |
-0.3% |
0.0 |
Volume |
839,394 |
848,473 |
9,079 |
1.1% |
4,423,819 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,210.0 |
4,187.0 |
4,090.1 |
|
R3 |
4,159.0 |
4,136.0 |
4,076.0 |
|
R2 |
4,108.0 |
4,108.0 |
4,071.4 |
|
R1 |
4,085.0 |
4,085.0 |
4,066.7 |
4,096.5 |
PP |
4,057.0 |
4,057.0 |
4,057.0 |
4,062.8 |
S1 |
4,034.0 |
4,034.0 |
4,057.3 |
4,045.5 |
S2 |
4,006.0 |
4,006.0 |
4,052.7 |
|
S3 |
3,955.0 |
3,983.0 |
4,048.0 |
|
S4 |
3,904.0 |
3,932.0 |
4,034.0 |
|
|
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 |
4,098.0 |
4,006.0 |
92.0 |
2.3% |
51.6 |
1.3% |
61% |
False |
False |
920,662 |
10 |
4,218.0 |
4,006.0 |
212.0 |
5.2% |
58.2 |
1.4% |
26% |
False |
False |
875,741 |
20 |
4,256.0 |
4,006.0 |
250.0 |
6.2% |
61.3 |
1.5% |
22% |
False |
False |
876,129 |
40 |
4,376.0 |
4,006.0 |
370.0 |
9.1% |
58.2 |
1.4% |
15% |
False |
False |
781,259 |
60 |
4,446.0 |
4,006.0 |
440.0 |
10.8% |
56.2 |
1.4% |
13% |
False |
False |
521,985 |
80 |
4,533.0 |
4,006.0 |
527.0 |
13.0% |
52.2 |
1.3% |
11% |
False |
False |
391,583 |
100 |
4,533.0 |
4,006.0 |
527.0 |
13.0% |
45.8 |
1.1% |
11% |
False |
False |
313,566 |
120 |
4,533.0 |
4,006.0 |
527.0 |
13.0% |
40.2 |
1.0% |
11% |
False |
False |
261,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,296.8 |
2.618 |
4,213.5 |
1.618 |
4,162.5 |
1.000 |
4,131.0 |
0.618 |
4,111.5 |
HIGH |
4,080.0 |
0.618 |
4,060.5 |
0.500 |
4,054.5 |
0.382 |
4,048.5 |
LOW |
4,029.0 |
0.618 |
3,997.5 |
1.000 |
3,978.0 |
1.618 |
3,946.5 |
2.618 |
3,895.5 |
4.250 |
3,812.3 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,059.5 |
4,063.5 |
PP |
4,057.0 |
4,063.0 |
S1 |
4,054.5 |
4,062.5 |
|