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 |
4,052.0 |
4,066.0 |
14.0 |
0.3% |
4,048.0 |
High |
4,080.0 |
4,082.0 |
2.0 |
0.0% |
4,098.0 |
Low |
4,029.0 |
4,001.0 |
-28.0 |
-0.7% |
4,001.0 |
Close |
4,062.0 |
4,033.0 |
-29.0 |
-0.7% |
4,033.0 |
Range |
51.0 |
81.0 |
30.0 |
58.8% |
97.0 |
ATR |
61.2 |
62.6 |
1.4 |
2.3% |
0.0 |
Volume |
848,473 |
1,083,968 |
235,495 |
27.8% |
4,498,969 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,281.7 |
4,238.3 |
4,077.6 |
|
R3 |
4,200.7 |
4,157.3 |
4,055.3 |
|
R2 |
4,119.7 |
4,119.7 |
4,047.9 |
|
R1 |
4,076.3 |
4,076.3 |
4,040.4 |
4,057.5 |
PP |
4,038.7 |
4,038.7 |
4,038.7 |
4,029.3 |
S1 |
3,995.3 |
3,995.3 |
4,025.6 |
3,976.5 |
S2 |
3,957.7 |
3,957.7 |
4,018.2 |
|
S3 |
3,876.7 |
3,914.3 |
4,010.7 |
|
S4 |
3,795.7 |
3,833.3 |
3,988.5 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,335.0 |
4,281.0 |
4,086.4 |
|
R3 |
4,238.0 |
4,184.0 |
4,059.7 |
|
R2 |
4,141.0 |
4,141.0 |
4,050.8 |
|
R1 |
4,087.0 |
4,087.0 |
4,041.9 |
4,065.5 |
PP |
4,044.0 |
4,044.0 |
4,044.0 |
4,033.3 |
S1 |
3,990.0 |
3,990.0 |
4,024.1 |
3,968.5 |
S2 |
3,947.0 |
3,947.0 |
4,015.2 |
|
S3 |
3,850.0 |
3,893.0 |
4,006.3 |
|
S4 |
3,753.0 |
3,796.0 |
3,979.7 |
|
|
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 |
4,001.0 |
97.0 |
2.4% |
58.4 |
1.4% |
33% |
False |
True |
899,793 |
10 |
4,187.0 |
4,001.0 |
186.0 |
4.6% |
58.4 |
1.4% |
17% |
False |
True |
892,278 |
20 |
4,256.0 |
4,001.0 |
255.0 |
6.3% |
62.0 |
1.5% |
13% |
False |
True |
873,305 |
40 |
4,376.0 |
4,001.0 |
375.0 |
9.3% |
59.1 |
1.5% |
9% |
False |
True |
807,845 |
60 |
4,446.0 |
4,001.0 |
445.0 |
11.0% |
56.5 |
1.4% |
7% |
False |
True |
540,043 |
80 |
4,533.0 |
4,001.0 |
532.0 |
13.2% |
51.8 |
1.3% |
6% |
False |
True |
405,106 |
100 |
4,533.0 |
4,001.0 |
532.0 |
13.2% |
46.5 |
1.2% |
6% |
False |
True |
324,406 |
120 |
4,533.0 |
4,001.0 |
532.0 |
13.2% |
40.9 |
1.0% |
6% |
False |
True |
270,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,426.3 |
2.618 |
4,294.1 |
1.618 |
4,213.1 |
1.000 |
4,163.0 |
0.618 |
4,132.1 |
HIGH |
4,082.0 |
0.618 |
4,051.1 |
0.500 |
4,041.5 |
0.382 |
4,031.9 |
LOW |
4,001.0 |
0.618 |
3,950.9 |
1.000 |
3,920.0 |
1.618 |
3,869.9 |
2.618 |
3,788.9 |
4.250 |
3,656.8 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,041.5 |
4,049.5 |
PP |
4,038.7 |
4,044.0 |
S1 |
4,035.8 |
4,038.5 |
|