Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,066.0 |
4,024.0 |
-42.0 |
-1.0% |
4,048.0 |
High |
4,082.0 |
4,063.0 |
-19.0 |
-0.5% |
4,098.0 |
Low |
4,001.0 |
4,022.0 |
21.0 |
0.5% |
4,001.0 |
Close |
4,033.0 |
4,039.0 |
6.0 |
0.1% |
4,033.0 |
Range |
81.0 |
41.0 |
-40.0 |
-49.4% |
97.0 |
ATR |
62.6 |
61.0 |
-1.5 |
-2.5% |
0.0 |
Volume |
1,083,968 |
662,957 |
-421,011 |
-38.8% |
4,498,969 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,164.3 |
4,142.7 |
4,061.6 |
|
R3 |
4,123.3 |
4,101.7 |
4,050.3 |
|
R2 |
4,082.3 |
4,082.3 |
4,046.5 |
|
R1 |
4,060.7 |
4,060.7 |
4,042.8 |
4,071.5 |
PP |
4,041.3 |
4,041.3 |
4,041.3 |
4,046.8 |
S1 |
4,019.7 |
4,019.7 |
4,035.2 |
4,030.5 |
S2 |
4,000.3 |
4,000.3 |
4,031.5 |
|
S3 |
3,959.3 |
3,978.7 |
4,027.7 |
|
S4 |
3,918.3 |
3,937.7 |
4,016.5 |
|
|
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% |
54.8 |
1.4% |
39% |
False |
False |
841,698 |
10 |
4,187.0 |
4,001.0 |
186.0 |
4.6% |
57.0 |
1.4% |
20% |
False |
False |
889,446 |
20 |
4,256.0 |
4,001.0 |
255.0 |
6.3% |
59.3 |
1.5% |
15% |
False |
False |
860,685 |
40 |
4,359.0 |
4,001.0 |
358.0 |
8.9% |
58.4 |
1.4% |
11% |
False |
False |
824,336 |
60 |
4,446.0 |
4,001.0 |
445.0 |
11.0% |
56.4 |
1.4% |
9% |
False |
False |
551,090 |
80 |
4,533.0 |
4,001.0 |
532.0 |
13.2% |
51.6 |
1.3% |
7% |
False |
False |
413,391 |
100 |
4,533.0 |
4,001.0 |
532.0 |
13.2% |
46.9 |
1.2% |
7% |
False |
False |
331,036 |
120 |
4,533.0 |
4,001.0 |
532.0 |
13.2% |
41.3 |
1.0% |
7% |
False |
False |
275,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,237.3 |
2.618 |
4,170.3 |
1.618 |
4,129.3 |
1.000 |
4,104.0 |
0.618 |
4,088.3 |
HIGH |
4,063.0 |
0.618 |
4,047.3 |
0.500 |
4,042.5 |
0.382 |
4,037.7 |
LOW |
4,022.0 |
0.618 |
3,996.7 |
1.000 |
3,981.0 |
1.618 |
3,955.7 |
2.618 |
3,914.7 |
4.250 |
3,847.8 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,042.5 |
4,041.5 |
PP |
4,041.3 |
4,040.7 |
S1 |
4,040.2 |
4,039.8 |
|