Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,024.0 |
4,046.0 |
22.0 |
0.5% |
4,048.0 |
High |
4,063.0 |
4,087.0 |
24.0 |
0.6% |
4,098.0 |
Low |
4,022.0 |
4,031.0 |
9.0 |
0.2% |
4,001.0 |
Close |
4,039.0 |
4,070.0 |
31.0 |
0.8% |
4,033.0 |
Range |
41.0 |
56.0 |
15.0 |
36.6% |
97.0 |
ATR |
61.0 |
60.7 |
-0.4 |
-0.6% |
0.0 |
Volume |
662,957 |
819,609 |
156,652 |
23.6% |
4,498,969 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,230.7 |
4,206.3 |
4,100.8 |
|
R3 |
4,174.7 |
4,150.3 |
4,085.4 |
|
R2 |
4,118.7 |
4,118.7 |
4,080.3 |
|
R1 |
4,094.3 |
4,094.3 |
4,075.1 |
4,106.5 |
PP |
4,062.7 |
4,062.7 |
4,062.7 |
4,068.8 |
S1 |
4,038.3 |
4,038.3 |
4,064.9 |
4,050.5 |
S2 |
4,006.7 |
4,006.7 |
4,059.7 |
|
S3 |
3,950.7 |
3,982.3 |
4,054.6 |
|
S4 |
3,894.7 |
3,926.3 |
4,039.2 |
|
|
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 |
1.3% |
71% |
False |
False |
850,880 |
10 |
4,180.0 |
4,001.0 |
179.0 |
4.4% |
56.7 |
1.4% |
39% |
False |
False |
901,515 |
20 |
4,256.0 |
4,001.0 |
255.0 |
6.3% |
59.1 |
1.5% |
27% |
False |
False |
855,810 |
40 |
4,359.0 |
4,001.0 |
358.0 |
8.8% |
58.6 |
1.4% |
19% |
False |
False |
844,429 |
60 |
4,446.0 |
4,001.0 |
445.0 |
10.9% |
56.7 |
1.4% |
16% |
False |
False |
564,747 |
80 |
4,533.0 |
4,001.0 |
532.0 |
13.1% |
51.9 |
1.3% |
13% |
False |
False |
423,636 |
100 |
4,533.0 |
4,001.0 |
532.0 |
13.1% |
47.4 |
1.2% |
13% |
False |
False |
339,145 |
120 |
4,533.0 |
4,001.0 |
532.0 |
13.1% |
41.7 |
1.0% |
13% |
False |
False |
282,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,325.0 |
2.618 |
4,233.6 |
1.618 |
4,177.6 |
1.000 |
4,143.0 |
0.618 |
4,121.6 |
HIGH |
4,087.0 |
0.618 |
4,065.6 |
0.500 |
4,059.0 |
0.382 |
4,052.4 |
LOW |
4,031.0 |
0.618 |
3,996.4 |
1.000 |
3,975.0 |
1.618 |
3,940.4 |
2.618 |
3,884.4 |
4.250 |
3,793.0 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,066.3 |
4,061.3 |
PP |
4,062.7 |
4,052.7 |
S1 |
4,059.0 |
4,044.0 |
|