Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,256.25 |
4,250.25 |
-6.00 |
-0.1% |
4,356.75 |
High |
4,280.75 |
4,290.50 |
9.75 |
0.2% |
4,423.25 |
Low |
4,213.25 |
4,242.00 |
28.75 |
0.7% |
4,243.50 |
Close |
4,241.75 |
4,271.25 |
29.50 |
0.7% |
4,248.50 |
Range |
67.50 |
48.50 |
-19.00 |
-28.1% |
179.75 |
ATR |
62.32 |
61.35 |
-0.97 |
-1.6% |
0.00 |
Volume |
1,963,670 |
1,807,092 |
-156,578 |
-8.0% |
10,891,004 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,413.50 |
4,390.75 |
4,298.00 |
|
R3 |
4,365.00 |
4,342.25 |
4,284.50 |
|
R2 |
4,316.50 |
4,316.50 |
4,280.25 |
|
R1 |
4,293.75 |
4,293.75 |
4,275.75 |
4,305.00 |
PP |
4,268.00 |
4,268.00 |
4,268.00 |
4,273.50 |
S1 |
4,245.25 |
4,245.25 |
4,266.75 |
4,256.50 |
S2 |
4,219.50 |
4,219.50 |
4,262.25 |
|
S3 |
4,171.00 |
4,196.75 |
4,258.00 |
|
S4 |
4,122.50 |
4,148.25 |
4,244.50 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,844.25 |
4,726.25 |
4,347.25 |
|
R3 |
4,664.50 |
4,546.50 |
4,298.00 |
|
R2 |
4,484.75 |
4,484.75 |
4,281.50 |
|
R1 |
4,366.75 |
4,366.75 |
4,265.00 |
4,336.00 |
PP |
4,305.00 |
4,305.00 |
4,305.00 |
4,289.75 |
S1 |
4,187.00 |
4,187.00 |
4,232.00 |
4,156.00 |
S2 |
4,125.25 |
4,125.25 |
4,215.50 |
|
S3 |
3,945.50 |
4,007.25 |
4,199.00 |
|
S4 |
3,765.75 |
3,827.50 |
4,149.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,399.25 |
4,213.25 |
186.00 |
4.4% |
63.75 |
1.5% |
31% |
False |
False |
2,222,616 |
10 |
4,430.50 |
4,213.25 |
217.25 |
5.1% |
62.00 |
1.5% |
27% |
False |
False |
2,019,208 |
20 |
4,430.50 |
4,213.25 |
217.25 |
5.1% |
65.00 |
1.5% |
27% |
False |
False |
1,981,856 |
40 |
4,597.50 |
4,213.25 |
384.25 |
9.0% |
56.00 |
1.3% |
15% |
False |
False |
1,528,115 |
60 |
4,673.50 |
4,213.25 |
460.25 |
10.8% |
56.00 |
1.3% |
13% |
False |
False |
1,020,298 |
80 |
4,685.50 |
4,213.25 |
472.25 |
11.1% |
51.75 |
1.2% |
12% |
False |
False |
765,743 |
100 |
4,685.50 |
4,213.25 |
472.25 |
11.1% |
50.00 |
1.2% |
12% |
False |
False |
612,902 |
120 |
4,685.50 |
4,131.00 |
554.50 |
13.0% |
49.50 |
1.2% |
25% |
False |
False |
510,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,496.50 |
2.618 |
4,417.50 |
1.618 |
4,369.00 |
1.000 |
4,339.00 |
0.618 |
4,320.50 |
HIGH |
4,290.50 |
0.618 |
4,272.00 |
0.500 |
4,266.25 |
0.382 |
4,260.50 |
LOW |
4,242.00 |
0.618 |
4,212.00 |
1.000 |
4,193.50 |
1.618 |
4,163.50 |
2.618 |
4,115.00 |
4.250 |
4,036.00 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,269.50 |
4,267.00 |
PP |
4,268.00 |
4,263.00 |
S1 |
4,266.25 |
4,258.75 |
|