Trading Metrics calculated at close of trading on 25-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,250.25 |
4,269.50 |
19.25 |
0.5% |
4,356.75 |
High |
4,290.50 |
4,273.50 |
-17.00 |
-0.4% |
4,423.25 |
Low |
4,242.00 |
4,203.75 |
-38.25 |
-0.9% |
4,243.50 |
Close |
4,271.25 |
4,209.75 |
-61.50 |
-1.4% |
4,248.50 |
Range |
48.50 |
69.75 |
21.25 |
43.8% |
179.75 |
ATR |
61.35 |
61.95 |
0.60 |
1.0% |
0.00 |
Volume |
1,807,092 |
1,981,633 |
174,541 |
9.7% |
10,891,004 |
|
Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,438.25 |
4,393.75 |
4,248.00 |
|
R3 |
4,368.50 |
4,324.00 |
4,229.00 |
|
R2 |
4,298.75 |
4,298.75 |
4,222.50 |
|
R1 |
4,254.25 |
4,254.25 |
4,216.25 |
4,241.50 |
PP |
4,229.00 |
4,229.00 |
4,229.00 |
4,222.75 |
S1 |
4,184.50 |
4,184.50 |
4,203.25 |
4,172.00 |
S2 |
4,159.25 |
4,159.25 |
4,197.00 |
|
S3 |
4,089.50 |
4,114.75 |
4,190.50 |
|
S4 |
4,019.75 |
4,045.00 |
4,171.50 |
|
|
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 |
4,366.50 |
4,203.75 |
162.75 |
3.9% |
64.00 |
1.5% |
4% |
False |
True |
2,164,628 |
10 |
4,430.50 |
4,203.75 |
226.75 |
5.4% |
64.75 |
1.5% |
3% |
False |
True |
2,068,407 |
20 |
4,430.50 |
4,203.75 |
226.75 |
5.4% |
65.50 |
1.6% |
3% |
False |
True |
1,982,642 |
40 |
4,597.50 |
4,203.75 |
393.75 |
9.4% |
55.75 |
1.3% |
2% |
False |
True |
1,577,410 |
60 |
4,644.75 |
4,203.75 |
441.00 |
10.5% |
56.50 |
1.3% |
1% |
False |
True |
1,053,264 |
80 |
4,685.50 |
4,203.75 |
481.75 |
11.4% |
52.50 |
1.2% |
1% |
False |
True |
790,504 |
100 |
4,685.50 |
4,203.75 |
481.75 |
11.4% |
50.00 |
1.2% |
1% |
False |
True |
632,708 |
120 |
4,685.50 |
4,158.00 |
527.50 |
12.5% |
49.50 |
1.2% |
10% |
False |
False |
527,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,570.00 |
2.618 |
4,456.00 |
1.618 |
4,386.25 |
1.000 |
4,343.25 |
0.618 |
4,316.50 |
HIGH |
4,273.50 |
0.618 |
4,246.75 |
0.500 |
4,238.50 |
0.382 |
4,230.50 |
LOW |
4,203.75 |
0.618 |
4,160.75 |
1.000 |
4,134.00 |
1.618 |
4,091.00 |
2.618 |
4,021.25 |
4.250 |
3,907.25 |
|
|
Fisher Pivots for day following 25-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,238.50 |
4,247.00 |
PP |
4,229.00 |
4,234.75 |
S1 |
4,219.50 |
4,222.25 |
|