Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,269.50 |
4,202.00 |
-67.50 |
-1.6% |
4,356.75 |
High |
4,273.50 |
4,205.00 |
-68.50 |
-1.6% |
4,423.25 |
Low |
4,203.75 |
4,146.25 |
-57.50 |
-1.4% |
4,243.50 |
Close |
4,209.75 |
4,156.50 |
-53.25 |
-1.3% |
4,248.50 |
Range |
69.75 |
58.75 |
-11.00 |
-15.8% |
179.75 |
ATR |
61.95 |
62.06 |
0.11 |
0.2% |
0.00 |
Volume |
1,981,633 |
2,419,407 |
437,774 |
22.1% |
10,891,004 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,345.50 |
4,309.75 |
4,188.75 |
|
R3 |
4,286.75 |
4,251.00 |
4,172.75 |
|
R2 |
4,228.00 |
4,228.00 |
4,167.25 |
|
R1 |
4,192.25 |
4,192.25 |
4,162.00 |
4,180.75 |
PP |
4,169.25 |
4,169.25 |
4,169.25 |
4,163.50 |
S1 |
4,133.50 |
4,133.50 |
4,151.00 |
4,122.00 |
S2 |
4,110.50 |
4,110.50 |
4,145.75 |
|
S3 |
4,051.75 |
4,074.75 |
4,140.25 |
|
S4 |
3,993.00 |
4,016.00 |
4,124.25 |
|
|
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 |
4,304.25 |
4,146.25 |
158.00 |
3.8% |
61.00 |
1.5% |
6% |
False |
True |
2,100,121 |
10 |
4,423.25 |
4,146.25 |
277.00 |
6.7% |
63.25 |
1.5% |
4% |
False |
True |
2,122,190 |
20 |
4,430.50 |
4,146.25 |
284.25 |
6.8% |
65.50 |
1.6% |
4% |
False |
True |
2,003,008 |
40 |
4,597.50 |
4,146.25 |
451.25 |
10.9% |
56.50 |
1.4% |
2% |
False |
True |
1,637,533 |
60 |
4,611.00 |
4,146.25 |
464.75 |
11.2% |
56.50 |
1.4% |
2% |
False |
True |
1,093,534 |
80 |
4,685.50 |
4,146.25 |
539.25 |
13.0% |
52.75 |
1.3% |
2% |
False |
True |
820,728 |
100 |
4,685.50 |
4,146.25 |
539.25 |
13.0% |
50.50 |
1.2% |
2% |
False |
True |
656,897 |
120 |
4,685.50 |
4,146.25 |
539.25 |
13.0% |
49.50 |
1.2% |
2% |
False |
True |
547,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,454.75 |
2.618 |
4,358.75 |
1.618 |
4,300.00 |
1.000 |
4,263.75 |
0.618 |
4,241.25 |
HIGH |
4,205.00 |
0.618 |
4,182.50 |
0.500 |
4,175.50 |
0.382 |
4,168.75 |
LOW |
4,146.25 |
0.618 |
4,110.00 |
1.000 |
4,087.50 |
1.618 |
4,051.25 |
2.618 |
3,992.50 |
4.250 |
3,896.50 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,175.50 |
4,218.50 |
PP |
4,169.25 |
4,197.75 |
S1 |
4,163.00 |
4,177.00 |
|