Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,202.00 |
4,167.00 |
-35.00 |
-0.8% |
4,256.25 |
High |
4,205.00 |
4,185.00 |
-20.00 |
-0.5% |
4,290.50 |
Low |
4,146.25 |
4,122.25 |
-24.00 |
-0.6% |
4,122.25 |
Close |
4,156.50 |
4,137.75 |
-18.75 |
-0.5% |
4,137.75 |
Range |
58.75 |
62.75 |
4.00 |
6.8% |
168.25 |
ATR |
62.06 |
62.11 |
0.05 |
0.1% |
0.00 |
Volume |
2,419,407 |
2,195,767 |
-223,640 |
-9.2% |
10,367,569 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,336.50 |
4,300.00 |
4,172.25 |
|
R3 |
4,273.75 |
4,237.25 |
4,155.00 |
|
R2 |
4,211.00 |
4,211.00 |
4,149.25 |
|
R1 |
4,174.50 |
4,174.50 |
4,143.50 |
4,161.50 |
PP |
4,148.25 |
4,148.25 |
4,148.25 |
4,141.75 |
S1 |
4,111.75 |
4,111.75 |
4,132.00 |
4,098.50 |
S2 |
4,085.50 |
4,085.50 |
4,126.25 |
|
S3 |
4,022.75 |
4,049.00 |
4,120.50 |
|
S4 |
3,960.00 |
3,986.25 |
4,103.25 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,688.25 |
4,581.25 |
4,230.25 |
|
R3 |
4,520.00 |
4,413.00 |
4,184.00 |
|
R2 |
4,351.75 |
4,351.75 |
4,168.50 |
|
R1 |
4,244.75 |
4,244.75 |
4,153.25 |
4,214.00 |
PP |
4,183.50 |
4,183.50 |
4,183.50 |
4,168.25 |
S1 |
4,076.50 |
4,076.50 |
4,122.25 |
4,046.00 |
S2 |
4,015.25 |
4,015.25 |
4,107.00 |
|
S3 |
3,847.00 |
3,908.25 |
4,091.50 |
|
S4 |
3,678.75 |
3,740.00 |
4,045.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,290.50 |
4,122.25 |
168.25 |
4.1% |
61.50 |
1.5% |
9% |
False |
True |
2,073,513 |
10 |
4,423.25 |
4,122.25 |
301.00 |
7.3% |
62.75 |
1.5% |
5% |
False |
True |
2,125,857 |
20 |
4,430.50 |
4,122.25 |
308.25 |
7.4% |
65.75 |
1.6% |
5% |
False |
True |
2,007,494 |
40 |
4,597.50 |
4,122.25 |
475.25 |
11.5% |
57.25 |
1.4% |
3% |
False |
True |
1,692,104 |
60 |
4,611.00 |
4,122.25 |
488.75 |
11.8% |
56.75 |
1.4% |
3% |
False |
True |
1,130,041 |
80 |
4,685.50 |
4,122.25 |
563.25 |
13.6% |
52.75 |
1.3% |
3% |
False |
True |
848,142 |
100 |
4,685.50 |
4,122.25 |
563.25 |
13.6% |
50.75 |
1.2% |
3% |
False |
True |
678,842 |
120 |
4,685.50 |
4,122.25 |
563.25 |
13.6% |
49.75 |
1.2% |
3% |
False |
True |
565,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,451.75 |
2.618 |
4,349.25 |
1.618 |
4,286.50 |
1.000 |
4,247.75 |
0.618 |
4,223.75 |
HIGH |
4,185.00 |
0.618 |
4,161.00 |
0.500 |
4,153.50 |
0.382 |
4,146.25 |
LOW |
4,122.25 |
0.618 |
4,083.50 |
1.000 |
4,059.50 |
1.618 |
4,020.75 |
2.618 |
3,958.00 |
4.250 |
3,855.50 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,153.50 |
4,198.00 |
PP |
4,148.25 |
4,177.75 |
S1 |
4,143.00 |
4,157.75 |
|