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 |
4,148.00 |
4,184.25 |
36.25 |
0.9% |
4,256.25 |
High |
4,197.50 |
4,215.00 |
17.50 |
0.4% |
4,290.50 |
Low |
4,143.50 |
4,166.75 |
23.25 |
0.6% |
4,122.25 |
Close |
4,185.75 |
4,212.25 |
26.50 |
0.6% |
4,137.75 |
Range |
54.00 |
48.25 |
-5.75 |
-10.6% |
168.25 |
ATR |
61.94 |
60.96 |
-0.98 |
-1.6% |
0.00 |
Volume |
1,904,610 |
1,836,212 |
-68,398 |
-3.6% |
10,367,569 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,342.75 |
4,325.75 |
4,238.75 |
|
R3 |
4,294.50 |
4,277.50 |
4,225.50 |
|
R2 |
4,246.25 |
4,246.25 |
4,221.00 |
|
R1 |
4,229.25 |
4,229.25 |
4,216.75 |
4,237.75 |
PP |
4,198.00 |
4,198.00 |
4,198.00 |
4,202.25 |
S1 |
4,181.00 |
4,181.00 |
4,207.75 |
4,189.50 |
S2 |
4,149.75 |
4,149.75 |
4,203.50 |
|
S3 |
4,101.50 |
4,132.75 |
4,199.00 |
|
S4 |
4,053.25 |
4,084.50 |
4,185.75 |
|
|
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 |
4,273.50 |
4,122.25 |
151.25 |
3.6% |
58.75 |
1.4% |
60% |
False |
False |
2,067,525 |
10 |
4,399.25 |
4,122.25 |
277.00 |
6.6% |
61.25 |
1.5% |
32% |
False |
False |
2,145,071 |
20 |
4,430.50 |
4,122.25 |
308.25 |
7.3% |
63.50 |
1.5% |
29% |
False |
False |
1,984,172 |
40 |
4,566.00 |
4,122.25 |
443.75 |
10.5% |
58.00 |
1.4% |
20% |
False |
False |
1,784,374 |
60 |
4,597.50 |
4,122.25 |
475.25 |
11.3% |
56.75 |
1.3% |
19% |
False |
False |
1,192,220 |
80 |
4,685.50 |
4,122.25 |
563.25 |
13.4% |
53.00 |
1.3% |
16% |
False |
False |
894,869 |
100 |
4,685.50 |
4,122.25 |
563.25 |
13.4% |
51.00 |
1.2% |
16% |
False |
False |
716,228 |
120 |
4,685.50 |
4,122.25 |
563.25 |
13.4% |
50.00 |
1.2% |
16% |
False |
False |
596,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,420.00 |
2.618 |
4,341.25 |
1.618 |
4,293.00 |
1.000 |
4,263.25 |
0.618 |
4,244.75 |
HIGH |
4,215.00 |
0.618 |
4,196.50 |
0.500 |
4,191.00 |
0.382 |
4,185.25 |
LOW |
4,166.75 |
0.618 |
4,137.00 |
1.000 |
4,118.50 |
1.618 |
4,088.75 |
2.618 |
4,040.50 |
4.250 |
3,961.75 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,205.00 |
4,197.75 |
PP |
4,198.00 |
4,183.25 |
S1 |
4,191.00 |
4,168.50 |
|