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 |
14,828.00 |
14,425.00 |
-403.00 |
-2.7% |
15,120.00 |
High |
14,855.00 |
14,459.00 |
-396.00 |
-2.7% |
15,336.75 |
Low |
14,444.00 |
14,140.25 |
-303.75 |
-2.1% |
14,645.00 |
Close |
14,478.25 |
14,194.00 |
-284.25 |
-2.0% |
14,664.00 |
Range |
411.00 |
318.75 |
-92.25 |
-22.4% |
691.75 |
ATR |
277.75 |
282.06 |
4.30 |
1.5% |
0.00 |
Volume |
820,677 |
987,597 |
166,920 |
20.3% |
4,142,867 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,220.75 |
15,026.00 |
14,369.25 |
|
R3 |
14,902.00 |
14,707.25 |
14,281.75 |
|
R2 |
14,583.25 |
14,583.25 |
14,252.50 |
|
R1 |
14,388.50 |
14,388.50 |
14,223.25 |
14,326.50 |
PP |
14,264.50 |
14,264.50 |
14,264.50 |
14,233.50 |
S1 |
14,069.75 |
14,069.75 |
14,164.75 |
14,007.75 |
S2 |
13,945.75 |
13,945.75 |
14,135.50 |
|
S3 |
13,627.00 |
13,751.00 |
14,106.25 |
|
S4 |
13,308.25 |
13,432.25 |
14,018.75 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,957.25 |
16,502.25 |
15,044.50 |
|
R3 |
16,265.50 |
15,810.50 |
14,854.25 |
|
R2 |
15,573.75 |
15,573.75 |
14,790.75 |
|
R1 |
15,118.75 |
15,118.75 |
14,727.50 |
15,000.50 |
PP |
14,882.00 |
14,882.00 |
14,882.00 |
14,822.75 |
S1 |
14,427.00 |
14,427.00 |
14,600.50 |
14,308.50 |
S2 |
14,190.25 |
14,190.25 |
14,537.25 |
|
S3 |
13,498.50 |
13,735.25 |
14,473.75 |
|
S4 |
12,806.75 |
13,043.50 |
14,283.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,948.75 |
14,140.25 |
808.50 |
5.7% |
311.00 |
2.2% |
7% |
False |
True |
824,748 |
10 |
15,366.75 |
14,140.25 |
1,226.50 |
8.6% |
293.00 |
2.1% |
4% |
False |
True |
819,693 |
20 |
15,468.75 |
14,140.25 |
1,328.50 |
9.4% |
289.00 |
2.0% |
4% |
False |
True |
770,840 |
40 |
15,855.50 |
14,140.25 |
1,715.25 |
12.1% |
255.25 |
1.8% |
3% |
False |
True |
616,988 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
12.1% |
260.50 |
1.8% |
3% |
False |
True |
412,150 |
80 |
16,264.25 |
14,140.25 |
2,124.00 |
15.0% |
253.75 |
1.8% |
3% |
False |
True |
309,519 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
15.0% |
250.00 |
1.8% |
3% |
False |
True |
247,814 |
120 |
16,264.25 |
13,508.00 |
2,756.25 |
19.4% |
238.00 |
1.7% |
25% |
False |
False |
206,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,813.75 |
2.618 |
15,293.50 |
1.618 |
14,974.75 |
1.000 |
14,777.75 |
0.618 |
14,656.00 |
HIGH |
14,459.00 |
0.618 |
14,337.25 |
0.500 |
14,299.50 |
0.382 |
14,262.00 |
LOW |
14,140.25 |
0.618 |
13,943.25 |
1.000 |
13,821.50 |
1.618 |
13,624.50 |
2.618 |
13,305.75 |
4.250 |
12,785.50 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,299.50 |
14,544.50 |
PP |
14,264.50 |
14,427.75 |
S1 |
14,229.25 |
14,310.75 |
|