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 |
14,425.00 |
14,248.25 |
-176.75 |
-1.2% |
14,680.00 |
High |
14,459.00 |
14,407.75 |
-51.25 |
-0.4% |
14,948.75 |
Low |
14,140.25 |
14,209.75 |
69.50 |
0.5% |
14,140.25 |
Close |
14,194.00 |
14,265.25 |
71.25 |
0.5% |
14,265.25 |
Range |
318.75 |
198.00 |
-120.75 |
-37.9% |
808.50 |
ATR |
282.06 |
277.18 |
-4.88 |
-1.7% |
0.00 |
Volume |
987,597 |
782,097 |
-205,500 |
-20.8% |
4,059,162 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,888.25 |
14,774.75 |
14,374.25 |
|
R3 |
14,690.25 |
14,576.75 |
14,319.75 |
|
R2 |
14,492.25 |
14,492.25 |
14,301.50 |
|
R1 |
14,378.75 |
14,378.75 |
14,283.50 |
14,435.50 |
PP |
14,294.25 |
14,294.25 |
14,294.25 |
14,322.50 |
S1 |
14,180.75 |
14,180.75 |
14,247.00 |
14,237.50 |
S2 |
14,096.25 |
14,096.25 |
14,229.00 |
|
S3 |
13,898.25 |
13,982.75 |
14,210.75 |
|
S4 |
13,700.25 |
13,784.75 |
14,156.25 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,877.00 |
16,379.50 |
14,710.00 |
|
R3 |
16,068.50 |
15,571.00 |
14,487.50 |
|
R2 |
15,260.00 |
15,260.00 |
14,413.50 |
|
R1 |
14,762.50 |
14,762.50 |
14,339.25 |
14,607.00 |
PP |
14,451.50 |
14,451.50 |
14,451.50 |
14,373.50 |
S1 |
13,954.00 |
13,954.00 |
14,191.25 |
13,798.50 |
S2 |
13,643.00 |
13,643.00 |
14,117.00 |
|
S3 |
12,834.50 |
13,145.50 |
14,043.00 |
|
S4 |
12,026.00 |
12,337.00 |
13,820.50 |
|
|
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% |
302.00 |
2.1% |
15% |
False |
False |
811,832 |
10 |
15,336.75 |
14,140.25 |
1,196.50 |
8.4% |
282.25 |
2.0% |
10% |
False |
False |
820,202 |
20 |
15,468.75 |
14,140.25 |
1,328.50 |
9.3% |
286.50 |
2.0% |
9% |
False |
False |
772,667 |
40 |
15,855.50 |
14,140.25 |
1,715.25 |
12.0% |
256.50 |
1.8% |
7% |
False |
False |
636,470 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
12.0% |
260.50 |
1.8% |
7% |
False |
False |
425,138 |
80 |
16,264.25 |
14,140.25 |
2,124.00 |
14.9% |
253.00 |
1.8% |
6% |
False |
False |
319,279 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
14.9% |
250.75 |
1.8% |
6% |
False |
False |
255,634 |
120 |
16,264.25 |
13,508.00 |
2,756.25 |
19.3% |
239.00 |
1.7% |
27% |
False |
False |
213,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,249.25 |
2.618 |
14,926.00 |
1.618 |
14,728.00 |
1.000 |
14,605.75 |
0.618 |
14,530.00 |
HIGH |
14,407.75 |
0.618 |
14,332.00 |
0.500 |
14,308.75 |
0.382 |
14,285.50 |
LOW |
14,209.75 |
0.618 |
14,087.50 |
1.000 |
14,011.75 |
1.618 |
13,889.50 |
2.618 |
13,691.50 |
4.250 |
13,368.25 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,308.75 |
14,497.50 |
PP |
14,294.25 |
14,420.25 |
S1 |
14,279.75 |
14,342.75 |
|