Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,248.25 |
14,336.00 |
87.75 |
0.6% |
14,680.00 |
High |
14,407.75 |
14,476.50 |
68.75 |
0.5% |
14,948.75 |
Low |
14,209.75 |
14,303.00 |
93.25 |
0.7% |
14,140.25 |
Close |
14,265.25 |
14,416.50 |
151.25 |
1.1% |
14,265.25 |
Range |
198.00 |
173.50 |
-24.50 |
-12.4% |
808.50 |
ATR |
277.18 |
272.47 |
-4.71 |
-1.7% |
0.00 |
Volume |
782,097 |
704,860 |
-77,237 |
-9.9% |
4,059,162 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,919.25 |
14,841.25 |
14,512.00 |
|
R3 |
14,745.75 |
14,667.75 |
14,464.25 |
|
R2 |
14,572.25 |
14,572.25 |
14,448.25 |
|
R1 |
14,494.25 |
14,494.25 |
14,432.50 |
14,533.25 |
PP |
14,398.75 |
14,398.75 |
14,398.75 |
14,418.00 |
S1 |
14,320.75 |
14,320.75 |
14,400.50 |
14,359.75 |
S2 |
14,225.25 |
14,225.25 |
14,384.75 |
|
S3 |
14,051.75 |
14,147.25 |
14,368.75 |
|
S4 |
13,878.25 |
13,973.75 |
14,321.00 |
|
|
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 |
5.6% |
268.75 |
1.9% |
34% |
False |
False |
799,657 |
10 |
15,309.25 |
14,140.25 |
1,169.00 |
8.1% |
274.25 |
1.9% |
24% |
False |
False |
826,559 |
20 |
15,468.75 |
14,140.25 |
1,328.50 |
9.2% |
284.00 |
2.0% |
21% |
False |
False |
769,766 |
40 |
15,784.25 |
14,140.25 |
1,644.00 |
11.4% |
255.75 |
1.8% |
17% |
False |
False |
654,000 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.9% |
258.75 |
1.8% |
16% |
False |
False |
436,844 |
80 |
16,264.25 |
14,140.25 |
2,124.00 |
14.7% |
253.00 |
1.8% |
13% |
False |
False |
328,075 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
14.7% |
249.00 |
1.7% |
13% |
False |
False |
262,681 |
120 |
16,264.25 |
13,508.00 |
2,756.25 |
19.1% |
240.25 |
1.7% |
33% |
False |
False |
218,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,214.00 |
2.618 |
14,930.75 |
1.618 |
14,757.25 |
1.000 |
14,650.00 |
0.618 |
14,583.75 |
HIGH |
14,476.50 |
0.618 |
14,410.25 |
0.500 |
14,389.75 |
0.382 |
14,369.25 |
LOW |
14,303.00 |
0.618 |
14,195.75 |
1.000 |
14,129.50 |
1.618 |
14,022.25 |
2.618 |
13,848.75 |
4.250 |
13,565.50 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,407.50 |
14,380.50 |
PP |
14,398.75 |
14,344.50 |
S1 |
14,389.75 |
14,308.50 |
|