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 |
14,336.00 |
14,410.50 |
74.50 |
0.5% |
14,680.00 |
High |
14,476.50 |
14,503.75 |
27.25 |
0.2% |
14,948.75 |
Low |
14,303.00 |
14,311.25 |
8.25 |
0.1% |
14,140.25 |
Close |
14,416.50 |
14,490.25 |
73.75 |
0.5% |
14,265.25 |
Range |
173.50 |
192.50 |
19.00 |
11.0% |
808.50 |
ATR |
272.47 |
266.76 |
-5.71 |
-2.1% |
0.00 |
Volume |
704,860 |
712,605 |
7,745 |
1.1% |
4,059,162 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,012.50 |
14,944.00 |
14,596.00 |
|
R3 |
14,820.00 |
14,751.50 |
14,543.25 |
|
R2 |
14,627.50 |
14,627.50 |
14,525.50 |
|
R1 |
14,559.00 |
14,559.00 |
14,508.00 |
14,593.25 |
PP |
14,435.00 |
14,435.00 |
14,435.00 |
14,452.25 |
S1 |
14,366.50 |
14,366.50 |
14,472.50 |
14,400.75 |
S2 |
14,242.50 |
14,242.50 |
14,455.00 |
|
S3 |
14,050.00 |
14,174.00 |
14,437.25 |
|
S4 |
13,857.50 |
13,981.50 |
14,384.50 |
|
|
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 |
14,855.00 |
14,140.25 |
714.75 |
4.9% |
258.75 |
1.8% |
49% |
False |
False |
801,567 |
10 |
15,238.25 |
14,140.25 |
1,098.00 |
7.6% |
267.50 |
1.8% |
32% |
False |
False |
819,660 |
20 |
15,468.75 |
14,140.25 |
1,328.50 |
9.2% |
274.75 |
1.9% |
26% |
False |
False |
767,248 |
40 |
15,730.00 |
14,140.25 |
1,589.75 |
11.0% |
256.25 |
1.8% |
22% |
False |
False |
671,552 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.8% |
259.50 |
1.8% |
20% |
False |
False |
448,691 |
80 |
16,264.25 |
14,140.25 |
2,124.00 |
14.7% |
253.50 |
1.7% |
16% |
False |
False |
336,965 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
14.7% |
248.25 |
1.7% |
16% |
False |
False |
269,806 |
120 |
16,264.25 |
13,609.00 |
2,655.25 |
18.3% |
240.00 |
1.7% |
33% |
False |
False |
224,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,322.00 |
2.618 |
15,007.75 |
1.618 |
14,815.25 |
1.000 |
14,696.25 |
0.618 |
14,622.75 |
HIGH |
14,503.75 |
0.618 |
14,430.25 |
0.500 |
14,407.50 |
0.382 |
14,384.75 |
LOW |
14,311.25 |
0.618 |
14,192.25 |
1.000 |
14,118.75 |
1.618 |
13,999.75 |
2.618 |
13,807.25 |
4.250 |
13,493.00 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,462.75 |
14,445.75 |
PP |
14,435.00 |
14,401.25 |
S1 |
14,407.50 |
14,356.75 |
|