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 |
33,161 |
32,927 |
-234 |
-0.7% |
33,299 |
High |
33,204 |
33,008 |
-196 |
-0.6% |
33,420 |
Low |
32,832 |
32,409 |
-423 |
-1.3% |
32,409 |
Close |
32,876 |
32,504 |
-372 |
-1.1% |
32,504 |
Range |
372 |
599 |
227 |
61.0% |
1,011 |
ATR |
389 |
404 |
15 |
3.9% |
0 |
Volume |
246,580 |
235,224 |
-11,356 |
-4.6% |
1,119,378 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,437 |
34,070 |
32,834 |
|
R3 |
33,838 |
33,471 |
32,669 |
|
R2 |
33,239 |
33,239 |
32,614 |
|
R1 |
32,872 |
32,872 |
32,559 |
32,756 |
PP |
32,640 |
32,640 |
32,640 |
32,583 |
S1 |
32,273 |
32,273 |
32,449 |
32,157 |
S2 |
32,041 |
32,041 |
32,394 |
|
S3 |
31,442 |
31,674 |
32,339 |
|
S4 |
30,843 |
31,075 |
32,175 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,811 |
35,168 |
33,060 |
|
R3 |
34,800 |
34,157 |
32,782 |
|
R2 |
33,789 |
33,789 |
32,689 |
|
R1 |
33,146 |
33,146 |
32,597 |
32,962 |
PP |
32,778 |
32,778 |
32,778 |
32,686 |
S1 |
32,135 |
32,135 |
32,411 |
31,951 |
S2 |
31,767 |
31,767 |
32,319 |
|
S3 |
30,756 |
31,124 |
32,226 |
|
S4 |
29,745 |
30,113 |
31,948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33,420 |
32,409 |
1,011 |
3.1% |
396 |
1.2% |
9% |
False |
True |
223,875 |
10 |
34,305 |
32,409 |
1,896 |
5.8% |
401 |
1.2% |
5% |
False |
True |
217,638 |
20 |
34,305 |
32,409 |
1,896 |
5.8% |
425 |
1.3% |
5% |
False |
True |
210,856 |
40 |
35,357 |
32,409 |
2,948 |
9.1% |
382 |
1.2% |
3% |
False |
True |
173,410 |
60 |
35,978 |
32,409 |
3,569 |
11.0% |
380 |
1.2% |
3% |
False |
True |
115,743 |
80 |
36,164 |
32,409 |
3,755 |
11.6% |
359 |
1.1% |
3% |
False |
True |
86,841 |
100 |
36,164 |
32,409 |
3,755 |
11.6% |
339 |
1.0% |
3% |
False |
True |
69,485 |
120 |
36,164 |
32,409 |
3,755 |
11.6% |
324 |
1.0% |
3% |
False |
True |
57,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,554 |
2.618 |
34,576 |
1.618 |
33,977 |
1.000 |
33,607 |
0.618 |
33,378 |
HIGH |
33,008 |
0.618 |
32,779 |
0.500 |
32,709 |
0.382 |
32,638 |
LOW |
32,409 |
0.618 |
32,039 |
1.000 |
31,810 |
1.618 |
31,440 |
2.618 |
30,841 |
4.250 |
29,863 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
32,709 |
32,899 |
PP |
32,640 |
32,767 |
S1 |
32,572 |
32,636 |
|