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 |
14,870.0 |
14,813.0 |
-57.0 |
-0.4% |
14,905.0 |
High |
14,876.0 |
14,903.0 |
27.0 |
0.2% |
15,020.0 |
Low |
14,733.0 |
14,666.0 |
-67.0 |
-0.5% |
14,666.0 |
Close |
14,811.0 |
14,790.0 |
-21.0 |
-0.1% |
14,790.0 |
Range |
143.0 |
237.0 |
94.0 |
65.7% |
354.0 |
ATR |
208.6 |
210.6 |
2.0 |
1.0% |
0.0 |
Volume |
85,913 |
75,721 |
-10,192 |
-11.9% |
371,582 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,497.3 |
15,380.7 |
14,920.4 |
|
R3 |
15,260.3 |
15,143.7 |
14,855.2 |
|
R2 |
15,023.3 |
15,023.3 |
14,833.5 |
|
R1 |
14,906.7 |
14,906.7 |
14,811.7 |
14,846.5 |
PP |
14,786.3 |
14,786.3 |
14,786.3 |
14,756.3 |
S1 |
14,669.7 |
14,669.7 |
14,768.3 |
14,609.5 |
S2 |
14,549.3 |
14,549.3 |
14,746.6 |
|
S3 |
14,312.3 |
14,432.7 |
14,724.8 |
|
S4 |
14,075.3 |
14,195.7 |
14,659.7 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,887.3 |
15,692.7 |
14,984.7 |
|
R3 |
15,533.3 |
15,338.7 |
14,887.4 |
|
R2 |
15,179.3 |
15,179.3 |
14,854.9 |
|
R1 |
14,984.7 |
14,984.7 |
14,822.5 |
14,905.0 |
PP |
14,825.3 |
14,825.3 |
14,825.3 |
14,785.5 |
S1 |
14,630.7 |
14,630.7 |
14,757.6 |
14,551.0 |
S2 |
14,471.3 |
14,471.3 |
14,725.1 |
|
S3 |
14,117.3 |
14,276.7 |
14,692.7 |
|
S4 |
13,763.3 |
13,922.7 |
14,595.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,020.0 |
14,666.0 |
354.0 |
2.4% |
191.6 |
1.3% |
35% |
False |
True |
74,316 |
10 |
15,405.0 |
14,666.0 |
739.0 |
5.0% |
194.7 |
1.3% |
17% |
False |
True |
70,977 |
20 |
15,684.0 |
14,666.0 |
1,018.0 |
6.9% |
206.4 |
1.4% |
12% |
False |
True |
69,470 |
40 |
16,175.0 |
14,666.0 |
1,509.0 |
10.2% |
192.8 |
1.3% |
8% |
False |
True |
57,164 |
60 |
16,250.0 |
14,666.0 |
1,584.0 |
10.7% |
159.8 |
1.1% |
8% |
False |
True |
38,125 |
80 |
16,716.0 |
14,666.0 |
2,050.0 |
13.9% |
138.0 |
0.9% |
6% |
False |
True |
28,598 |
100 |
16,716.0 |
14,666.0 |
2,050.0 |
13.9% |
126.6 |
0.9% |
6% |
False |
True |
22,882 |
120 |
16,716.0 |
14,666.0 |
2,050.0 |
13.9% |
109.9 |
0.7% |
6% |
False |
True |
19,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,910.3 |
2.618 |
15,523.5 |
1.618 |
15,286.5 |
1.000 |
15,140.0 |
0.618 |
15,049.5 |
HIGH |
14,903.0 |
0.618 |
14,812.5 |
0.500 |
14,784.5 |
0.382 |
14,756.5 |
LOW |
14,666.0 |
0.618 |
14,519.5 |
1.000 |
14,429.0 |
1.618 |
14,282.5 |
2.618 |
14,045.5 |
4.250 |
13,658.8 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,788.2 |
14,843.0 |
PP |
14,786.3 |
14,825.3 |
S1 |
14,784.5 |
14,807.7 |
|