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 |
14,735.0 |
14,815.0 |
80.0 |
0.5% |
14,905.0 |
High |
14,877.0 |
14,924.0 |
47.0 |
0.3% |
15,020.0 |
Low |
14,733.0 |
14,767.0 |
34.0 |
0.2% |
14,666.0 |
Close |
14,780.0 |
14,861.0 |
81.0 |
0.5% |
14,790.0 |
Range |
144.0 |
157.0 |
13.0 |
9.0% |
354.0 |
ATR |
205.8 |
202.4 |
-3.5 |
-1.7% |
0.0 |
Volume |
62,718 |
65,058 |
2,340 |
3.7% |
371,582 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,321.7 |
15,248.3 |
14,947.4 |
|
R3 |
15,164.7 |
15,091.3 |
14,904.2 |
|
R2 |
15,007.7 |
15,007.7 |
14,889.8 |
|
R1 |
14,934.3 |
14,934.3 |
14,875.4 |
14,971.0 |
PP |
14,850.7 |
14,850.7 |
14,850.7 |
14,869.0 |
S1 |
14,777.3 |
14,777.3 |
14,846.6 |
14,814.0 |
S2 |
14,693.7 |
14,693.7 |
14,832.2 |
|
S3 |
14,536.7 |
14,620.3 |
14,817.8 |
|
S4 |
14,379.7 |
14,463.3 |
14,774.7 |
|
|
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% |
166.2 |
1.1% |
55% |
False |
False |
71,490 |
10 |
15,390.0 |
14,666.0 |
724.0 |
4.9% |
188.6 |
1.3% |
27% |
False |
False |
71,014 |
20 |
15,684.0 |
14,666.0 |
1,018.0 |
6.9% |
195.8 |
1.3% |
19% |
False |
False |
69,279 |
40 |
16,153.0 |
14,666.0 |
1,487.0 |
10.0% |
193.4 |
1.3% |
13% |
False |
False |
60,338 |
60 |
16,250.0 |
14,666.0 |
1,584.0 |
10.7% |
162.7 |
1.1% |
12% |
False |
False |
40,254 |
80 |
16,716.0 |
14,666.0 |
2,050.0 |
13.8% |
138.2 |
0.9% |
10% |
False |
False |
30,194 |
100 |
16,716.0 |
14,666.0 |
2,050.0 |
13.8% |
129.0 |
0.9% |
10% |
False |
False |
24,159 |
120 |
16,716.0 |
14,666.0 |
2,050.0 |
13.8% |
112.4 |
0.8% |
10% |
False |
False |
20,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,591.3 |
2.618 |
15,335.0 |
1.618 |
15,178.0 |
1.000 |
15,081.0 |
0.618 |
15,021.0 |
HIGH |
14,924.0 |
0.618 |
14,864.0 |
0.500 |
14,845.5 |
0.382 |
14,827.0 |
LOW |
14,767.0 |
0.618 |
14,670.0 |
1.000 |
14,610.0 |
1.618 |
14,513.0 |
2.618 |
14,356.0 |
4.250 |
14,099.8 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,855.8 |
14,839.0 |
PP |
14,850.7 |
14,817.0 |
S1 |
14,845.5 |
14,795.0 |
|