Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
7,420.5 |
7,404.0 |
-16.5 |
-0.2% |
7,654.0 |
High |
7,451.5 |
7,418.5 |
-33.0 |
-0.4% |
7,738.0 |
Low |
7,389.0 |
7,341.5 |
-47.5 |
-0.6% |
7,409.0 |
Close |
7,439.0 |
7,375.5 |
-63.5 |
-0.9% |
7,425.5 |
Range |
62.5 |
77.0 |
14.5 |
23.2% |
329.0 |
ATR |
90.9 |
91.4 |
0.5 |
0.5% |
0.0 |
Volume |
86,066 |
102,665 |
16,599 |
19.3% |
498,231 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,609.5 |
7,569.5 |
7,418.0 |
|
R3 |
7,532.5 |
7,492.5 |
7,396.5 |
|
R2 |
7,455.5 |
7,455.5 |
7,389.5 |
|
R1 |
7,415.5 |
7,415.5 |
7,382.5 |
7,397.0 |
PP |
7,378.5 |
7,378.5 |
7,378.5 |
7,369.0 |
S1 |
7,338.5 |
7,338.5 |
7,368.5 |
7,320.0 |
S2 |
7,301.5 |
7,301.5 |
7,361.5 |
|
S3 |
7,224.5 |
7,261.5 |
7,354.5 |
|
S4 |
7,147.5 |
7,184.5 |
7,333.0 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,511.0 |
8,297.5 |
7,606.5 |
|
R3 |
8,182.0 |
7,968.5 |
7,516.0 |
|
R2 |
7,853.0 |
7,853.0 |
7,486.0 |
|
R1 |
7,639.5 |
7,639.5 |
7,455.5 |
7,582.0 |
PP |
7,524.0 |
7,524.0 |
7,524.0 |
7,495.5 |
S1 |
7,310.5 |
7,310.5 |
7,395.5 |
7,253.0 |
S2 |
7,195.0 |
7,195.0 |
7,365.0 |
|
S3 |
6,866.0 |
6,981.5 |
7,335.0 |
|
S4 |
6,537.0 |
6,652.5 |
7,244.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,516.0 |
7,341.5 |
174.5 |
2.4% |
80.5 |
1.1% |
19% |
False |
True |
102,671 |
10 |
7,738.0 |
7,341.5 |
396.5 |
5.4% |
89.5 |
1.2% |
9% |
False |
True |
97,768 |
20 |
7,738.0 |
7,341.5 |
396.5 |
5.4% |
93.0 |
1.3% |
9% |
False |
True |
98,732 |
40 |
7,810.5 |
7,341.5 |
469.0 |
6.4% |
88.0 |
1.2% |
7% |
False |
True |
100,624 |
60 |
7,810.5 |
7,285.5 |
525.0 |
7.1% |
71.0 |
1.0% |
17% |
False |
False |
67,096 |
80 |
7,810.5 |
7,285.5 |
525.0 |
7.1% |
58.0 |
0.8% |
17% |
False |
False |
50,329 |
100 |
7,810.5 |
7,285.5 |
525.0 |
7.1% |
47.0 |
0.6% |
17% |
False |
False |
40,264 |
120 |
7,848.0 |
7,285.5 |
562.5 |
7.6% |
39.5 |
0.5% |
16% |
False |
False |
33,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,746.0 |
2.618 |
7,620.0 |
1.618 |
7,543.0 |
1.000 |
7,495.5 |
0.618 |
7,466.0 |
HIGH |
7,418.5 |
0.618 |
7,389.0 |
0.500 |
7,380.0 |
0.382 |
7,371.0 |
LOW |
7,341.5 |
0.618 |
7,294.0 |
1.000 |
7,264.5 |
1.618 |
7,217.0 |
2.618 |
7,140.0 |
4.250 |
7,014.0 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,380.0 |
7,396.5 |
PP |
7,378.5 |
7,389.5 |
S1 |
7,377.0 |
7,382.5 |
|