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 |
7,404.0 |
7,380.0 |
-24.0 |
-0.3% |
7,425.0 |
High |
7,418.5 |
7,399.0 |
-19.5 |
-0.3% |
7,451.5 |
Low |
7,341.5 |
7,274.5 |
-67.0 |
-0.9% |
7,274.5 |
Close |
7,375.5 |
7,312.5 |
-63.0 |
-0.9% |
7,312.5 |
Range |
77.0 |
124.5 |
47.5 |
61.7% |
177.0 |
ATR |
91.4 |
93.8 |
2.4 |
2.6% |
0.0 |
Volume |
102,665 |
103,530 |
865 |
0.8% |
499,514 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,702.0 |
7,632.0 |
7,381.0 |
|
R3 |
7,577.5 |
7,507.5 |
7,346.5 |
|
R2 |
7,453.0 |
7,453.0 |
7,335.5 |
|
R1 |
7,383.0 |
7,383.0 |
7,324.0 |
7,356.0 |
PP |
7,328.5 |
7,328.5 |
7,328.5 |
7,315.0 |
S1 |
7,258.5 |
7,258.5 |
7,301.0 |
7,231.0 |
S2 |
7,204.0 |
7,204.0 |
7,289.5 |
|
S3 |
7,079.5 |
7,134.0 |
7,278.5 |
|
S4 |
6,955.0 |
7,009.5 |
7,244.0 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,877.0 |
7,772.0 |
7,410.0 |
|
R3 |
7,700.0 |
7,595.0 |
7,361.0 |
|
R2 |
7,523.0 |
7,523.0 |
7,345.0 |
|
R1 |
7,418.0 |
7,418.0 |
7,328.5 |
7,382.0 |
PP |
7,346.0 |
7,346.0 |
7,346.0 |
7,328.0 |
S1 |
7,241.0 |
7,241.0 |
7,296.5 |
7,205.0 |
S2 |
7,169.0 |
7,169.0 |
7,280.0 |
|
S3 |
6,992.0 |
7,064.0 |
7,264.0 |
|
S4 |
6,815.0 |
6,887.0 |
7,215.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,451.5 |
7,274.5 |
177.0 |
2.4% |
84.0 |
1.2% |
21% |
False |
True |
99,902 |
10 |
7,738.0 |
7,274.5 |
463.5 |
6.3% |
94.5 |
1.3% |
8% |
False |
True |
99,774 |
20 |
7,738.0 |
7,274.5 |
463.5 |
6.3% |
94.0 |
1.3% |
8% |
False |
True |
97,772 |
40 |
7,810.5 |
7,274.5 |
536.0 |
7.3% |
90.0 |
1.2% |
7% |
False |
True |
103,211 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.3% |
71.5 |
1.0% |
7% |
False |
True |
68,821 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.3% |
59.0 |
0.8% |
7% |
False |
True |
51,622 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.3% |
48.5 |
0.7% |
7% |
False |
True |
41,299 |
120 |
7,848.0 |
7,274.5 |
573.5 |
7.8% |
40.5 |
0.6% |
7% |
False |
True |
34,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,928.0 |
2.618 |
7,725.0 |
1.618 |
7,600.5 |
1.000 |
7,523.5 |
0.618 |
7,476.0 |
HIGH |
7,399.0 |
0.618 |
7,351.5 |
0.500 |
7,337.0 |
0.382 |
7,322.0 |
LOW |
7,274.5 |
0.618 |
7,197.5 |
1.000 |
7,150.0 |
1.618 |
7,073.0 |
2.618 |
6,948.5 |
4.250 |
6,745.5 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
7,337.0 |
7,363.0 |
PP |
7,328.5 |
7,346.0 |
S1 |
7,320.5 |
7,329.5 |
|