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 |
35,355 |
34,825 |
-530 |
-1.5% |
30,565 |
High |
35,670 |
34,900 |
-770 |
-2.2% |
35,955 |
Low |
34,520 |
33,945 |
-575 |
-1.7% |
30,565 |
Close |
34,635 |
34,255 |
-380 |
-1.1% |
34,255 |
Range |
1,150 |
955 |
-195 |
-17.0% |
5,390 |
ATR |
1,257 |
1,236 |
-22 |
-1.7% |
0 |
Volume |
2,126 |
447 |
-1,679 |
-79.0% |
6,498 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,232 |
36,698 |
34,780 |
|
R3 |
36,277 |
35,743 |
34,518 |
|
R2 |
35,322 |
35,322 |
34,430 |
|
R1 |
34,788 |
34,788 |
34,343 |
34,578 |
PP |
34,367 |
34,367 |
34,367 |
34,261 |
S1 |
33,833 |
33,833 |
34,167 |
33,623 |
S2 |
33,412 |
33,412 |
34,080 |
|
S3 |
32,457 |
32,878 |
33,992 |
|
S4 |
31,502 |
31,923 |
33,730 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,762 |
47,398 |
37,220 |
|
R3 |
44,372 |
42,008 |
35,737 |
|
R2 |
38,982 |
38,982 |
35,243 |
|
R1 |
36,618 |
36,618 |
34,749 |
37,800 |
PP |
33,592 |
33,592 |
33,592 |
34,183 |
S1 |
31,228 |
31,228 |
33,761 |
32,410 |
S2 |
28,202 |
28,202 |
33,267 |
|
S3 |
22,812 |
25,838 |
32,773 |
|
S4 |
17,422 |
20,448 |
31,291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,955 |
30,565 |
5,390 |
15.7% |
1,776 |
5.2% |
68% |
False |
False |
1,299 |
10 |
35,955 |
27,810 |
8,145 |
23.8% |
1,567 |
4.6% |
79% |
False |
False |
753 |
20 |
35,955 |
26,965 |
8,990 |
26.2% |
1,112 |
3.2% |
81% |
False |
False |
397 |
40 |
35,955 |
25,425 |
10,530 |
30.7% |
852 |
2.5% |
84% |
False |
False |
209 |
60 |
35,955 |
25,425 |
10,530 |
30.7% |
785 |
2.3% |
84% |
False |
False |
142 |
80 |
35,955 |
25,425 |
10,530 |
30.7% |
724 |
2.1% |
84% |
False |
False |
107 |
100 |
35,955 |
25,425 |
10,530 |
30.7% |
719 |
2.1% |
84% |
False |
False |
86 |
120 |
35,955 |
25,425 |
10,530 |
30.7% |
693 |
2.0% |
84% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,959 |
2.618 |
37,400 |
1.618 |
36,445 |
1.000 |
35,855 |
0.618 |
35,490 |
HIGH |
34,900 |
0.618 |
34,535 |
0.500 |
34,423 |
0.382 |
34,310 |
LOW |
33,945 |
0.618 |
33,355 |
1.000 |
32,990 |
1.618 |
32,400 |
2.618 |
31,445 |
4.250 |
29,886 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
34,423 |
34,950 |
PP |
34,367 |
34,718 |
S1 |
34,311 |
34,487 |
|