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 |
34,880 |
34,750 |
-130 |
-0.4% |
31,770 |
High |
35,965 |
35,140 |
-825 |
-2.3% |
36,245 |
Low |
34,815 |
34,215 |
-600 |
-1.7% |
31,525 |
Close |
34,880 |
34,485 |
-395 |
-1.1% |
34,485 |
Range |
1,150 |
925 |
-225 |
-19.6% |
4,720 |
ATR |
1,195 |
1,176 |
-19 |
-1.6% |
0 |
Volume |
91 |
20 |
-71 |
-78.0% |
201 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,388 |
36,862 |
34,994 |
|
R3 |
36,463 |
35,937 |
34,739 |
|
R2 |
35,538 |
35,538 |
34,655 |
|
R1 |
35,012 |
35,012 |
34,570 |
34,813 |
PP |
34,613 |
34,613 |
34,613 |
34,514 |
S1 |
34,087 |
34,087 |
34,400 |
33,888 |
S2 |
33,688 |
33,688 |
34,315 |
|
S3 |
32,763 |
33,162 |
34,231 |
|
S4 |
31,838 |
32,237 |
33,976 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48,245 |
46,085 |
37,081 |
|
R3 |
43,525 |
41,365 |
35,783 |
|
R2 |
38,805 |
38,805 |
35,350 |
|
R1 |
36,645 |
36,645 |
34,918 |
37,725 |
PP |
34,085 |
34,085 |
34,085 |
34,625 |
S1 |
31,925 |
31,925 |
34,052 |
33,005 |
S2 |
29,365 |
29,365 |
33,620 |
|
S3 |
24,645 |
27,205 |
33,187 |
|
S4 |
19,925 |
22,485 |
31,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36,245 |
31,525 |
4,720 |
13.7% |
1,261 |
3.7% |
63% |
False |
False |
40 |
10 |
36,245 |
27,970 |
8,275 |
24.0% |
1,289 |
3.7% |
79% |
False |
False |
25 |
20 |
36,245 |
27,165 |
9,080 |
26.3% |
874 |
2.5% |
81% |
False |
False |
12 |
40 |
36,245 |
25,740 |
10,505 |
30.5% |
588 |
1.7% |
83% |
False |
False |
6 |
60 |
36,245 |
25,740 |
10,505 |
30.5% |
520 |
1.5% |
83% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39,071 |
2.618 |
37,562 |
1.618 |
36,637 |
1.000 |
36,065 |
0.618 |
35,712 |
HIGH |
35,140 |
0.618 |
34,787 |
0.500 |
34,678 |
0.382 |
34,568 |
LOW |
34,215 |
0.618 |
33,643 |
1.000 |
33,290 |
1.618 |
32,718 |
2.618 |
31,793 |
4.250 |
30,284 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
34,678 |
35,230 |
PP |
34,613 |
34,982 |
S1 |
34,549 |
34,733 |
|