| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,004.3 |
2,002.2 |
-2.1 |
-0.1% |
1,961.0 |
| High |
2,011.6 |
2,018.5 |
6.9 |
0.3% |
2,029.2 |
| Low |
1,984.8 |
1,993.6 |
8.8 |
0.4% |
1,941.0 |
| Close |
2,006.1 |
2,015.0 |
8.9 |
0.4% |
2,014.5 |
| Range |
26.8 |
24.9 |
-1.9 |
-7.1% |
88.2 |
| ATR |
24.5 |
24.5 |
0.0 |
0.1% |
0.0 |
| Volume |
8,523 |
11,461 |
2,938 |
34.5% |
43,205 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.7 |
2,074.3 |
2,028.7 |
|
| R3 |
2,058.8 |
2,049.4 |
2,021.8 |
|
| R2 |
2,033.9 |
2,033.9 |
2,019.6 |
|
| R1 |
2,024.5 |
2,024.5 |
2,017.3 |
2,029.2 |
| PP |
2,009.0 |
2,009.0 |
2,009.0 |
2,011.4 |
| S1 |
1,999.6 |
1,999.6 |
2,012.7 |
2,004.3 |
| S2 |
1,984.1 |
1,984.1 |
2,010.4 |
|
| S3 |
1,959.2 |
1,974.7 |
2,008.2 |
|
| S4 |
1,934.3 |
1,949.8 |
2,001.3 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.5 |
2,225.2 |
2,063.0 |
|
| R3 |
2,171.3 |
2,137.0 |
2,038.8 |
|
| R2 |
2,083.1 |
2,083.1 |
2,030.7 |
|
| R1 |
2,048.8 |
2,048.8 |
2,022.6 |
2,066.0 |
| PP |
1,994.9 |
1,994.9 |
1,994.9 |
2,003.5 |
| S1 |
1,960.6 |
1,960.6 |
2,006.4 |
1,977.8 |
| S2 |
1,906.7 |
1,906.7 |
1,998.3 |
|
| S3 |
1,818.5 |
1,872.4 |
1,990.2 |
|
| S4 |
1,730.3 |
1,784.2 |
1,966.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,029.2 |
1,976.8 |
52.4 |
2.6% |
26.4 |
1.3% |
73% |
False |
False |
10,269 |
| 10 |
2,029.2 |
1,900.2 |
129.0 |
6.4% |
29.3 |
1.5% |
89% |
False |
False |
9,489 |
| 20 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
24.9 |
1.2% |
92% |
False |
False |
8,280 |
| 40 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
19.8 |
1.0% |
92% |
False |
False |
5,550 |
| 60 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
18.6 |
0.9% |
92% |
False |
False |
4,248 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
18.7 |
0.9% |
84% |
False |
False |
3,646 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.1 |
0.9% |
84% |
False |
False |
3,067 |
| 120 |
2,133.1 |
1,842.5 |
290.6 |
14.4% |
20.1 |
1.0% |
59% |
False |
False |
2,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.3 |
|
2.618 |
2,083.7 |
|
1.618 |
2,058.8 |
|
1.000 |
2,043.4 |
|
0.618 |
2,033.9 |
|
HIGH |
2,018.5 |
|
0.618 |
2,009.0 |
|
0.500 |
2,006.1 |
|
0.382 |
2,003.1 |
|
LOW |
1,993.6 |
|
0.618 |
1,978.2 |
|
1.000 |
1,968.7 |
|
1.618 |
1,953.3 |
|
2.618 |
1,928.4 |
|
4.250 |
1,887.8 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.0 |
2,010.6 |
| PP |
2,009.0 |
2,006.1 |
| S1 |
2,006.1 |
2,001.7 |
|