| 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 |
2,002.2 |
2,011.2 |
9.0 |
0.4% |
1,961.0 |
| High |
2,018.5 |
2,023.7 |
5.2 |
0.3% |
2,029.2 |
| Low |
1,993.6 |
2,001.8 |
8.2 |
0.4% |
1,941.0 |
| Close |
2,015.0 |
2,017.6 |
2.6 |
0.1% |
2,014.5 |
| Range |
24.9 |
21.9 |
-3.0 |
-12.0% |
88.2 |
| ATR |
24.5 |
24.3 |
-0.2 |
-0.8% |
0.0 |
| Volume |
11,461 |
11,767 |
306 |
2.7% |
43,205 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.1 |
2,070.7 |
2,029.6 |
|
| R3 |
2,058.2 |
2,048.8 |
2,023.6 |
|
| R2 |
2,036.3 |
2,036.3 |
2,021.6 |
|
| R1 |
2,026.9 |
2,026.9 |
2,019.6 |
2,031.6 |
| PP |
2,014.4 |
2,014.4 |
2,014.4 |
2,016.7 |
| S1 |
2,005.0 |
2,005.0 |
2,015.6 |
2,009.7 |
| S2 |
1,992.5 |
1,992.5 |
2,013.6 |
|
| S3 |
1,970.6 |
1,983.1 |
2,011.6 |
|
| S4 |
1,948.7 |
1,961.2 |
2,005.6 |
|
|
| 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 |
1,984.8 |
44.4 |
2.2% |
24.1 |
1.2% |
74% |
False |
False |
10,989 |
| 10 |
2,029.2 |
1,901.1 |
128.1 |
6.3% |
29.8 |
1.5% |
91% |
False |
False |
10,108 |
| 20 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
24.8 |
1.2% |
94% |
False |
False |
8,601 |
| 40 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
20.0 |
1.0% |
94% |
False |
False |
5,793 |
| 60 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
18.6 |
0.9% |
94% |
False |
False |
4,404 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
18.7 |
0.9% |
85% |
False |
False |
3,787 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.1 |
0.9% |
85% |
False |
False |
3,178 |
| 120 |
2,129.1 |
1,842.5 |
286.6 |
14.2% |
19.8 |
1.0% |
61% |
False |
False |
2,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,116.8 |
|
2.618 |
2,081.0 |
|
1.618 |
2,059.1 |
|
1.000 |
2,045.6 |
|
0.618 |
2,037.2 |
|
HIGH |
2,023.7 |
|
0.618 |
2,015.3 |
|
0.500 |
2,012.8 |
|
0.382 |
2,010.2 |
|
LOW |
2,001.8 |
|
0.618 |
1,988.3 |
|
1.000 |
1,979.9 |
|
1.618 |
1,966.4 |
|
2.618 |
1,944.5 |
|
4.250 |
1,908.7 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.0 |
2,013.2 |
| PP |
2,014.4 |
2,008.7 |
| S1 |
2,012.8 |
2,004.3 |
|