| 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 |
2,011.2 |
2,014.8 |
3.6 |
0.2% |
2,007.8 |
| High |
2,023.7 |
2,039.7 |
16.0 |
0.8% |
2,039.7 |
| Low |
2,001.8 |
2,006.7 |
4.9 |
0.2% |
1,984.8 |
| Close |
2,017.6 |
2,018.7 |
1.1 |
0.1% |
2,018.7 |
| Range |
21.9 |
33.0 |
11.1 |
50.7% |
54.9 |
| ATR |
24.3 |
24.9 |
0.6 |
2.6% |
0.0 |
| Volume |
11,767 |
11,818 |
51 |
0.4% |
52,701 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.7 |
2,102.7 |
2,036.9 |
|
| R3 |
2,087.7 |
2,069.7 |
2,027.8 |
|
| R2 |
2,054.7 |
2,054.7 |
2,024.8 |
|
| R1 |
2,036.7 |
2,036.7 |
2,021.7 |
2,045.7 |
| PP |
2,021.7 |
2,021.7 |
2,021.7 |
2,026.2 |
| S1 |
2,003.7 |
2,003.7 |
2,015.7 |
2,012.7 |
| S2 |
1,988.7 |
1,988.7 |
2,012.7 |
|
| S3 |
1,955.7 |
1,970.7 |
2,009.6 |
|
| S4 |
1,922.7 |
1,937.7 |
2,000.6 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.1 |
2,153.8 |
2,048.9 |
|
| R3 |
2,124.2 |
2,098.9 |
2,033.8 |
|
| R2 |
2,069.3 |
2,069.3 |
2,028.8 |
|
| R1 |
2,044.0 |
2,044.0 |
2,023.7 |
2,056.7 |
| PP |
2,014.4 |
2,014.4 |
2,014.4 |
2,020.7 |
| S1 |
1,989.1 |
1,989.1 |
2,013.7 |
2,001.8 |
| S2 |
1,959.5 |
1,959.5 |
2,008.6 |
|
| S3 |
1,904.6 |
1,934.2 |
2,003.6 |
|
| S4 |
1,849.7 |
1,879.3 |
1,988.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.7 |
1,984.8 |
54.9 |
2.7% |
25.6 |
1.3% |
62% |
True |
False |
10,540 |
| 10 |
2,039.7 |
1,941.0 |
98.7 |
4.9% |
26.7 |
1.3% |
79% |
True |
False |
9,590 |
| 20 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
24.8 |
1.2% |
89% |
True |
False |
8,907 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
20.6 |
1.0% |
89% |
True |
False |
6,047 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
19.0 |
0.9% |
89% |
True |
False |
4,569 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
18.8 |
0.9% |
86% |
False |
False |
3,923 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.3 |
1.0% |
86% |
False |
False |
3,291 |
| 120 |
2,129.1 |
1,842.5 |
286.6 |
14.2% |
20.0 |
1.0% |
61% |
False |
False |
2,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,180.0 |
|
2.618 |
2,126.1 |
|
1.618 |
2,093.1 |
|
1.000 |
2,072.7 |
|
0.618 |
2,060.1 |
|
HIGH |
2,039.7 |
|
0.618 |
2,027.1 |
|
0.500 |
2,023.2 |
|
0.382 |
2,019.3 |
|
LOW |
2,006.7 |
|
0.618 |
1,986.3 |
|
1.000 |
1,973.7 |
|
1.618 |
1,953.3 |
|
2.618 |
1,920.3 |
|
4.250 |
1,866.5 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,023.2 |
2,018.0 |
| PP |
2,021.7 |
2,017.3 |
| S1 |
2,020.2 |
2,016.7 |
|