| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,014.8 |
2,034.0 |
19.2 |
1.0% |
2,007.8 |
| High |
2,039.7 |
2,036.9 |
-2.8 |
-0.1% |
2,039.7 |
| Low |
2,006.7 |
2,020.1 |
13.4 |
0.7% |
1,984.8 |
| Close |
2,018.7 |
2,026.0 |
7.3 |
0.4% |
2,018.7 |
| Range |
33.0 |
16.8 |
-16.2 |
-49.1% |
54.9 |
| ATR |
24.9 |
24.4 |
-0.5 |
-1.9% |
0.0 |
| Volume |
11,818 |
7,630 |
-4,188 |
-35.4% |
52,701 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.1 |
2,068.8 |
2,035.2 |
|
| R3 |
2,061.3 |
2,052.0 |
2,030.6 |
|
| R2 |
2,044.5 |
2,044.5 |
2,029.1 |
|
| R1 |
2,035.2 |
2,035.2 |
2,027.5 |
2,031.5 |
| PP |
2,027.7 |
2,027.7 |
2,027.7 |
2,025.8 |
| S1 |
2,018.4 |
2,018.4 |
2,024.5 |
2,014.7 |
| S2 |
2,010.9 |
2,010.9 |
2,022.9 |
|
| S3 |
1,994.1 |
2,001.6 |
2,021.4 |
|
| S4 |
1,977.3 |
1,984.8 |
2,016.8 |
|
|
| 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% |
24.7 |
1.2% |
75% |
False |
False |
10,239 |
| 10 |
2,039.7 |
1,944.5 |
95.2 |
4.7% |
26.2 |
1.3% |
86% |
False |
False |
9,792 |
| 20 |
2,039.7 |
1,842.5 |
197.2 |
9.7% |
24.5 |
1.2% |
93% |
False |
False |
9,039 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.7% |
20.6 |
1.0% |
93% |
False |
False |
6,187 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.7% |
18.8 |
0.9% |
93% |
False |
False |
4,670 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.1% |
18.7 |
0.9% |
89% |
False |
False |
4,004 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.1% |
19.2 |
0.9% |
89% |
False |
False |
3,363 |
| 120 |
2,129.1 |
1,842.5 |
286.6 |
14.1% |
20.0 |
1.0% |
64% |
False |
False |
2,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,108.3 |
|
2.618 |
2,080.9 |
|
1.618 |
2,064.1 |
|
1.000 |
2,053.7 |
|
0.618 |
2,047.3 |
|
HIGH |
2,036.9 |
|
0.618 |
2,030.5 |
|
0.500 |
2,028.5 |
|
0.382 |
2,026.5 |
|
LOW |
2,020.1 |
|
0.618 |
2,009.7 |
|
1.000 |
2,003.3 |
|
1.618 |
1,992.9 |
|
2.618 |
1,976.1 |
|
4.250 |
1,948.7 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.5 |
2,024.3 |
| PP |
2,027.7 |
2,022.5 |
| S1 |
2,026.8 |
2,020.8 |
|