| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,034.0 |
2,026.3 |
-7.7 |
-0.4% |
2,007.8 |
| High |
2,036.9 |
2,037.7 |
0.8 |
0.0% |
2,039.7 |
| Low |
2,020.1 |
2,008.0 |
-12.1 |
-0.6% |
1,984.8 |
| Close |
2,026.0 |
2,014.6 |
-11.4 |
-0.6% |
2,018.7 |
| Range |
16.8 |
29.7 |
12.9 |
76.8% |
54.9 |
| ATR |
24.4 |
24.8 |
0.4 |
1.5% |
0.0 |
| Volume |
7,630 |
9,463 |
1,833 |
24.0% |
52,701 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.2 |
2,091.6 |
2,030.9 |
|
| R3 |
2,079.5 |
2,061.9 |
2,022.8 |
|
| R2 |
2,049.8 |
2,049.8 |
2,020.0 |
|
| R1 |
2,032.2 |
2,032.2 |
2,017.3 |
2,026.2 |
| PP |
2,020.1 |
2,020.1 |
2,020.1 |
2,017.1 |
| S1 |
2,002.5 |
2,002.5 |
2,011.9 |
1,996.5 |
| S2 |
1,990.4 |
1,990.4 |
2,009.2 |
|
| S3 |
1,960.7 |
1,972.8 |
2,006.4 |
|
| S4 |
1,931.0 |
1,943.1 |
1,998.3 |
|
|
| 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 |
1,993.6 |
46.1 |
2.3% |
25.3 |
1.3% |
46% |
False |
False |
10,427 |
| 10 |
2,039.7 |
1,956.1 |
83.6 |
4.1% |
27.3 |
1.4% |
70% |
False |
False |
10,139 |
| 20 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
25.1 |
1.2% |
87% |
False |
False |
9,186 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
20.8 |
1.0% |
87% |
False |
False |
6,365 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
19.1 |
0.9% |
87% |
False |
False |
4,807 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
18.9 |
0.9% |
84% |
False |
False |
4,089 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.2 |
1.0% |
84% |
False |
False |
3,448 |
| 120 |
2,121.6 |
1,842.5 |
279.1 |
13.9% |
20.0 |
1.0% |
62% |
False |
False |
2,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.9 |
|
2.618 |
2,115.5 |
|
1.618 |
2,085.8 |
|
1.000 |
2,067.4 |
|
0.618 |
2,056.1 |
|
HIGH |
2,037.7 |
|
0.618 |
2,026.4 |
|
0.500 |
2,022.9 |
|
0.382 |
2,019.3 |
|
LOW |
2,008.0 |
|
0.618 |
1,989.6 |
|
1.000 |
1,978.3 |
|
1.618 |
1,959.9 |
|
2.618 |
1,930.2 |
|
4.250 |
1,881.8 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.9 |
2,023.2 |
| PP |
2,020.1 |
2,020.3 |
| S1 |
2,017.4 |
2,017.5 |
|