Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,082.0 |
4,141.0 |
59.0 |
1.4% |
4,193.0 |
High |
4,090.0 |
4,141.0 |
51.0 |
1.2% |
4,206.0 |
Low |
4,049.0 |
4,069.0 |
20.0 |
0.5% |
4,069.0 |
Close |
4,087.0 |
4,108.0 |
21.0 |
0.5% |
4,075.0 |
Range |
41.0 |
72.0 |
31.0 |
75.6% |
137.0 |
ATR |
49.6 |
51.2 |
1.6 |
3.2% |
0.0 |
Volume |
10,386 |
36 |
-10,350 |
-99.7% |
20,690 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,322.0 |
4,287.0 |
4,147.6 |
|
R3 |
4,250.0 |
4,215.0 |
4,127.8 |
|
R2 |
4,178.0 |
4,178.0 |
4,121.2 |
|
R1 |
4,143.0 |
4,143.0 |
4,114.6 |
4,124.5 |
PP |
4,106.0 |
4,106.0 |
4,106.0 |
4,096.8 |
S1 |
4,071.0 |
4,071.0 |
4,101.4 |
4,052.5 |
S2 |
4,034.0 |
4,034.0 |
4,094.8 |
|
S3 |
3,962.0 |
3,999.0 |
4,088.2 |
|
S4 |
3,890.0 |
3,927.0 |
4,068.4 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,527.7 |
4,438.3 |
4,150.4 |
|
R3 |
4,390.7 |
4,301.3 |
4,112.7 |
|
R2 |
4,253.7 |
4,253.7 |
4,100.1 |
|
R1 |
4,164.3 |
4,164.3 |
4,087.6 |
4,140.5 |
PP |
4,116.7 |
4,116.7 |
4,116.7 |
4,104.8 |
S1 |
4,027.3 |
4,027.3 |
4,062.4 |
4,003.5 |
S2 |
3,979.7 |
3,979.7 |
4,049.9 |
|
S3 |
3,842.7 |
3,890.3 |
4,037.3 |
|
S4 |
3,705.7 |
3,753.3 |
3,999.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,205.0 |
4,049.0 |
156.0 |
3.8% |
49.6 |
1.2% |
38% |
False |
False |
5,004 |
10 |
4,281.0 |
4,049.0 |
232.0 |
5.6% |
46.2 |
1.1% |
25% |
False |
False |
3,132 |
20 |
4,281.0 |
4,049.0 |
232.0 |
5.6% |
46.2 |
1.1% |
25% |
False |
False |
2,252 |
40 |
4,388.0 |
4,049.0 |
339.0 |
8.3% |
32.8 |
0.8% |
17% |
False |
False |
1,252 |
60 |
4,461.0 |
4,049.0 |
412.0 |
10.0% |
23.5 |
0.6% |
14% |
False |
False |
835 |
80 |
4,557.0 |
4,049.0 |
508.0 |
12.4% |
17.6 |
0.4% |
12% |
False |
False |
626 |
100 |
4,557.0 |
4,049.0 |
508.0 |
12.4% |
14.1 |
0.3% |
12% |
False |
False |
561 |
120 |
4,557.0 |
4,049.0 |
508.0 |
12.4% |
11.7 |
0.3% |
12% |
False |
False |
536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,447.0 |
2.618 |
4,329.5 |
1.618 |
4,257.5 |
1.000 |
4,213.0 |
0.618 |
4,185.5 |
HIGH |
4,141.0 |
0.618 |
4,113.5 |
0.500 |
4,105.0 |
0.382 |
4,096.5 |
LOW |
4,069.0 |
0.618 |
4,024.5 |
1.000 |
3,997.0 |
1.618 |
3,952.5 |
2.618 |
3,880.5 |
4.250 |
3,763.0 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,107.0 |
4,103.7 |
PP |
4,106.0 |
4,099.3 |
S1 |
4,105.0 |
4,095.0 |
|