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 |
4,117.0 |
4,083.0 |
-34.0 |
-0.8% |
4,193.0 |
High |
4,118.0 |
4,102.0 |
-16.0 |
-0.4% |
4,206.0 |
Low |
4,092.0 |
4,063.0 |
-29.0 |
-0.7% |
4,069.0 |
Close |
4,118.0 |
4,092.0 |
-26.0 |
-0.6% |
4,075.0 |
Range |
26.0 |
39.0 |
13.0 |
50.0% |
137.0 |
ATR |
49.4 |
49.8 |
0.4 |
0.8% |
0.0 |
Volume |
7,022 |
45 |
-6,977 |
-99.4% |
20,690 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.7 |
4,186.3 |
4,113.5 |
|
R3 |
4,163.7 |
4,147.3 |
4,102.7 |
|
R2 |
4,124.7 |
4,124.7 |
4,099.2 |
|
R1 |
4,108.3 |
4,108.3 |
4,095.6 |
4,116.5 |
PP |
4,085.7 |
4,085.7 |
4,085.7 |
4,089.8 |
S1 |
4,069.3 |
4,069.3 |
4,088.4 |
4,077.5 |
S2 |
4,046.7 |
4,046.7 |
4,084.9 |
|
S3 |
4,007.7 |
4,030.3 |
4,081.3 |
|
S4 |
3,968.7 |
3,991.3 |
4,070.6 |
|
|
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 |
4,141.0 |
4,049.0 |
92.0 |
2.2% |
41.8 |
1.0% |
47% |
False |
False |
4,773 |
10 |
4,224.0 |
4,049.0 |
175.0 |
4.3% |
43.6 |
1.1% |
25% |
False |
False |
3,824 |
20 |
4,281.0 |
4,049.0 |
232.0 |
5.7% |
46.2 |
1.1% |
19% |
False |
False |
2,597 |
40 |
4,373.0 |
4,049.0 |
324.0 |
7.9% |
34.5 |
0.8% |
13% |
False |
False |
1,428 |
60 |
4,461.0 |
4,049.0 |
412.0 |
10.1% |
24.5 |
0.6% |
10% |
False |
False |
952 |
80 |
4,557.0 |
4,049.0 |
508.0 |
12.4% |
18.4 |
0.4% |
8% |
False |
False |
714 |
100 |
4,557.0 |
4,049.0 |
508.0 |
12.4% |
14.7 |
0.4% |
8% |
False |
False |
631 |
120 |
4,557.0 |
4,049.0 |
508.0 |
12.4% |
12.3 |
0.3% |
8% |
False |
False |
595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,267.8 |
2.618 |
4,204.1 |
1.618 |
4,165.1 |
1.000 |
4,141.0 |
0.618 |
4,126.1 |
HIGH |
4,102.0 |
0.618 |
4,087.1 |
0.500 |
4,082.5 |
0.382 |
4,077.9 |
LOW |
4,063.0 |
0.618 |
4,038.9 |
1.000 |
4,024.0 |
1.618 |
3,999.9 |
2.618 |
3,960.9 |
4.250 |
3,897.3 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,088.8 |
4,102.0 |
PP |
4,085.7 |
4,098.7 |
S1 |
4,082.5 |
4,095.3 |
|