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 |
4,083.0 |
4,082.0 |
-1.0 |
0.0% |
4,082.0 |
High |
4,102.0 |
4,095.0 |
-7.0 |
-0.2% |
4,141.0 |
Low |
4,063.0 |
4,034.0 |
-29.0 |
-0.7% |
4,034.0 |
Close |
4,092.0 |
4,063.0 |
-29.0 |
-0.7% |
4,063.0 |
Range |
39.0 |
61.0 |
22.0 |
56.4% |
107.0 |
ATR |
49.8 |
50.6 |
0.8 |
1.6% |
0.0 |
Volume |
45 |
100 |
55 |
122.2% |
17,589 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,247.0 |
4,216.0 |
4,096.6 |
|
R3 |
4,186.0 |
4,155.0 |
4,079.8 |
|
R2 |
4,125.0 |
4,125.0 |
4,074.2 |
|
R1 |
4,094.0 |
4,094.0 |
4,068.6 |
4,079.0 |
PP |
4,064.0 |
4,064.0 |
4,064.0 |
4,056.5 |
S1 |
4,033.0 |
4,033.0 |
4,057.4 |
4,018.0 |
S2 |
4,003.0 |
4,003.0 |
4,051.8 |
|
S3 |
3,942.0 |
3,972.0 |
4,046.2 |
|
S4 |
3,881.0 |
3,911.0 |
4,029.5 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.3 |
4,338.7 |
4,121.9 |
|
R3 |
4,293.3 |
4,231.7 |
4,092.4 |
|
R2 |
4,186.3 |
4,186.3 |
4,082.6 |
|
R1 |
4,124.7 |
4,124.7 |
4,072.8 |
4,102.0 |
PP |
4,079.3 |
4,079.3 |
4,079.3 |
4,068.0 |
S1 |
4,017.7 |
4,017.7 |
4,053.2 |
3,995.0 |
S2 |
3,972.3 |
3,972.3 |
4,043.4 |
|
S3 |
3,865.3 |
3,910.7 |
4,033.6 |
|
S4 |
3,758.3 |
3,803.7 |
4,004.2 |
|
|
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 |
4,034.0 |
107.0 |
2.6% |
47.8 |
1.2% |
27% |
False |
True |
3,517 |
10 |
4,206.0 |
4,034.0 |
172.0 |
4.2% |
45.3 |
1.1% |
17% |
False |
True |
3,827 |
20 |
4,281.0 |
4,034.0 |
247.0 |
6.1% |
46.0 |
1.1% |
12% |
False |
True |
2,100 |
40 |
4,373.0 |
4,034.0 |
339.0 |
8.3% |
36.0 |
0.9% |
9% |
False |
True |
1,431 |
60 |
4,461.0 |
4,034.0 |
427.0 |
10.5% |
25.6 |
0.6% |
7% |
False |
True |
954 |
80 |
4,557.0 |
4,034.0 |
523.0 |
12.9% |
19.2 |
0.5% |
6% |
False |
True |
715 |
100 |
4,557.0 |
4,034.0 |
523.0 |
12.9% |
15.3 |
0.4% |
6% |
False |
True |
632 |
120 |
4,557.0 |
4,034.0 |
523.0 |
12.9% |
12.8 |
0.3% |
6% |
False |
True |
596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,354.3 |
2.618 |
4,254.7 |
1.618 |
4,193.7 |
1.000 |
4,156.0 |
0.618 |
4,132.7 |
HIGH |
4,095.0 |
0.618 |
4,071.7 |
0.500 |
4,064.5 |
0.382 |
4,057.3 |
LOW |
4,034.0 |
0.618 |
3,996.3 |
1.000 |
3,973.0 |
1.618 |
3,935.3 |
2.618 |
3,874.3 |
4.250 |
3,774.8 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,064.5 |
4,076.0 |
PP |
4,064.0 |
4,071.7 |
S1 |
4,063.5 |
4,067.3 |
|