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 |
4,082.0 |
4,089.0 |
7.0 |
0.2% |
4,082.0 |
High |
4,095.0 |
4,091.0 |
-4.0 |
-0.1% |
4,141.0 |
Low |
4,034.0 |
4,068.0 |
34.0 |
0.8% |
4,034.0 |
Close |
4,063.0 |
4,069.0 |
6.0 |
0.1% |
4,063.0 |
Range |
61.0 |
23.0 |
-38.0 |
-62.3% |
107.0 |
ATR |
50.6 |
49.0 |
-1.6 |
-3.2% |
0.0 |
Volume |
100 |
36 |
-64 |
-64.0% |
17,589 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,145.0 |
4,130.0 |
4,081.7 |
|
R3 |
4,122.0 |
4,107.0 |
4,075.3 |
|
R2 |
4,099.0 |
4,099.0 |
4,073.2 |
|
R1 |
4,084.0 |
4,084.0 |
4,071.1 |
4,080.0 |
PP |
4,076.0 |
4,076.0 |
4,076.0 |
4,074.0 |
S1 |
4,061.0 |
4,061.0 |
4,066.9 |
4,057.0 |
S2 |
4,053.0 |
4,053.0 |
4,064.8 |
|
S3 |
4,030.0 |
4,038.0 |
4,062.7 |
|
S4 |
4,007.0 |
4,015.0 |
4,056.4 |
|
|
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% |
44.2 |
1.1% |
33% |
False |
False |
1,447 |
10 |
4,206.0 |
4,034.0 |
172.0 |
4.2% |
43.6 |
1.1% |
20% |
False |
False |
3,229 |
20 |
4,281.0 |
4,034.0 |
247.0 |
6.1% |
42.7 |
1.0% |
14% |
False |
False |
2,094 |
40 |
4,368.0 |
4,034.0 |
334.0 |
8.2% |
35.7 |
0.9% |
10% |
False |
False |
1,429 |
60 |
4,461.0 |
4,034.0 |
427.0 |
10.5% |
25.9 |
0.6% |
8% |
False |
False |
955 |
80 |
4,557.0 |
4,034.0 |
523.0 |
12.9% |
19.5 |
0.5% |
7% |
False |
False |
716 |
100 |
4,557.0 |
4,034.0 |
523.0 |
12.9% |
15.6 |
0.4% |
7% |
False |
False |
633 |
120 |
4,557.0 |
4,034.0 |
523.0 |
12.9% |
13.0 |
0.3% |
7% |
False |
False |
596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,188.8 |
2.618 |
4,151.2 |
1.618 |
4,128.2 |
1.000 |
4,114.0 |
0.618 |
4,105.2 |
HIGH |
4,091.0 |
0.618 |
4,082.2 |
0.500 |
4,079.5 |
0.382 |
4,076.8 |
LOW |
4,068.0 |
0.618 |
4,053.8 |
1.000 |
4,045.0 |
1.618 |
4,030.8 |
2.618 |
4,007.8 |
4.250 |
3,970.3 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,079.5 |
4,068.7 |
PP |
4,076.0 |
4,068.3 |
S1 |
4,072.5 |
4,068.0 |
|