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 |
4,316.00 |
4,249.50 |
-66.50 |
-1.5% |
4,402.50 |
High |
4,320.00 |
4,250.25 |
-69.75 |
-1.6% |
4,473.00 |
Low |
4,250.00 |
4,192.25 |
-57.75 |
-1.4% |
4,289.25 |
Close |
4,255.75 |
4,201.50 |
-54.25 |
-1.3% |
4,295.25 |
Range |
70.00 |
58.00 |
-12.00 |
-17.1% |
183.75 |
ATR |
61.70 |
61.83 |
0.13 |
0.2% |
0.00 |
Volume |
5,025 |
8,155 |
3,130 |
62.3% |
22,085 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,388.75 |
4,353.00 |
4,233.50 |
|
R3 |
4,330.75 |
4,295.00 |
4,217.50 |
|
R2 |
4,272.75 |
4,272.75 |
4,212.25 |
|
R1 |
4,237.00 |
4,237.00 |
4,206.75 |
4,226.00 |
PP |
4,214.75 |
4,214.75 |
4,214.75 |
4,209.00 |
S1 |
4,179.00 |
4,179.00 |
4,196.25 |
4,168.00 |
S2 |
4,156.75 |
4,156.75 |
4,190.75 |
|
S3 |
4,098.75 |
4,121.00 |
4,185.50 |
|
S4 |
4,040.75 |
4,063.00 |
4,169.50 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,903.75 |
4,783.25 |
4,396.25 |
|
R3 |
4,720.00 |
4,599.50 |
4,345.75 |
|
R2 |
4,536.25 |
4,536.25 |
4,329.00 |
|
R1 |
4,415.75 |
4,415.75 |
4,312.00 |
4,384.00 |
PP |
4,352.50 |
4,352.50 |
4,352.50 |
4,336.75 |
S1 |
4,232.00 |
4,232.00 |
4,278.50 |
4,200.50 |
S2 |
4,168.75 |
4,168.75 |
4,261.50 |
|
S3 |
3,985.00 |
4,048.25 |
4,244.75 |
|
S4 |
3,801.25 |
3,864.50 |
4,194.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,351.50 |
4,192.25 |
159.25 |
3.8% |
61.00 |
1.5% |
6% |
False |
True |
6,201 |
10 |
4,473.00 |
4,192.25 |
280.75 |
6.7% |
63.25 |
1.5% |
3% |
False |
True |
4,806 |
20 |
4,479.00 |
4,192.25 |
286.75 |
6.8% |
65.25 |
1.6% |
3% |
False |
True |
3,897 |
40 |
4,648.50 |
4,192.25 |
456.25 |
10.9% |
55.75 |
1.3% |
2% |
False |
True |
2,665 |
60 |
4,664.75 |
4,192.25 |
472.50 |
11.2% |
55.25 |
1.3% |
2% |
False |
True |
1,843 |
80 |
4,738.50 |
4,192.25 |
546.25 |
13.0% |
50.75 |
1.2% |
2% |
False |
True |
1,397 |
100 |
4,738.50 |
4,192.25 |
546.25 |
13.0% |
45.75 |
1.1% |
2% |
False |
True |
1,139 |
120 |
4,738.50 |
4,192.25 |
546.25 |
13.0% |
42.75 |
1.0% |
2% |
False |
True |
962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,496.75 |
2.618 |
4,402.00 |
1.618 |
4,344.00 |
1.000 |
4,308.25 |
0.618 |
4,286.00 |
HIGH |
4,250.25 |
0.618 |
4,228.00 |
0.500 |
4,221.25 |
0.382 |
4,214.50 |
LOW |
4,192.25 |
0.618 |
4,156.50 |
1.000 |
4,134.25 |
1.618 |
4,098.50 |
2.618 |
4,040.50 |
4.250 |
3,945.75 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,221.25 |
4,264.50 |
PP |
4,214.75 |
4,243.50 |
S1 |
4,208.00 |
4,222.50 |
|