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 |
4,249.50 |
4,216.25 |
-33.25 |
-0.8% |
4,301.75 |
High |
4,250.25 |
4,230.75 |
-19.50 |
-0.5% |
4,336.50 |
Low |
4,192.25 |
4,167.50 |
-24.75 |
-0.6% |
4,167.50 |
Close |
4,201.50 |
4,182.50 |
-19.00 |
-0.5% |
4,182.50 |
Range |
58.00 |
63.25 |
5.25 |
9.1% |
169.00 |
ATR |
61.83 |
61.93 |
0.10 |
0.2% |
0.00 |
Volume |
8,155 |
5,802 |
-2,353 |
-28.9% |
28,791 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,383.25 |
4,346.25 |
4,217.25 |
|
R3 |
4,320.00 |
4,283.00 |
4,200.00 |
|
R2 |
4,256.75 |
4,256.75 |
4,194.00 |
|
R1 |
4,219.75 |
4,219.75 |
4,188.25 |
4,206.50 |
PP |
4,193.50 |
4,193.50 |
4,193.50 |
4,187.00 |
S1 |
4,156.50 |
4,156.50 |
4,176.75 |
4,143.50 |
S2 |
4,130.25 |
4,130.25 |
4,171.00 |
|
S3 |
4,067.00 |
4,093.25 |
4,165.00 |
|
S4 |
4,003.75 |
4,030.00 |
4,147.75 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,735.75 |
4,628.25 |
4,275.50 |
|
R3 |
4,566.75 |
4,459.25 |
4,229.00 |
|
R2 |
4,397.75 |
4,397.75 |
4,213.50 |
|
R1 |
4,290.25 |
4,290.25 |
4,198.00 |
4,259.50 |
PP |
4,228.75 |
4,228.75 |
4,228.75 |
4,213.50 |
S1 |
4,121.25 |
4,121.25 |
4,167.00 |
4,090.50 |
S2 |
4,059.75 |
4,059.75 |
4,151.50 |
|
S3 |
3,890.75 |
3,952.25 |
4,136.00 |
|
S4 |
3,721.75 |
3,783.25 |
4,089.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,336.50 |
4,167.50 |
169.00 |
4.0% |
61.25 |
1.5% |
9% |
False |
True |
5,758 |
10 |
4,473.00 |
4,167.50 |
305.50 |
7.3% |
63.00 |
1.5% |
5% |
False |
True |
5,087 |
20 |
4,479.00 |
4,167.50 |
311.50 |
7.4% |
65.50 |
1.6% |
5% |
False |
True |
4,033 |
40 |
4,648.50 |
4,167.50 |
481.00 |
11.5% |
56.75 |
1.4% |
3% |
False |
True |
2,806 |
60 |
4,664.75 |
4,167.50 |
497.25 |
11.9% |
55.75 |
1.3% |
3% |
False |
True |
1,938 |
80 |
4,738.50 |
4,167.50 |
571.00 |
13.7% |
50.75 |
1.2% |
3% |
False |
True |
1,469 |
100 |
4,738.50 |
4,167.50 |
571.00 |
13.7% |
46.25 |
1.1% |
3% |
False |
True |
1,196 |
120 |
4,738.50 |
4,167.50 |
571.00 |
13.7% |
43.00 |
1.0% |
3% |
False |
True |
1,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,499.50 |
2.618 |
4,396.25 |
1.618 |
4,333.00 |
1.000 |
4,294.00 |
0.618 |
4,269.75 |
HIGH |
4,230.75 |
0.618 |
4,206.50 |
0.500 |
4,199.00 |
0.382 |
4,191.75 |
LOW |
4,167.50 |
0.618 |
4,128.50 |
1.000 |
4,104.25 |
1.618 |
4,065.25 |
2.618 |
4,002.00 |
4.250 |
3,898.75 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,199.00 |
4,243.75 |
PP |
4,193.50 |
4,223.25 |
S1 |
4,188.00 |
4,203.00 |
|