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 |
4,216.25 |
4,193.50 |
-22.75 |
-0.5% |
4,301.75 |
High |
4,230.75 |
4,242.50 |
11.75 |
0.3% |
4,336.50 |
Low |
4,167.50 |
4,188.50 |
21.00 |
0.5% |
4,167.50 |
Close |
4,182.50 |
4,231.25 |
48.75 |
1.2% |
4,182.50 |
Range |
63.25 |
54.00 |
-9.25 |
-14.6% |
169.00 |
ATR |
61.93 |
61.79 |
-0.14 |
-0.2% |
0.00 |
Volume |
5,802 |
3,208 |
-2,594 |
-44.7% |
28,791 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,382.75 |
4,361.00 |
4,261.00 |
|
R3 |
4,328.75 |
4,307.00 |
4,246.00 |
|
R2 |
4,274.75 |
4,274.75 |
4,241.25 |
|
R1 |
4,253.00 |
4,253.00 |
4,236.25 |
4,264.00 |
PP |
4,220.75 |
4,220.75 |
4,220.75 |
4,226.25 |
S1 |
4,199.00 |
4,199.00 |
4,226.25 |
4,210.00 |
S2 |
4,166.75 |
4,166.75 |
4,221.25 |
|
S3 |
4,112.75 |
4,145.00 |
4,216.50 |
|
S4 |
4,058.75 |
4,091.00 |
4,201.50 |
|
|
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% |
58.50 |
1.4% |
38% |
False |
False |
5,162 |
10 |
4,473.00 |
4,167.50 |
305.50 |
7.2% |
62.25 |
1.5% |
21% |
False |
False |
5,213 |
20 |
4,479.00 |
4,167.50 |
311.50 |
7.4% |
65.25 |
1.5% |
20% |
False |
False |
3,991 |
40 |
4,633.50 |
4,167.50 |
466.00 |
11.0% |
57.25 |
1.4% |
14% |
False |
False |
2,885 |
60 |
4,648.50 |
4,167.50 |
481.00 |
11.4% |
55.50 |
1.3% |
13% |
False |
False |
1,989 |
80 |
4,738.50 |
4,167.50 |
571.00 |
13.5% |
51.00 |
1.2% |
11% |
False |
False |
1,508 |
100 |
4,738.50 |
4,167.50 |
571.00 |
13.5% |
46.75 |
1.1% |
11% |
False |
False |
1,228 |
120 |
4,738.50 |
4,167.50 |
571.00 |
13.5% |
43.50 |
1.0% |
11% |
False |
False |
1,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,472.00 |
2.618 |
4,383.75 |
1.618 |
4,329.75 |
1.000 |
4,296.50 |
0.618 |
4,275.75 |
HIGH |
4,242.50 |
0.618 |
4,221.75 |
0.500 |
4,215.50 |
0.382 |
4,209.25 |
LOW |
4,188.50 |
0.618 |
4,155.25 |
1.000 |
4,134.50 |
1.618 |
4,101.25 |
2.618 |
4,047.25 |
4.250 |
3,959.00 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,226.00 |
4,223.75 |
PP |
4,220.75 |
4,216.25 |
S1 |
4,215.50 |
4,209.00 |
|