Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,193.50 |
4,229.50 |
36.00 |
0.9% |
4,301.75 |
High |
4,242.50 |
4,261.00 |
18.50 |
0.4% |
4,336.50 |
Low |
4,188.50 |
4,212.50 |
24.00 |
0.6% |
4,167.50 |
Close |
4,231.25 |
4,258.00 |
26.75 |
0.6% |
4,182.50 |
Range |
54.00 |
48.50 |
-5.50 |
-10.2% |
169.00 |
ATR |
61.79 |
60.84 |
-0.95 |
-1.5% |
0.00 |
Volume |
3,208 |
6,430 |
3,222 |
100.4% |
28,791 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,389.25 |
4,372.25 |
4,284.75 |
|
R3 |
4,340.75 |
4,323.75 |
4,271.25 |
|
R2 |
4,292.25 |
4,292.25 |
4,267.00 |
|
R1 |
4,275.25 |
4,275.25 |
4,262.50 |
4,283.75 |
PP |
4,243.75 |
4,243.75 |
4,243.75 |
4,248.00 |
S1 |
4,226.75 |
4,226.75 |
4,253.50 |
4,235.25 |
S2 |
4,195.25 |
4,195.25 |
4,249.00 |
|
S3 |
4,146.75 |
4,178.25 |
4,244.75 |
|
S4 |
4,098.25 |
4,129.75 |
4,231.25 |
|
|
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 |
4,320.00 |
4,167.50 |
152.50 |
3.6% |
58.75 |
1.4% |
59% |
False |
False |
5,724 |
10 |
4,447.75 |
4,167.50 |
280.25 |
6.6% |
61.25 |
1.4% |
32% |
False |
False |
5,641 |
20 |
4,479.00 |
4,167.50 |
311.50 |
7.3% |
63.50 |
1.5% |
29% |
False |
False |
4,193 |
40 |
4,618.25 |
4,167.50 |
450.75 |
10.6% |
57.75 |
1.4% |
20% |
False |
False |
3,039 |
60 |
4,648.50 |
4,167.50 |
481.00 |
11.3% |
55.50 |
1.3% |
19% |
False |
False |
2,092 |
80 |
4,738.50 |
4,167.50 |
571.00 |
13.4% |
51.25 |
1.2% |
16% |
False |
False |
1,589 |
100 |
4,738.50 |
4,167.50 |
571.00 |
13.4% |
47.00 |
1.1% |
16% |
False |
False |
1,292 |
120 |
4,738.50 |
4,167.50 |
571.00 |
13.4% |
43.50 |
1.0% |
16% |
False |
False |
1,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,467.00 |
2.618 |
4,388.00 |
1.618 |
4,339.50 |
1.000 |
4,309.50 |
0.618 |
4,291.00 |
HIGH |
4,261.00 |
0.618 |
4,242.50 |
0.500 |
4,236.75 |
0.382 |
4,231.00 |
LOW |
4,212.50 |
0.618 |
4,182.50 |
1.000 |
4,164.00 |
1.618 |
4,134.00 |
2.618 |
4,085.50 |
4.250 |
4,006.50 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,251.00 |
4,243.50 |
PP |
4,243.75 |
4,228.75 |
S1 |
4,236.75 |
4,214.25 |
|