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 |
14,611.00 |
14,438.50 |
-172.50 |
-1.2% |
14,879.25 |
High |
14,642.25 |
14,588.75 |
-53.50 |
-0.4% |
15,119.25 |
Low |
14,322.75 |
14,392.00 |
69.25 |
0.5% |
14,322.75 |
Close |
14,375.00 |
14,445.75 |
70.75 |
0.5% |
14,445.75 |
Range |
319.50 |
196.75 |
-122.75 |
-38.4% |
796.50 |
ATR |
278.49 |
273.86 |
-4.62 |
-1.7% |
0.00 |
Volume |
1,919 |
975 |
-944 |
-49.2% |
6,271 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,065.75 |
14,952.50 |
14,554.00 |
|
R3 |
14,869.00 |
14,755.75 |
14,499.75 |
|
R2 |
14,672.25 |
14,672.25 |
14,481.75 |
|
R1 |
14,559.00 |
14,559.00 |
14,463.75 |
14,615.50 |
PP |
14,475.50 |
14,475.50 |
14,475.50 |
14,503.75 |
S1 |
14,362.25 |
14,362.25 |
14,427.75 |
14,419.00 |
S2 |
14,278.75 |
14,278.75 |
14,409.75 |
|
S3 |
14,082.00 |
14,165.50 |
14,391.75 |
|
S4 |
13,885.25 |
13,968.75 |
14,337.50 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,018.75 |
16,528.75 |
14,883.75 |
|
R3 |
16,222.25 |
15,732.25 |
14,664.75 |
|
R2 |
15,425.75 |
15,425.75 |
14,591.75 |
|
R1 |
14,935.75 |
14,935.75 |
14,518.75 |
14,782.50 |
PP |
14,629.25 |
14,629.25 |
14,629.25 |
14,552.50 |
S1 |
14,139.25 |
14,139.25 |
14,372.75 |
13,986.00 |
S2 |
13,832.75 |
13,832.75 |
14,299.75 |
|
S3 |
13,036.25 |
13,342.75 |
14,226.75 |
|
S4 |
12,239.75 |
12,546.25 |
14,007.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,119.25 |
14,322.75 |
796.50 |
5.5% |
296.00 |
2.0% |
15% |
False |
False |
1,254 |
10 |
15,531.25 |
14,322.75 |
1,208.50 |
8.4% |
278.00 |
1.9% |
10% |
False |
False |
1,075 |
20 |
15,667.00 |
14,322.75 |
1,344.25 |
9.3% |
283.75 |
2.0% |
9% |
False |
False |
1,007 |
40 |
16,063.50 |
14,322.75 |
1,740.75 |
12.1% |
251.25 |
1.7% |
7% |
False |
False |
790 |
60 |
16,063.50 |
14,322.75 |
1,740.75 |
12.1% |
253.50 |
1.8% |
7% |
False |
False |
565 |
80 |
16,436.50 |
14,322.75 |
2,113.75 |
14.6% |
228.25 |
1.6% |
6% |
False |
False |
426 |
100 |
16,436.50 |
14,322.75 |
2,113.75 |
14.6% |
195.00 |
1.3% |
6% |
False |
False |
341 |
120 |
16,436.50 |
13,677.00 |
2,759.50 |
19.1% |
163.25 |
1.1% |
28% |
False |
False |
284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,425.00 |
2.618 |
15,103.75 |
1.618 |
14,907.00 |
1.000 |
14,785.50 |
0.618 |
14,710.25 |
HIGH |
14,588.75 |
0.618 |
14,513.50 |
0.500 |
14,490.50 |
0.382 |
14,467.25 |
LOW |
14,392.00 |
0.618 |
14,270.50 |
1.000 |
14,195.25 |
1.618 |
14,073.75 |
2.618 |
13,877.00 |
4.250 |
13,555.75 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,490.50 |
14,681.00 |
PP |
14,475.50 |
14,602.50 |
S1 |
14,460.50 |
14,524.00 |
|