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 |
14,438.50 |
14,512.25 |
73.75 |
0.5% |
14,879.25 |
High |
14,588.75 |
14,658.00 |
69.25 |
0.5% |
15,119.25 |
Low |
14,392.00 |
14,488.75 |
96.75 |
0.7% |
14,322.75 |
Close |
14,445.75 |
14,597.75 |
152.00 |
1.1% |
14,445.75 |
Range |
196.75 |
169.25 |
-27.50 |
-14.0% |
796.50 |
ATR |
273.86 |
269.46 |
-4.40 |
-1.6% |
0.00 |
Volume |
975 |
1,393 |
418 |
42.9% |
6,271 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,089.25 |
15,012.75 |
14,690.75 |
|
R3 |
14,920.00 |
14,843.50 |
14,644.25 |
|
R2 |
14,750.75 |
14,750.75 |
14,628.75 |
|
R1 |
14,674.25 |
14,674.25 |
14,613.25 |
14,712.50 |
PP |
14,581.50 |
14,581.50 |
14,581.50 |
14,600.50 |
S1 |
14,505.00 |
14,505.00 |
14,582.25 |
14,543.25 |
S2 |
14,412.25 |
14,412.25 |
14,566.75 |
|
S3 |
14,243.00 |
14,335.75 |
14,551.25 |
|
S4 |
14,073.75 |
14,166.50 |
14,504.75 |
|
|
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% |
262.00 |
1.8% |
35% |
False |
False |
1,359 |
10 |
15,504.75 |
14,322.75 |
1,182.00 |
8.1% |
269.75 |
1.8% |
23% |
False |
False |
1,158 |
20 |
15,667.00 |
14,322.75 |
1,344.25 |
9.2% |
281.00 |
1.9% |
20% |
False |
False |
1,029 |
40 |
15,988.00 |
14,322.75 |
1,665.25 |
11.4% |
250.50 |
1.7% |
17% |
False |
False |
823 |
60 |
16,063.50 |
14,322.75 |
1,740.75 |
11.9% |
252.00 |
1.7% |
16% |
False |
False |
588 |
80 |
16,436.50 |
14,322.75 |
2,113.75 |
14.5% |
228.50 |
1.6% |
13% |
False |
False |
444 |
100 |
16,436.50 |
14,322.75 |
2,113.75 |
14.5% |
196.50 |
1.3% |
13% |
False |
False |
355 |
120 |
16,436.50 |
13,814.00 |
2,622.50 |
18.0% |
164.75 |
1.1% |
30% |
False |
False |
296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,377.25 |
2.618 |
15,101.00 |
1.618 |
14,931.75 |
1.000 |
14,827.25 |
0.618 |
14,762.50 |
HIGH |
14,658.00 |
0.618 |
14,593.25 |
0.500 |
14,573.50 |
0.382 |
14,553.50 |
LOW |
14,488.75 |
0.618 |
14,384.25 |
1.000 |
14,319.50 |
1.618 |
14,215.00 |
2.618 |
14,045.75 |
4.250 |
13,769.50 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,589.50 |
14,562.00 |
PP |
14,581.50 |
14,526.25 |
S1 |
14,573.50 |
14,490.50 |
|