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 |
14,512.25 |
14,590.50 |
78.25 |
0.5% |
14,879.25 |
High |
14,658.00 |
14,684.50 |
26.50 |
0.2% |
15,119.25 |
Low |
14,488.75 |
14,494.00 |
5.25 |
0.0% |
14,322.75 |
Close |
14,597.75 |
14,673.00 |
75.25 |
0.5% |
14,445.75 |
Range |
169.25 |
190.50 |
21.25 |
12.6% |
796.50 |
ATR |
269.46 |
263.82 |
-5.64 |
-2.1% |
0.00 |
Volume |
1,393 |
1,116 |
-277 |
-19.9% |
6,271 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,188.75 |
15,121.25 |
14,777.75 |
|
R3 |
14,998.25 |
14,930.75 |
14,725.50 |
|
R2 |
14,807.75 |
14,807.75 |
14,708.00 |
|
R1 |
14,740.25 |
14,740.25 |
14,690.50 |
14,774.00 |
PP |
14,617.25 |
14,617.25 |
14,617.25 |
14,634.00 |
S1 |
14,549.75 |
14,549.75 |
14,655.50 |
14,583.50 |
S2 |
14,426.75 |
14,426.75 |
14,638.00 |
|
S3 |
14,236.25 |
14,359.25 |
14,620.50 |
|
S4 |
14,045.75 |
14,168.75 |
14,568.25 |
|
|
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 |
15,039.00 |
14,322.75 |
716.25 |
4.9% |
255.50 |
1.7% |
49% |
False |
False |
1,341 |
10 |
15,422.00 |
14,322.75 |
1,099.25 |
7.5% |
263.00 |
1.8% |
32% |
False |
False |
1,188 |
20 |
15,667.00 |
14,322.75 |
1,344.25 |
9.2% |
271.75 |
1.9% |
26% |
False |
False |
1,040 |
40 |
15,922.25 |
14,322.75 |
1,599.50 |
10.9% |
251.50 |
1.7% |
22% |
False |
False |
849 |
60 |
16,063.50 |
14,322.75 |
1,740.75 |
11.9% |
253.00 |
1.7% |
20% |
False |
False |
606 |
80 |
16,436.50 |
14,322.75 |
2,113.75 |
14.4% |
229.75 |
1.6% |
17% |
False |
False |
457 |
100 |
16,436.50 |
14,322.75 |
2,113.75 |
14.4% |
198.50 |
1.4% |
17% |
False |
False |
366 |
120 |
16,436.50 |
13,814.00 |
2,622.50 |
17.9% |
166.25 |
1.1% |
33% |
False |
False |
305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,494.00 |
2.618 |
15,183.25 |
1.618 |
14,992.75 |
1.000 |
14,875.00 |
0.618 |
14,802.25 |
HIGH |
14,684.50 |
0.618 |
14,611.75 |
0.500 |
14,589.25 |
0.382 |
14,566.75 |
LOW |
14,494.00 |
0.618 |
14,376.25 |
1.000 |
14,303.50 |
1.618 |
14,185.75 |
2.618 |
13,995.25 |
4.250 |
13,684.50 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,645.00 |
14,628.00 |
PP |
14,617.25 |
14,583.25 |
S1 |
14,589.25 |
14,538.25 |
|