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 |
14,950.0 |
14,973.0 |
23.0 |
0.2% |
15,015.0 |
High |
14,976.0 |
15,053.0 |
77.0 |
0.5% |
15,168.0 |
Low |
14,901.0 |
14,836.0 |
-65.0 |
-0.4% |
14,836.0 |
Close |
14,969.0 |
14,947.0 |
-22.0 |
-0.1% |
14,947.0 |
Range |
75.0 |
217.0 |
142.0 |
189.3% |
332.0 |
ATR |
147.9 |
152.8 |
4.9 |
3.3% |
0.0 |
Volume |
12 |
21 |
9 |
75.0% |
166 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,596.3 |
15,488.7 |
15,066.4 |
|
R3 |
15,379.3 |
15,271.7 |
15,006.7 |
|
R2 |
15,162.3 |
15,162.3 |
14,986.8 |
|
R1 |
15,054.7 |
15,054.7 |
14,966.9 |
15,000.0 |
PP |
14,945.3 |
14,945.3 |
14,945.3 |
14,918.0 |
S1 |
14,837.7 |
14,837.7 |
14,927.1 |
14,783.0 |
S2 |
14,728.3 |
14,728.3 |
14,907.2 |
|
S3 |
14,511.3 |
14,620.7 |
14,887.3 |
|
S4 |
14,294.3 |
14,403.7 |
14,827.7 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,979.7 |
15,795.3 |
15,129.6 |
|
R3 |
15,647.7 |
15,463.3 |
15,038.3 |
|
R2 |
15,315.7 |
15,315.7 |
15,007.9 |
|
R1 |
15,131.3 |
15,131.3 |
14,977.4 |
15,057.5 |
PP |
14,983.7 |
14,983.7 |
14,983.7 |
14,946.8 |
S1 |
14,799.3 |
14,799.3 |
14,916.6 |
14,725.5 |
S2 |
14,651.7 |
14,651.7 |
14,886.1 |
|
S3 |
14,319.7 |
14,467.3 |
14,855.7 |
|
S4 |
13,987.7 |
14,135.3 |
14,764.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,168.0 |
14,836.0 |
332.0 |
2.2% |
120.6 |
0.8% |
33% |
False |
True |
33 |
10 |
15,555.0 |
14,836.0 |
719.0 |
4.8% |
101.9 |
0.7% |
15% |
False |
True |
25 |
20 |
15,819.0 |
14,836.0 |
983.0 |
6.6% |
107.5 |
0.7% |
11% |
False |
True |
34 |
40 |
16,263.0 |
14,836.0 |
1,427.0 |
9.5% |
87.0 |
0.6% |
8% |
False |
True |
22 |
60 |
16,369.0 |
14,836.0 |
1,533.0 |
10.3% |
70.4 |
0.5% |
7% |
False |
True |
15 |
80 |
16,887.0 |
14,836.0 |
2,051.0 |
13.7% |
52.8 |
0.4% |
5% |
False |
True |
11 |
100 |
16,887.0 |
14,836.0 |
2,051.0 |
13.7% |
42.2 |
0.3% |
5% |
False |
True |
9 |
120 |
16,887.0 |
14,836.0 |
2,051.0 |
13.7% |
35.2 |
0.2% |
5% |
False |
True |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,975.3 |
2.618 |
15,621.1 |
1.618 |
15,404.1 |
1.000 |
15,270.0 |
0.618 |
15,187.1 |
HIGH |
15,053.0 |
0.618 |
14,970.1 |
0.500 |
14,944.5 |
0.382 |
14,918.9 |
LOW |
14,836.0 |
0.618 |
14,701.9 |
1.000 |
14,619.0 |
1.618 |
14,484.9 |
2.618 |
14,267.9 |
4.250 |
13,913.8 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,946.2 |
15,002.0 |
PP |
14,945.3 |
14,983.7 |
S1 |
14,944.5 |
14,965.3 |
|