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 |
35,870 |
35,170 |
-700 |
-2.0% |
31,045 |
High |
35,890 |
35,465 |
-425 |
-1.2% |
36,575 |
Low |
35,115 |
34,595 |
-520 |
-1.5% |
31,045 |
Close |
35,220 |
34,830 |
-390 |
-1.1% |
34,830 |
Range |
775 |
870 |
95 |
12.3% |
5,530 |
ATR |
1,154 |
1,134 |
-20 |
-1.8% |
0 |
Volume |
110 |
16 |
-94 |
-85.5% |
145 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,573 |
37,072 |
35,309 |
|
R3 |
36,703 |
36,202 |
35,069 |
|
R2 |
35,833 |
35,833 |
34,990 |
|
R1 |
35,332 |
35,332 |
34,910 |
35,148 |
PP |
34,963 |
34,963 |
34,963 |
34,871 |
S1 |
34,462 |
34,462 |
34,750 |
34,278 |
S2 |
34,093 |
34,093 |
34,671 |
|
S3 |
33,223 |
33,592 |
34,591 |
|
S4 |
32,353 |
32,722 |
34,352 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50,740 |
48,315 |
37,872 |
|
R3 |
45,210 |
42,785 |
36,351 |
|
R2 |
39,680 |
39,680 |
35,844 |
|
R1 |
37,255 |
37,255 |
35,337 |
38,468 |
PP |
34,150 |
34,150 |
34,150 |
34,756 |
S1 |
31,725 |
31,725 |
34,323 |
32,938 |
S2 |
28,620 |
28,620 |
33,816 |
|
S3 |
23,090 |
26,195 |
33,309 |
|
S4 |
17,560 |
20,665 |
31,789 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36,575 |
31,045 |
5,530 |
15.9% |
1,067 |
3.1% |
68% |
False |
False |
29 |
10 |
36,575 |
28,005 |
8,570 |
24.6% |
1,159 |
3.3% |
80% |
False |
False |
17 |
20 |
36,575 |
27,480 |
9,095 |
26.1% |
768 |
2.2% |
81% |
False |
False |
9 |
40 |
36,575 |
26,025 |
10,550 |
30.3% |
561 |
1.6% |
83% |
False |
False |
4 |
60 |
36,575 |
26,025 |
10,550 |
30.3% |
471 |
1.4% |
83% |
False |
False |
3 |
80 |
36,575 |
26,025 |
10,550 |
30.3% |
408 |
1.2% |
83% |
False |
False |
2 |
100 |
36,575 |
26,025 |
10,550 |
30.3% |
412 |
1.2% |
83% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39,163 |
2.618 |
37,743 |
1.618 |
36,873 |
1.000 |
36,335 |
0.618 |
36,003 |
HIGH |
35,465 |
0.618 |
35,133 |
0.500 |
35,030 |
0.382 |
34,927 |
LOW |
34,595 |
0.618 |
34,057 |
1.000 |
33,725 |
1.618 |
33,187 |
2.618 |
32,317 |
4.250 |
30,898 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
35,030 |
35,585 |
PP |
34,963 |
35,333 |
S1 |
34,897 |
35,082 |
|