| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,027.1 |
2,023.3 |
-3.8 |
-0.2% |
1,978.5 |
| High |
2,032.7 |
2,030.0 |
-2.7 |
-0.1% |
2,047.6 |
| Low |
2,012.5 |
2,005.0 |
-7.5 |
-0.4% |
1,961.6 |
| Close |
2,027.3 |
2,025.5 |
-1.8 |
-0.1% |
2,034.0 |
| Range |
20.2 |
25.0 |
4.8 |
23.8% |
86.0 |
| ATR |
23.2 |
23.3 |
0.1 |
0.6% |
0.0 |
| Volume |
1,694 |
2,600 |
906 |
53.5% |
9,944 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.2 |
2,085.3 |
2,039.3 |
|
| R3 |
2,070.2 |
2,060.3 |
2,032.4 |
|
| R2 |
2,045.2 |
2,045.2 |
2,030.1 |
|
| R1 |
2,035.3 |
2,035.3 |
2,027.8 |
2,040.3 |
| PP |
2,020.2 |
2,020.2 |
2,020.2 |
2,022.6 |
| S1 |
2,010.3 |
2,010.3 |
2,023.2 |
2,015.3 |
| S2 |
1,995.2 |
1,995.2 |
2,020.9 |
|
| S3 |
1,970.2 |
1,985.3 |
2,018.6 |
|
| S4 |
1,945.2 |
1,960.3 |
2,011.8 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.4 |
2,239.2 |
2,081.3 |
|
| R3 |
2,186.4 |
2,153.2 |
2,057.7 |
|
| R2 |
2,100.4 |
2,100.4 |
2,049.8 |
|
| R1 |
2,067.2 |
2,067.2 |
2,041.9 |
2,083.8 |
| PP |
2,014.4 |
2,014.4 |
2,014.4 |
2,022.7 |
| S1 |
1,981.2 |
1,981.2 |
2,026.1 |
1,997.8 |
| S2 |
1,928.4 |
1,928.4 |
2,018.2 |
|
| S3 |
1,842.4 |
1,895.2 |
2,010.4 |
|
| S4 |
1,756.4 |
1,809.2 |
1,986.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.6 |
1,976.2 |
71.4 |
3.5% |
27.5 |
1.4% |
69% |
False |
False |
2,277 |
| 10 |
2,047.6 |
1,909.6 |
138.0 |
6.8% |
26.9 |
1.3% |
84% |
False |
False |
2,441 |
| 20 |
2,047.6 |
1,861.7 |
185.9 |
9.2% |
23.8 |
1.2% |
88% |
False |
False |
2,447 |
| 40 |
2,047.6 |
1,861.7 |
185.9 |
9.2% |
18.6 |
0.9% |
88% |
False |
False |
1,629 |
| 60 |
2,047.6 |
1,861.7 |
185.9 |
9.2% |
17.6 |
0.9% |
88% |
False |
False |
1,250 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
17.2 |
0.8% |
80% |
False |
False |
1,083 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
17.5 |
0.9% |
80% |
False |
False |
913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.3 |
|
2.618 |
2,095.5 |
|
1.618 |
2,070.5 |
|
1.000 |
2,055.0 |
|
0.618 |
2,045.5 |
|
HIGH |
2,030.0 |
|
0.618 |
2,020.5 |
|
0.500 |
2,017.5 |
|
0.382 |
2,014.6 |
|
LOW |
2,005.0 |
|
0.618 |
1,989.6 |
|
1.000 |
1,980.0 |
|
1.618 |
1,964.6 |
|
2.618 |
1,939.6 |
|
4.250 |
1,898.8 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.8 |
2,026.3 |
| PP |
2,020.2 |
2,026.0 |
| S1 |
2,017.5 |
2,025.8 |
|