Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,642.94 |
14,308.70 |
-334.24 |
-2.3% |
15,052.18 |
High |
14,642.94 |
14,372.27 |
-270.67 |
-1.8% |
15,209.50 |
Low |
14,362.24 |
14,058.33 |
-303.91 |
-2.1% |
14,552.12 |
Close |
14,381.64 |
14,109.57 |
-272.07 |
-1.9% |
14,560.88 |
Range |
280.70 |
313.94 |
33.24 |
11.8% |
657.38 |
ATR |
248.42 |
253.77 |
5.35 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,121.88 |
14,929.66 |
14,282.24 |
|
R3 |
14,807.94 |
14,615.72 |
14,195.90 |
|
R2 |
14,494.00 |
14,494.00 |
14,167.13 |
|
R1 |
14,301.78 |
14,301.78 |
14,138.35 |
14,240.92 |
PP |
14,180.06 |
14,180.06 |
14,180.06 |
14,149.63 |
S1 |
13,987.84 |
13,987.84 |
14,080.79 |
13,926.98 |
S2 |
13,866.12 |
13,866.12 |
14,052.01 |
|
S3 |
13,552.18 |
13,673.90 |
14,023.24 |
|
S4 |
13,238.24 |
13,359.96 |
13,936.90 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,746.31 |
16,310.97 |
14,922.44 |
|
R3 |
16,088.93 |
15,653.59 |
14,741.66 |
|
R2 |
15,431.55 |
15,431.55 |
14,681.40 |
|
R1 |
14,996.21 |
14,996.21 |
14,621.14 |
14,885.19 |
PP |
14,774.17 |
14,774.17 |
14,774.17 |
14,718.66 |
S1 |
14,338.83 |
14,338.83 |
14,500.62 |
14,227.81 |
S2 |
14,116.79 |
14,116.79 |
14,440.36 |
|
S3 |
13,459.41 |
13,681.45 |
14,380.10 |
|
S4 |
12,802.03 |
13,024.07 |
14,199.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,781.22 |
14,058.33 |
722.89 |
5.1% |
262.28 |
1.9% |
7% |
False |
True |
|
10 |
15,230.55 |
14,058.33 |
1,172.22 |
8.3% |
252.58 |
1.8% |
4% |
False |
True |
|
20 |
15,333.98 |
14,058.33 |
1,275.65 |
9.0% |
246.60 |
1.7% |
4% |
False |
True |
|
40 |
15,618.04 |
14,058.33 |
1,559.71 |
11.1% |
211.22 |
1.5% |
3% |
False |
True |
|
60 |
15,618.04 |
14,058.33 |
1,559.71 |
11.1% |
213.93 |
1.5% |
3% |
False |
True |
|
80 |
15,932.05 |
14,058.33 |
1,873.72 |
13.3% |
206.67 |
1.5% |
3% |
False |
True |
|
100 |
15,932.05 |
14,058.33 |
1,873.72 |
13.3% |
204.62 |
1.5% |
3% |
False |
True |
|
120 |
15,932.05 |
13,193.08 |
2,738.97 |
19.4% |
197.56 |
1.4% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,706.52 |
2.618 |
15,194.16 |
1.618 |
14,880.22 |
1.000 |
14,686.21 |
0.618 |
14,566.28 |
HIGH |
14,372.27 |
0.618 |
14,252.34 |
0.500 |
14,215.30 |
0.382 |
14,178.26 |
LOW |
14,058.33 |
0.618 |
13,864.32 |
1.000 |
13,744.39 |
1.618 |
13,550.38 |
2.618 |
13,236.44 |
4.250 |
12,724.09 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,215.30 |
14,416.25 |
PP |
14,180.06 |
14,314.02 |
S1 |
14,144.81 |
14,211.80 |
|