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 |
14,308.70 |
14,247.17 |
-61.53 |
-0.4% |
14,521.34 |
High |
14,372.27 |
14,321.04 |
-51.23 |
-0.4% |
14,774.16 |
Low |
14,058.33 |
14,130.37 |
72.04 |
0.5% |
14,058.33 |
Close |
14,109.57 |
14,180.42 |
70.85 |
0.5% |
14,180.42 |
Range |
313.94 |
190.67 |
-123.27 |
-39.3% |
715.83 |
ATR |
253.77 |
250.75 |
-3.02 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,782.62 |
14,672.19 |
14,285.29 |
|
R3 |
14,591.95 |
14,481.52 |
14,232.85 |
|
R2 |
14,401.28 |
14,401.28 |
14,215.38 |
|
R1 |
14,290.85 |
14,290.85 |
14,197.90 |
14,250.73 |
PP |
14,210.61 |
14,210.61 |
14,210.61 |
14,190.55 |
S1 |
14,100.18 |
14,100.18 |
14,162.94 |
14,060.06 |
S2 |
14,019.94 |
14,019.94 |
14,145.46 |
|
S3 |
13,829.27 |
13,909.51 |
14,127.99 |
|
S4 |
13,638.60 |
13,718.84 |
14,075.55 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,485.13 |
16,048.60 |
14,574.13 |
|
R3 |
15,769.30 |
15,332.77 |
14,377.27 |
|
R2 |
15,053.47 |
15,053.47 |
14,311.66 |
|
R1 |
14,616.94 |
14,616.94 |
14,246.04 |
14,477.29 |
PP |
14,337.64 |
14,337.64 |
14,337.64 |
14,267.81 |
S1 |
13,901.11 |
13,901.11 |
14,114.80 |
13,761.46 |
S2 |
13,621.81 |
13,621.81 |
14,049.18 |
|
S3 |
12,905.98 |
13,185.28 |
13,983.57 |
|
S4 |
12,190.15 |
12,469.45 |
13,786.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,774.16 |
14,058.33 |
715.83 |
5.0% |
254.59 |
1.8% |
17% |
False |
False |
|
10 |
15,209.50 |
14,058.33 |
1,151.17 |
8.1% |
242.93 |
1.7% |
11% |
False |
False |
|
20 |
15,333.98 |
14,058.33 |
1,275.65 |
9.0% |
244.28 |
1.7% |
10% |
False |
False |
|
40 |
15,618.04 |
14,058.33 |
1,559.71 |
11.0% |
213.27 |
1.5% |
8% |
False |
False |
|
60 |
15,618.04 |
14,058.33 |
1,559.71 |
11.0% |
214.38 |
1.5% |
8% |
False |
False |
|
80 |
15,932.05 |
14,058.33 |
1,873.72 |
13.2% |
207.34 |
1.5% |
7% |
False |
False |
|
100 |
15,932.05 |
14,058.33 |
1,873.72 |
13.2% |
205.36 |
1.4% |
7% |
False |
False |
|
120 |
15,932.05 |
13,193.88 |
2,738.17 |
19.3% |
198.24 |
1.4% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,131.39 |
2.618 |
14,820.21 |
1.618 |
14,629.54 |
1.000 |
14,511.71 |
0.618 |
14,438.87 |
HIGH |
14,321.04 |
0.618 |
14,248.20 |
0.500 |
14,225.71 |
0.382 |
14,203.21 |
LOW |
14,130.37 |
0.618 |
14,012.54 |
1.000 |
13,939.70 |
1.618 |
13,821.87 |
2.618 |
13,631.20 |
4.250 |
13,320.02 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,225.71 |
14,350.64 |
PP |
14,210.61 |
14,293.90 |
S1 |
14,195.52 |
14,237.16 |
|