Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
414.19 |
413.56 |
-0.63 |
-0.2% |
419.61 |
High |
414.60 |
416.68 |
2.08 |
0.5% |
424.82 |
Low |
409.21 |
412.22 |
3.01 |
0.7% |
409.21 |
Close |
410.68 |
415.59 |
4.91 |
1.2% |
410.68 |
Range |
5.39 |
4.46 |
-0.93 |
-17.3% |
15.61 |
ATR |
5.65 |
5.67 |
0.03 |
0.4% |
0.00 |
Volume |
107,367,600 |
86,562,600 |
-20,805,000 |
-19.4% |
487,346,700 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428.21 |
426.36 |
418.04 |
|
R3 |
423.75 |
421.90 |
416.82 |
|
R2 |
419.29 |
419.29 |
416.41 |
|
R1 |
417.44 |
417.44 |
416.00 |
418.37 |
PP |
414.83 |
414.83 |
414.83 |
415.29 |
S1 |
412.98 |
412.98 |
415.18 |
413.91 |
S2 |
410.37 |
410.37 |
414.77 |
|
S3 |
405.91 |
408.52 |
414.36 |
|
S4 |
401.45 |
404.06 |
413.14 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
461.73 |
451.82 |
419.27 |
|
R3 |
446.12 |
436.21 |
414.97 |
|
R2 |
430.51 |
430.51 |
413.54 |
|
R1 |
420.60 |
420.60 |
412.11 |
417.75 |
PP |
414.90 |
414.90 |
414.90 |
413.48 |
S1 |
404.99 |
404.99 |
409.25 |
402.14 |
S2 |
399.29 |
399.29 |
407.82 |
|
S3 |
383.68 |
389.38 |
406.39 |
|
S4 |
368.07 |
373.77 |
402.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
424.82 |
409.21 |
15.61 |
3.8% |
4.91 |
1.2% |
41% |
False |
False |
96,374,840 |
10 |
438.14 |
409.21 |
28.93 |
7.0% |
5.55 |
1.3% |
22% |
False |
False |
98,803,640 |
20 |
438.14 |
409.21 |
28.93 |
7.0% |
5.63 |
1.4% |
22% |
False |
False |
91,794,375 |
40 |
451.08 |
409.21 |
41.87 |
10.1% |
4.76 |
1.1% |
15% |
False |
False |
86,253,300 |
60 |
453.67 |
409.21 |
44.46 |
10.7% |
4.73 |
1.1% |
14% |
False |
False |
82,506,775 |
80 |
459.44 |
409.21 |
50.23 |
12.1% |
4.43 |
1.1% |
13% |
False |
False |
79,764,503 |
100 |
459.44 |
409.21 |
50.23 |
12.1% |
4.25 |
1.0% |
13% |
False |
False |
79,939,752 |
120 |
459.44 |
408.87 |
50.57 |
12.2% |
4.20 |
1.0% |
13% |
False |
False |
80,252,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
435.64 |
2.618 |
428.36 |
1.618 |
423.90 |
1.000 |
421.14 |
0.618 |
419.44 |
HIGH |
416.68 |
0.618 |
414.98 |
0.500 |
414.45 |
0.382 |
413.92 |
LOW |
412.22 |
0.618 |
409.46 |
1.000 |
407.76 |
1.618 |
405.00 |
2.618 |
400.54 |
4.250 |
393.27 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
415.21 |
414.82 |
PP |
414.83 |
414.04 |
S1 |
414.45 |
413.27 |
|