| 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 |
1,603.6320 |
1,708.6460 |
105.0140 |
6.5% |
1,559.8270 |
| High |
1,722.2230 |
1,853.9300 |
131.7070 |
7.6% |
1,632.7660 |
| Low |
1,593.2460 |
1,704.8370 |
111.5910 |
7.0% |
1,543.6780 |
| Close |
1,709.1460 |
1,772.1950 |
63.0490 |
3.7% |
1,603.6720 |
| Range |
128.9770 |
149.0930 |
20.1160 |
15.6% |
89.0880 |
| ATR |
54.5671 |
61.3190 |
6.7518 |
12.4% |
0.0000 |
| Volume |
2,654 |
498,825 |
496,171 |
18,695.2% |
568,311 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.2663 |
2,147.3237 |
1,854.1962 |
|
| R3 |
2,075.1733 |
1,998.2307 |
1,813.1956 |
|
| R2 |
1,926.0803 |
1,926.0803 |
1,799.5287 |
|
| R1 |
1,849.1377 |
1,849.1377 |
1,785.8619 |
1,887.6090 |
| PP |
1,776.9873 |
1,776.9873 |
1,776.9873 |
1,796.2230 |
| S1 |
1,700.0447 |
1,700.0447 |
1,758.5281 |
1,738.5160 |
| S2 |
1,627.8943 |
1,627.8943 |
1,744.8613 |
|
| S3 |
1,478.8013 |
1,550.9517 |
1,731.1944 |
|
| S4 |
1,329.7083 |
1,401.8587 |
1,690.1939 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,860.6360 |
1,821.2420 |
1,652.6704 |
|
| R3 |
1,771.5480 |
1,732.1540 |
1,628.1712 |
|
| R2 |
1,682.4600 |
1,682.4600 |
1,620.0048 |
|
| R1 |
1,643.0660 |
1,643.0660 |
1,611.8384 |
1,662.7630 |
| PP |
1,593.3720 |
1,593.3720 |
1,593.3720 |
1,603.2205 |
| S1 |
1,553.9780 |
1,553.9780 |
1,595.5056 |
1,573.6750 |
| S2 |
1,504.2840 |
1,504.2840 |
1,587.3392 |
|
| S3 |
1,415.1960 |
1,464.8900 |
1,579.1728 |
|
| S4 |
1,326.1080 |
1,375.8020 |
1,554.6736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,853.9300 |
1,543.6780 |
310.2520 |
17.5% |
80.6422 |
4.6% |
74% |
True |
False |
186,685 |
| 10 |
1,853.9300 |
1,523.0770 |
330.8530 |
18.7% |
64.3372 |
3.6% |
75% |
True |
False |
147,911 |
| 20 |
1,853.9300 |
1,523.0770 |
330.8530 |
18.7% |
59.8441 |
3.4% |
75% |
True |
False |
135,851 |
| 40 |
1,853.9300 |
1,523.0770 |
330.8530 |
18.7% |
54.0025 |
3.0% |
75% |
True |
False |
136,786 |
| 60 |
1,878.5800 |
1,523.0770 |
355.5030 |
20.1% |
52.1755 |
2.9% |
70% |
False |
False |
135,727 |
| 80 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.4% |
52.9574 |
3.0% |
50% |
False |
False |
125,188 |
| 100 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.4% |
57.4850 |
3.2% |
50% |
False |
False |
126,633 |
| 120 |
2,026.3210 |
1,523.0770 |
503.2440 |
28.4% |
58.3157 |
3.3% |
50% |
False |
False |
130,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,487.5753 |
|
2.618 |
2,244.2555 |
|
1.618 |
2,095.1625 |
|
1.000 |
2,003.0230 |
|
0.618 |
1,946.0695 |
|
HIGH |
1,853.9300 |
|
0.618 |
1,796.9765 |
|
0.500 |
1,779.3835 |
|
0.382 |
1,761.7905 |
|
LOW |
1,704.8370 |
|
0.618 |
1,612.6975 |
|
1.000 |
1,555.7440 |
|
1.618 |
1,463.6045 |
|
2.618 |
1,314.5115 |
|
4.250 |
1,071.1918 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,779.3835 |
1,750.8273 |
| PP |
1,776.9873 |
1,729.4597 |
| S1 |
1,774.5912 |
1,708.0920 |
|