| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1,984.1 |
1,982.7 |
-1.4 |
-0.1% |
1,941.3 |
| High |
1,992.0 |
1,998.6 |
6.6 |
0.3% |
2,009.2 |
| Low |
1,964.6 |
1,973.6 |
9.0 |
0.5% |
1,921.2 |
| Close |
1,986.1 |
1,994.9 |
8.8 |
0.4% |
1,994.4 |
| Range |
27.4 |
25.0 |
-2.4 |
-8.8% |
88.0 |
| ATR |
24.9 |
24.9 |
0.0 |
0.0% |
0.0 |
| Volume |
200,943 |
240,655 |
39,712 |
19.8% |
1,171,861 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.0 |
2,054.5 |
2,008.7 |
|
| R3 |
2,039.0 |
2,029.5 |
2,001.8 |
|
| R2 |
2,014.0 |
2,014.0 |
1,999.5 |
|
| R1 |
2,004.5 |
2,004.5 |
1,997.2 |
2,009.3 |
| PP |
1,989.0 |
1,989.0 |
1,989.0 |
1,991.4 |
| S1 |
1,979.5 |
1,979.5 |
1,992.6 |
1,984.3 |
| S2 |
1,964.0 |
1,964.0 |
1,990.3 |
|
| S3 |
1,939.0 |
1,954.5 |
1,988.0 |
|
| S4 |
1,914.0 |
1,929.5 |
1,981.2 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,238.9 |
2,204.7 |
2,042.8 |
|
| R3 |
2,150.9 |
2,116.7 |
2,018.6 |
|
| R2 |
2,062.9 |
2,062.9 |
2,010.5 |
|
| R1 |
2,028.7 |
2,028.7 |
2,002.5 |
2,045.8 |
| PP |
1,974.9 |
1,974.9 |
1,974.9 |
1,983.5 |
| S1 |
1,940.7 |
1,940.7 |
1,986.3 |
1,957.8 |
| S2 |
1,886.9 |
1,886.9 |
1,978.3 |
|
| S3 |
1,798.9 |
1,852.7 |
1,970.2 |
|
| S4 |
1,710.9 |
1,764.7 |
1,946.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,009.2 |
1,957.0 |
52.2 |
2.6% |
26.9 |
1.3% |
73% |
False |
False |
241,563 |
| 10 |
2,009.2 |
1,880.6 |
128.6 |
6.4% |
29.8 |
1.5% |
89% |
False |
False |
230,221 |
| 20 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
25.3 |
1.3% |
92% |
False |
False |
215,567 |
| 40 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
20.4 |
1.0% |
92% |
False |
False |
191,804 |
| 60 |
2,009.2 |
1,823.5 |
185.7 |
9.3% |
19.3 |
1.0% |
92% |
False |
False |
175,556 |
| 80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.5 |
1.0% |
84% |
False |
False |
149,357 |
| 100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.1 |
1.0% |
84% |
False |
False |
120,625 |
| 120 |
2,116.1 |
1,823.5 |
292.6 |
14.7% |
21.1 |
1.1% |
59% |
False |
False |
100,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.9 |
|
2.618 |
2,064.1 |
|
1.618 |
2,039.1 |
|
1.000 |
2,023.6 |
|
0.618 |
2,014.1 |
|
HIGH |
1,998.6 |
|
0.618 |
1,989.1 |
|
0.500 |
1,986.1 |
|
0.382 |
1,983.2 |
|
LOW |
1,973.6 |
|
0.618 |
1,958.2 |
|
1.000 |
1,948.6 |
|
1.618 |
1,933.2 |
|
2.618 |
1,908.2 |
|
4.250 |
1,867.4 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,992.0 |
1,990.5 |
| PP |
1,989.0 |
1,986.0 |
| S1 |
1,986.1 |
1,981.6 |
|