| 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 |
1,995.0 |
2,013.5 |
18.5 |
0.9% |
1,987.7 |
| High |
2,019.7 |
2,016.8 |
-2.9 |
-0.1% |
2,019.7 |
| Low |
1,986.4 |
1,999.7 |
13.3 |
0.7% |
1,964.6 |
| Close |
1,998.5 |
2,005.6 |
7.1 |
0.4% |
1,998.5 |
| Range |
33.3 |
17.1 |
-16.2 |
-48.6% |
55.1 |
| ATR |
25.3 |
24.8 |
-0.5 |
-2.0% |
0.0 |
| Volume |
213,757 |
181,339 |
-32,418 |
-15.2% |
1,081,698 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.7 |
2,049.2 |
2,015.0 |
|
| R3 |
2,041.6 |
2,032.1 |
2,010.3 |
|
| R2 |
2,024.5 |
2,024.5 |
2,008.7 |
|
| R1 |
2,015.0 |
2,015.0 |
2,007.2 |
2,011.2 |
| PP |
2,007.4 |
2,007.4 |
2,007.4 |
2,005.5 |
| S1 |
1,997.9 |
1,997.9 |
2,004.0 |
1,994.1 |
| S2 |
1,990.3 |
1,990.3 |
2,002.5 |
|
| S3 |
1,973.2 |
1,980.8 |
2,000.9 |
|
| S4 |
1,956.1 |
1,963.7 |
1,996.2 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.6 |
2,134.1 |
2,028.8 |
|
| R3 |
2,104.5 |
2,079.0 |
2,013.7 |
|
| R2 |
2,049.4 |
2,049.4 |
2,008.6 |
|
| R1 |
2,023.9 |
2,023.9 |
2,003.6 |
2,036.7 |
| PP |
1,994.3 |
1,994.3 |
1,994.3 |
2,000.6 |
| S1 |
1,968.8 |
1,968.8 |
1,993.4 |
1,981.6 |
| S2 |
1,939.2 |
1,939.2 |
1,988.4 |
|
| S3 |
1,884.1 |
1,913.7 |
1,983.3 |
|
| S4 |
1,829.0 |
1,858.6 |
1,968.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,019.7 |
1,964.6 |
55.1 |
2.7% |
25.0 |
1.2% |
74% |
False |
False |
210,149 |
| 10 |
2,019.7 |
1,924.6 |
95.1 |
4.7% |
26.7 |
1.3% |
85% |
False |
False |
225,207 |
| 20 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
25.0 |
1.2% |
93% |
False |
False |
212,089 |
| 40 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
21.1 |
1.1% |
93% |
False |
False |
196,112 |
| 60 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
19.5 |
1.0% |
93% |
False |
False |
177,918 |
| 80 |
2,028.6 |
1,823.5 |
205.1 |
10.2% |
19.5 |
1.0% |
89% |
False |
False |
156,322 |
| 100 |
2,028.6 |
1,823.5 |
205.1 |
10.2% |
20.1 |
1.0% |
89% |
False |
False |
126,625 |
| 120 |
2,112.4 |
1,823.5 |
288.9 |
14.4% |
21.0 |
1.0% |
63% |
False |
False |
105,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,089.5 |
|
2.618 |
2,061.6 |
|
1.618 |
2,044.5 |
|
1.000 |
2,033.9 |
|
0.618 |
2,027.4 |
|
HIGH |
2,016.8 |
|
0.618 |
2,010.3 |
|
0.500 |
2,008.3 |
|
0.382 |
2,006.2 |
|
LOW |
1,999.7 |
|
0.618 |
1,989.1 |
|
1.000 |
1,982.6 |
|
1.618 |
1,972.0 |
|
2.618 |
1,954.9 |
|
4.250 |
1,927.0 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,008.3 |
2,004.0 |
| PP |
2,007.4 |
2,002.3 |
| S1 |
2,006.5 |
2,000.7 |
|