| 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 |
7,386.0 |
7,420.5 |
34.5 |
0.5% |
7,654.0 |
| High |
7,430.0 |
7,451.5 |
21.5 |
0.3% |
7,738.0 |
| Low |
7,345.5 |
7,389.0 |
43.5 |
0.6% |
7,409.0 |
| Close |
7,408.5 |
7,439.0 |
30.5 |
0.4% |
7,425.5 |
| Range |
84.5 |
62.5 |
-22.0 |
-26.0% |
329.0 |
| ATR |
93.1 |
90.9 |
-2.2 |
-2.3% |
0.0 |
| Volume |
99,996 |
86,066 |
-13,930 |
-13.9% |
498,231 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,614.0 |
7,589.0 |
7,473.5 |
|
| R3 |
7,551.5 |
7,526.5 |
7,456.0 |
|
| R2 |
7,489.0 |
7,489.0 |
7,450.5 |
|
| R1 |
7,464.0 |
7,464.0 |
7,444.5 |
7,476.5 |
| PP |
7,426.5 |
7,426.5 |
7,426.5 |
7,433.0 |
| S1 |
7,401.5 |
7,401.5 |
7,433.5 |
7,414.0 |
| S2 |
7,364.0 |
7,364.0 |
7,427.5 |
|
| S3 |
7,301.5 |
7,339.0 |
7,422.0 |
|
| S4 |
7,239.0 |
7,276.5 |
7,404.5 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,511.0 |
8,297.5 |
7,606.5 |
|
| R3 |
8,182.0 |
7,968.5 |
7,516.0 |
|
| R2 |
7,853.0 |
7,853.0 |
7,486.0 |
|
| R1 |
7,639.5 |
7,639.5 |
7,455.5 |
7,582.0 |
| PP |
7,524.0 |
7,524.0 |
7,524.0 |
7,495.5 |
| S1 |
7,310.5 |
7,310.5 |
7,395.5 |
7,253.0 |
| S2 |
7,195.0 |
7,195.0 |
7,365.0 |
|
| S3 |
6,866.0 |
6,981.5 |
7,335.0 |
|
| S4 |
6,537.0 |
6,652.5 |
7,244.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,618.0 |
7,345.5 |
272.5 |
3.7% |
89.5 |
1.2% |
34% |
False |
False |
105,491 |
| 10 |
7,738.0 |
7,345.5 |
392.5 |
5.3% |
90.5 |
1.2% |
24% |
False |
False |
95,806 |
| 20 |
7,738.0 |
7,345.5 |
392.5 |
5.3% |
94.0 |
1.3% |
24% |
False |
False |
98,655 |
| 40 |
7,810.5 |
7,345.5 |
465.0 |
6.3% |
87.5 |
1.2% |
20% |
False |
False |
98,059 |
| 60 |
7,810.5 |
7,285.5 |
525.0 |
7.1% |
71.0 |
1.0% |
29% |
False |
False |
65,385 |
| 80 |
7,810.5 |
7,285.5 |
525.0 |
7.1% |
57.5 |
0.8% |
29% |
False |
False |
49,046 |
| 100 |
7,810.5 |
7,285.5 |
525.0 |
7.1% |
46.5 |
0.6% |
29% |
False |
False |
39,237 |
| 120 |
7,848.0 |
7,285.5 |
562.5 |
7.6% |
39.0 |
0.5% |
27% |
False |
False |
32,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,717.0 |
|
2.618 |
7,615.0 |
|
1.618 |
7,552.5 |
|
1.000 |
7,514.0 |
|
0.618 |
7,490.0 |
|
HIGH |
7,451.5 |
|
0.618 |
7,427.5 |
|
0.500 |
7,420.0 |
|
0.382 |
7,413.0 |
|
LOW |
7,389.0 |
|
0.618 |
7,350.5 |
|
1.000 |
7,326.5 |
|
1.618 |
7,288.0 |
|
2.618 |
7,225.5 |
|
4.250 |
7,123.5 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,433.0 |
7,425.5 |
| PP |
7,426.5 |
7,412.0 |
| S1 |
7,420.0 |
7,398.5 |
|