| 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 |
2,007.8 |
2,004.3 |
-3.5 |
-0.2% |
1,961.0 |
| High |
2,014.3 |
2,011.6 |
-2.7 |
-0.1% |
2,029.2 |
| Low |
1,992.8 |
1,984.8 |
-8.0 |
-0.4% |
1,941.0 |
| Close |
2,007.8 |
2,006.1 |
-1.7 |
-0.1% |
2,014.5 |
| Range |
21.5 |
26.8 |
5.3 |
24.7% |
88.2 |
| ATR |
24.3 |
24.5 |
0.2 |
0.7% |
0.0 |
| Volume |
9,132 |
8,523 |
-609 |
-6.7% |
43,205 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.2 |
2,070.5 |
2,020.8 |
|
| R3 |
2,054.4 |
2,043.7 |
2,013.5 |
|
| R2 |
2,027.6 |
2,027.6 |
2,011.0 |
|
| R1 |
2,016.9 |
2,016.9 |
2,008.6 |
2,022.3 |
| PP |
2,000.8 |
2,000.8 |
2,000.8 |
2,003.5 |
| S1 |
1,990.1 |
1,990.1 |
2,003.6 |
1,995.5 |
| S2 |
1,974.0 |
1,974.0 |
2,001.2 |
|
| S3 |
1,947.2 |
1,963.3 |
1,998.7 |
|
| S4 |
1,920.4 |
1,936.5 |
1,991.4 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.5 |
2,225.2 |
2,063.0 |
|
| R3 |
2,171.3 |
2,137.0 |
2,038.8 |
|
| R2 |
2,083.1 |
2,083.1 |
2,030.7 |
|
| R1 |
2,048.8 |
2,048.8 |
2,022.6 |
2,066.0 |
| PP |
1,994.9 |
1,994.9 |
1,994.9 |
2,003.5 |
| S1 |
1,960.6 |
1,960.6 |
2,006.4 |
1,977.8 |
| S2 |
1,906.7 |
1,906.7 |
1,998.3 |
|
| S3 |
1,818.5 |
1,872.4 |
1,990.2 |
|
| S4 |
1,730.3 |
1,784.2 |
1,966.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,029.2 |
1,956.1 |
73.1 |
3.6% |
29.2 |
1.5% |
68% |
False |
False |
9,851 |
| 10 |
2,029.2 |
1,891.2 |
138.0 |
6.9% |
28.7 |
1.4% |
83% |
False |
False |
9,321 |
| 20 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
25.2 |
1.3% |
88% |
False |
False |
8,017 |
| 40 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
19.8 |
1.0% |
88% |
False |
False |
5,314 |
| 60 |
2,029.2 |
1,842.5 |
186.7 |
9.3% |
18.6 |
0.9% |
88% |
False |
False |
4,091 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
18.6 |
0.9% |
80% |
False |
False |
3,519 |
| 100 |
2,057.5 |
1,842.5 |
215.0 |
10.7% |
19.2 |
1.0% |
76% |
False |
False |
2,961 |
| 120 |
2,140.3 |
1,842.5 |
297.8 |
14.8% |
20.1 |
1.0% |
55% |
False |
False |
2,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.5 |
|
2.618 |
2,081.8 |
|
1.618 |
2,055.0 |
|
1.000 |
2,038.4 |
|
0.618 |
2,028.2 |
|
HIGH |
2,011.6 |
|
0.618 |
2,001.4 |
|
0.500 |
1,998.2 |
|
0.382 |
1,995.0 |
|
LOW |
1,984.8 |
|
0.618 |
1,968.2 |
|
1.000 |
1,958.0 |
|
1.618 |
1,941.4 |
|
2.618 |
1,914.6 |
|
4.250 |
1,870.9 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.5 |
2,007.0 |
| PP |
2,000.8 |
2,006.7 |
| S1 |
1,998.2 |
2,006.4 |
|