| 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 |
4,141.0 |
4,117.0 |
-24.0 |
-0.6% |
4,193.0 |
| High |
4,141.0 |
4,118.0 |
-23.0 |
-0.6% |
4,206.0 |
| Low |
4,069.0 |
4,092.0 |
23.0 |
0.6% |
4,069.0 |
| Close |
4,108.0 |
4,118.0 |
10.0 |
0.2% |
4,075.0 |
| Range |
72.0 |
26.0 |
-46.0 |
-63.9% |
137.0 |
| ATR |
51.2 |
49.4 |
-1.8 |
-3.5% |
0.0 |
| Volume |
36 |
7,022 |
6,986 |
19,405.6% |
20,690 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,187.3 |
4,178.7 |
4,132.3 |
|
| R3 |
4,161.3 |
4,152.7 |
4,125.2 |
|
| R2 |
4,135.3 |
4,135.3 |
4,122.8 |
|
| R1 |
4,126.7 |
4,126.7 |
4,120.4 |
4,131.0 |
| PP |
4,109.3 |
4,109.3 |
4,109.3 |
4,111.5 |
| S1 |
4,100.7 |
4,100.7 |
4,115.6 |
4,105.0 |
| S2 |
4,083.3 |
4,083.3 |
4,113.2 |
|
| S3 |
4,057.3 |
4,074.7 |
4,110.9 |
|
| S4 |
4,031.3 |
4,048.7 |
4,103.7 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,527.7 |
4,438.3 |
4,150.4 |
|
| R3 |
4,390.7 |
4,301.3 |
4,112.7 |
|
| R2 |
4,253.7 |
4,253.7 |
4,100.1 |
|
| R1 |
4,164.3 |
4,164.3 |
4,087.6 |
4,140.5 |
| PP |
4,116.7 |
4,116.7 |
4,116.7 |
4,104.8 |
| S1 |
4,027.3 |
4,027.3 |
4,062.4 |
4,003.5 |
| S2 |
3,979.7 |
3,979.7 |
4,049.9 |
|
| S3 |
3,842.7 |
3,890.3 |
4,037.3 |
|
| S4 |
3,705.7 |
3,753.3 |
3,999.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,146.0 |
4,049.0 |
97.0 |
2.4% |
42.0 |
1.0% |
71% |
False |
False |
5,190 |
| 10 |
4,281.0 |
4,049.0 |
232.0 |
5.6% |
45.2 |
1.1% |
30% |
False |
False |
3,822 |
| 20 |
4,281.0 |
4,049.0 |
232.0 |
5.6% |
46.0 |
1.1% |
30% |
False |
False |
2,597 |
| 40 |
4,373.0 |
4,049.0 |
324.0 |
7.9% |
33.5 |
0.8% |
21% |
False |
False |
1,427 |
| 60 |
4,461.0 |
4,049.0 |
412.0 |
10.0% |
23.9 |
0.6% |
17% |
False |
False |
952 |
| 80 |
4,557.0 |
4,049.0 |
508.0 |
12.3% |
17.9 |
0.4% |
14% |
False |
False |
714 |
| 100 |
4,557.0 |
4,049.0 |
508.0 |
12.3% |
14.3 |
0.3% |
14% |
False |
False |
631 |
| 120 |
4,557.0 |
4,049.0 |
508.0 |
12.3% |
11.9 |
0.3% |
14% |
False |
False |
594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,228.5 |
|
2.618 |
4,186.1 |
|
1.618 |
4,160.1 |
|
1.000 |
4,144.0 |
|
0.618 |
4,134.1 |
|
HIGH |
4,118.0 |
|
0.618 |
4,108.1 |
|
0.500 |
4,105.0 |
|
0.382 |
4,101.9 |
|
LOW |
4,092.0 |
|
0.618 |
4,075.9 |
|
1.000 |
4,066.0 |
|
1.618 |
4,049.9 |
|
2.618 |
4,023.9 |
|
4.250 |
3,981.5 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,113.7 |
4,110.3 |
| PP |
4,109.3 |
4,102.7 |
| S1 |
4,105.0 |
4,095.0 |
|