| 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 |
2,023.3 |
2,023.9 |
0.6 |
0.0% |
1,978.5 |
| High |
2,030.0 |
2,037.8 |
7.8 |
0.4% |
2,047.6 |
| Low |
2,005.0 |
2,013.1 |
8.1 |
0.4% |
1,961.6 |
| Close |
2,025.5 |
2,034.4 |
8.9 |
0.4% |
2,034.0 |
| Range |
25.0 |
24.7 |
-0.3 |
-1.2% |
86.0 |
| ATR |
23.3 |
23.4 |
0.1 |
0.4% |
0.0 |
| Volume |
2,600 |
3,408 |
808 |
31.1% |
9,944 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.5 |
2,093.2 |
2,048.0 |
|
| R3 |
2,077.8 |
2,068.5 |
2,041.2 |
|
| R2 |
2,053.1 |
2,053.1 |
2,038.9 |
|
| R1 |
2,043.8 |
2,043.8 |
2,036.7 |
2,048.5 |
| PP |
2,028.4 |
2,028.4 |
2,028.4 |
2,030.8 |
| S1 |
2,019.1 |
2,019.1 |
2,032.1 |
2,023.8 |
| S2 |
2,003.7 |
2,003.7 |
2,029.9 |
|
| S3 |
1,979.0 |
1,994.4 |
2,027.6 |
|
| S4 |
1,954.3 |
1,969.7 |
2,020.8 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.4 |
2,239.2 |
2,081.3 |
|
| R3 |
2,186.4 |
2,153.2 |
2,057.7 |
|
| R2 |
2,100.4 |
2,100.4 |
2,049.8 |
|
| R1 |
2,067.2 |
2,067.2 |
2,041.9 |
2,083.8 |
| PP |
2,014.4 |
2,014.4 |
2,014.4 |
2,022.7 |
| S1 |
1,981.2 |
1,981.2 |
2,026.1 |
1,997.8 |
| S2 |
1,928.4 |
1,928.4 |
2,018.2 |
|
| S3 |
1,842.4 |
1,895.2 |
2,010.4 |
|
| S4 |
1,756.4 |
1,809.2 |
1,986.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.6 |
1,996.8 |
50.8 |
2.5% |
25.0 |
1.2% |
74% |
False |
False |
2,557 |
| 10 |
2,047.6 |
1,919.1 |
128.5 |
6.3% |
27.5 |
1.4% |
90% |
False |
False |
2,531 |
| 20 |
2,047.6 |
1,861.7 |
185.9 |
9.1% |
23.4 |
1.2% |
93% |
False |
False |
2,506 |
| 40 |
2,047.6 |
1,861.7 |
185.9 |
9.1% |
18.7 |
0.9% |
93% |
False |
False |
1,708 |
| 60 |
2,047.6 |
1,861.7 |
185.9 |
9.1% |
17.6 |
0.9% |
93% |
False |
False |
1,301 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.3 |
0.9% |
85% |
False |
False |
1,124 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.5 |
0.9% |
85% |
False |
False |
946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.8 |
|
2.618 |
2,102.5 |
|
1.618 |
2,077.8 |
|
1.000 |
2,062.5 |
|
0.618 |
2,053.1 |
|
HIGH |
2,037.8 |
|
0.618 |
2,028.4 |
|
0.500 |
2,025.5 |
|
0.382 |
2,022.5 |
|
LOW |
2,013.1 |
|
0.618 |
1,997.8 |
|
1.000 |
1,988.4 |
|
1.618 |
1,973.1 |
|
2.618 |
1,948.4 |
|
4.250 |
1,908.1 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.4 |
2,030.1 |
| PP |
2,028.4 |
2,025.7 |
| S1 |
2,025.5 |
2,021.4 |
|