| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,023.9 |
2,031.6 |
7.7 |
0.4% |
1,978.5 |
| High |
2,037.8 |
2,041.2 |
3.4 |
0.2% |
2,047.6 |
| Low |
2,013.1 |
2,022.0 |
8.9 |
0.4% |
1,961.6 |
| Close |
2,034.4 |
2,037.0 |
2.6 |
0.1% |
2,034.0 |
| Range |
24.7 |
19.2 |
-5.5 |
-22.3% |
86.0 |
| ATR |
23.4 |
23.1 |
-0.3 |
-1.3% |
0.0 |
| Volume |
3,408 |
3,250 |
-158 |
-4.6% |
9,944 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.0 |
2,083.2 |
2,047.6 |
|
| R3 |
2,071.8 |
2,064.0 |
2,042.3 |
|
| R2 |
2,052.6 |
2,052.6 |
2,040.5 |
|
| R1 |
2,044.8 |
2,044.8 |
2,038.8 |
2,048.7 |
| PP |
2,033.4 |
2,033.4 |
2,033.4 |
2,035.4 |
| S1 |
2,025.6 |
2,025.6 |
2,035.2 |
2,029.5 |
| S2 |
2,014.2 |
2,014.2 |
2,033.5 |
|
| S3 |
1,995.0 |
2,006.4 |
2,031.7 |
|
| S4 |
1,975.8 |
1,987.2 |
2,026.4 |
|
|
| 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 |
2,005.0 |
42.6 |
2.1% |
22.4 |
1.1% |
75% |
False |
False |
2,690 |
| 10 |
2,047.6 |
1,919.9 |
127.7 |
6.3% |
27.8 |
1.4% |
92% |
False |
False |
2,649 |
| 20 |
2,047.6 |
1,861.7 |
185.9 |
9.1% |
23.3 |
1.1% |
94% |
False |
False |
2,558 |
| 40 |
2,047.6 |
1,861.7 |
185.9 |
9.1% |
18.8 |
0.9% |
94% |
False |
False |
1,782 |
| 60 |
2,047.6 |
1,861.7 |
185.9 |
9.1% |
17.5 |
0.9% |
94% |
False |
False |
1,347 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.4 |
0.9% |
86% |
False |
False |
1,162 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.5 |
0.9% |
86% |
False |
False |
978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.8 |
|
2.618 |
2,091.5 |
|
1.618 |
2,072.3 |
|
1.000 |
2,060.4 |
|
0.618 |
2,053.1 |
|
HIGH |
2,041.2 |
|
0.618 |
2,033.9 |
|
0.500 |
2,031.6 |
|
0.382 |
2,029.3 |
|
LOW |
2,022.0 |
|
0.618 |
2,010.1 |
|
1.000 |
2,002.8 |
|
1.618 |
1,990.9 |
|
2.618 |
1,971.7 |
|
4.250 |
1,940.4 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,035.2 |
2,032.4 |
| PP |
2,033.4 |
2,027.7 |
| S1 |
2,031.6 |
2,023.1 |
|