| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,031.6 |
2,034.4 |
2.8 |
0.1% |
2,027.1 |
| High |
2,041.2 |
2,058.5 |
17.3 |
0.8% |
2,058.5 |
| Low |
2,022.0 |
2,027.6 |
5.6 |
0.3% |
2,005.0 |
| Close |
2,037.0 |
2,038.0 |
1.0 |
0.0% |
2,038.0 |
| Range |
19.2 |
30.9 |
11.7 |
60.9% |
53.5 |
| ATR |
23.1 |
23.7 |
0.6 |
2.4% |
0.0 |
| Volume |
3,250 |
2,420 |
-830 |
-25.5% |
13,372 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.1 |
2,116.9 |
2,055.0 |
|
| R3 |
2,103.2 |
2,086.0 |
2,046.5 |
|
| R2 |
2,072.3 |
2,072.3 |
2,043.7 |
|
| R1 |
2,055.1 |
2,055.1 |
2,040.8 |
2,063.7 |
| PP |
2,041.4 |
2,041.4 |
2,041.4 |
2,045.7 |
| S1 |
2,024.2 |
2,024.2 |
2,035.2 |
2,032.8 |
| S2 |
2,010.5 |
2,010.5 |
2,032.3 |
|
| S3 |
1,979.6 |
1,993.3 |
2,029.5 |
|
| S4 |
1,948.7 |
1,962.4 |
2,021.0 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.3 |
2,169.7 |
2,067.4 |
|
| R3 |
2,140.8 |
2,116.2 |
2,052.7 |
|
| R2 |
2,087.3 |
2,087.3 |
2,047.8 |
|
| R1 |
2,062.7 |
2,062.7 |
2,042.9 |
2,075.0 |
| PP |
2,033.8 |
2,033.8 |
2,033.8 |
2,040.0 |
| S1 |
2,009.2 |
2,009.2 |
2,033.1 |
2,021.5 |
| S2 |
1,980.3 |
1,980.3 |
2,028.2 |
|
| S3 |
1,926.8 |
1,955.7 |
2,023.3 |
|
| S4 |
1,873.3 |
1,902.2 |
2,008.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,058.5 |
2,005.0 |
53.5 |
2.6% |
24.0 |
1.2% |
62% |
True |
False |
2,674 |
| 10 |
2,058.5 |
1,961.6 |
96.9 |
4.8% |
24.6 |
1.2% |
79% |
True |
False |
2,331 |
| 20 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
23.2 |
1.1% |
90% |
True |
False |
2,589 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
19.3 |
0.9% |
90% |
True |
False |
1,835 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
17.9 |
0.9% |
90% |
True |
False |
1,381 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.5 |
0.9% |
87% |
False |
False |
1,189 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.8 |
0.9% |
87% |
False |
False |
1,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.8 |
|
2.618 |
2,139.4 |
|
1.618 |
2,108.5 |
|
1.000 |
2,089.4 |
|
0.618 |
2,077.6 |
|
HIGH |
2,058.5 |
|
0.618 |
2,046.7 |
|
0.500 |
2,043.1 |
|
0.382 |
2,039.4 |
|
LOW |
2,027.6 |
|
0.618 |
2,008.5 |
|
1.000 |
1,996.7 |
|
1.618 |
1,977.6 |
|
2.618 |
1,946.7 |
|
4.250 |
1,896.3 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.1 |
2,037.3 |
| PP |
2,041.4 |
2,036.5 |
| S1 |
2,039.7 |
2,035.8 |
|