| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,034.4 |
2,054.6 |
20.2 |
1.0% |
2,027.1 |
| High |
2,058.5 |
2,055.6 |
-2.9 |
-0.1% |
2,058.5 |
| Low |
2,027.6 |
2,040.0 |
12.4 |
0.6% |
2,005.0 |
| Close |
2,038.0 |
2,045.5 |
7.5 |
0.4% |
2,038.0 |
| Range |
30.9 |
15.6 |
-15.3 |
-49.5% |
53.5 |
| ATR |
23.7 |
23.2 |
-0.4 |
-1.8% |
0.0 |
| Volume |
2,420 |
1,527 |
-893 |
-36.9% |
13,372 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.8 |
2,085.3 |
2,054.1 |
|
| R3 |
2,078.2 |
2,069.7 |
2,049.8 |
|
| R2 |
2,062.6 |
2,062.6 |
2,048.4 |
|
| R1 |
2,054.1 |
2,054.1 |
2,046.9 |
2,050.6 |
| PP |
2,047.0 |
2,047.0 |
2,047.0 |
2,045.3 |
| S1 |
2,038.5 |
2,038.5 |
2,044.1 |
2,035.0 |
| S2 |
2,031.4 |
2,031.4 |
2,042.6 |
|
| S3 |
2,015.8 |
2,022.9 |
2,041.2 |
|
| S4 |
2,000.2 |
2,007.3 |
2,036.9 |
|
|
| 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% |
23.1 |
1.1% |
76% |
False |
False |
2,641 |
| 10 |
2,058.5 |
1,965.0 |
93.5 |
4.6% |
24.4 |
1.2% |
86% |
False |
False |
2,317 |
| 20 |
2,058.5 |
1,861.7 |
196.8 |
9.6% |
22.9 |
1.1% |
93% |
False |
False |
2,583 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.6% |
19.3 |
0.9% |
93% |
False |
False |
1,864 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.6% |
17.7 |
0.9% |
93% |
False |
False |
1,397 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.4 |
0.8% |
90% |
False |
False |
1,206 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.7 |
0.9% |
90% |
False |
False |
1,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,121.9 |
|
2.618 |
2,096.4 |
|
1.618 |
2,080.8 |
|
1.000 |
2,071.2 |
|
0.618 |
2,065.2 |
|
HIGH |
2,055.6 |
|
0.618 |
2,049.6 |
|
0.500 |
2,047.8 |
|
0.382 |
2,046.0 |
|
LOW |
2,040.0 |
|
0.618 |
2,030.4 |
|
1.000 |
2,024.4 |
|
1.618 |
2,014.8 |
|
2.618 |
1,999.2 |
|
4.250 |
1,973.7 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.8 |
2,043.8 |
| PP |
2,047.0 |
2,042.0 |
| S1 |
2,046.3 |
2,040.3 |
|