| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2,054.6 |
2,045.8 |
-8.8 |
-0.4% |
2,027.1 |
| High |
2,055.6 |
2,057.2 |
1.6 |
0.1% |
2,058.5 |
| Low |
2,040.0 |
2,027.6 |
-12.4 |
-0.6% |
2,005.0 |
| Close |
2,045.5 |
2,034.1 |
-11.4 |
-0.6% |
2,038.0 |
| Range |
15.6 |
29.6 |
14.0 |
89.7% |
53.5 |
| ATR |
23.2 |
23.7 |
0.5 |
2.0% |
0.0 |
| Volume |
1,527 |
2,702 |
1,175 |
76.9% |
13,372 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.4 |
2,110.9 |
2,050.4 |
|
| R3 |
2,098.8 |
2,081.3 |
2,042.2 |
|
| R2 |
2,069.2 |
2,069.2 |
2,039.5 |
|
| R1 |
2,051.7 |
2,051.7 |
2,036.8 |
2,045.7 |
| PP |
2,039.6 |
2,039.6 |
2,039.6 |
2,036.6 |
| S1 |
2,022.1 |
2,022.1 |
2,031.4 |
2,016.1 |
| S2 |
2,010.0 |
2,010.0 |
2,028.7 |
|
| S3 |
1,980.4 |
1,992.5 |
2,026.0 |
|
| S4 |
1,950.8 |
1,962.9 |
2,017.8 |
|
|
| 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 |
2,013.1 |
45.4 |
2.2% |
24.0 |
1.2% |
46% |
False |
False |
2,661 |
| 10 |
2,058.5 |
1,976.2 |
82.3 |
4.0% |
25.7 |
1.3% |
70% |
False |
False |
2,469 |
| 20 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
23.6 |
1.2% |
88% |
False |
False |
2,614 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
19.5 |
1.0% |
88% |
False |
False |
1,908 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
18.0 |
0.9% |
88% |
False |
False |
1,437 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.6 |
0.9% |
85% |
False |
False |
1,226 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.7 |
0.9% |
85% |
False |
False |
1,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.0 |
|
2.618 |
2,134.7 |
|
1.618 |
2,105.1 |
|
1.000 |
2,086.8 |
|
0.618 |
2,075.5 |
|
HIGH |
2,057.2 |
|
0.618 |
2,045.9 |
|
0.500 |
2,042.4 |
|
0.382 |
2,038.9 |
|
LOW |
2,027.6 |
|
0.618 |
2,009.3 |
|
1.000 |
1,998.0 |
|
1.618 |
1,979.7 |
|
2.618 |
1,950.1 |
|
4.250 |
1,901.8 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.4 |
2,043.1 |
| PP |
2,039.6 |
2,040.1 |
| S1 |
2,036.9 |
2,037.1 |
|