| 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 |
32,782.40 |
32,537.54 |
-244.86 |
-0.7% |
32,993.02 |
| High |
32,787.56 |
33,002.97 |
215.41 |
0.7% |
33,272.19 |
| Low |
32,327.20 |
32,537.54 |
210.34 |
0.7% |
32,327.20 |
| Close |
32,417.59 |
32,928.96 |
511.37 |
1.6% |
32,417.59 |
| Range |
460.36 |
465.43 |
5.07 |
1.1% |
944.99 |
| ATR |
360.91 |
376.94 |
16.03 |
4.4% |
0.00 |
| Volume |
376,976,879 |
300,242,693 |
-76,734,186 |
-20.4% |
1,817,221,412 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,219.45 |
34,039.63 |
33,184.95 |
|
| R3 |
33,754.02 |
33,574.20 |
33,056.95 |
|
| R2 |
33,288.59 |
33,288.59 |
33,014.29 |
|
| R1 |
33,108.77 |
33,108.77 |
32,971.62 |
33,198.68 |
| PP |
32,823.16 |
32,823.16 |
32,823.16 |
32,868.11 |
| S1 |
32,643.34 |
32,643.34 |
32,886.30 |
32,733.25 |
| S2 |
32,357.73 |
32,357.73 |
32,843.63 |
|
| S3 |
31,892.30 |
32,177.91 |
32,800.97 |
|
| S4 |
31,426.87 |
31,712.48 |
32,672.97 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,507.30 |
34,907.43 |
32,937.33 |
|
| R3 |
34,562.31 |
33,962.44 |
32,677.46 |
|
| R2 |
33,617.32 |
33,617.32 |
32,590.84 |
|
| R1 |
33,017.45 |
33,017.45 |
32,504.21 |
32,844.89 |
| PP |
32,672.33 |
32,672.33 |
32,672.33 |
32,586.05 |
| S1 |
32,072.46 |
32,072.46 |
32,330.97 |
31,899.90 |
| S2 |
31,727.34 |
31,727.34 |
32,244.34 |
|
| S3 |
30,782.35 |
31,127.47 |
32,157.72 |
|
| S4 |
29,837.36 |
30,182.48 |
31,897.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33,272.19 |
32,327.20 |
944.99 |
2.9% |
369.76 |
1.1% |
64% |
False |
False |
354,405,812 |
| 10 |
34,147.63 |
32,327.20 |
1,820.43 |
5.5% |
366.87 |
1.1% |
33% |
False |
False |
332,238,844 |
| 20 |
34,147.63 |
32,327.20 |
1,820.43 |
5.5% |
369.55 |
1.1% |
33% |
False |
False |
306,650,588 |
| 40 |
34,977.97 |
32,327.20 |
2,650.77 |
8.0% |
326.94 |
1.0% |
23% |
False |
False |
309,125,027 |
| 60 |
35,578.58 |
32,327.20 |
3,251.38 |
9.9% |
327.75 |
1.0% |
19% |
False |
False |
310,847,062 |
| 80 |
35,679.13 |
32,327.20 |
3,351.93 |
10.2% |
310.40 |
0.9% |
18% |
False |
False |
315,619,545 |
| 100 |
35,679.13 |
32,327.20 |
3,351.93 |
10.2% |
299.16 |
0.9% |
18% |
False |
False |
315,398,995 |
| 120 |
35,679.13 |
32,327.20 |
3,351.93 |
10.2% |
303.14 |
0.9% |
18% |
False |
False |
317,382,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34,981.05 |
|
2.618 |
34,221.47 |
|
1.618 |
33,756.04 |
|
1.000 |
33,468.40 |
|
0.618 |
33,290.61 |
|
HIGH |
33,002.97 |
|
0.618 |
32,825.18 |
|
0.500 |
32,770.26 |
|
0.382 |
32,715.33 |
|
LOW |
32,537.54 |
|
0.618 |
32,249.90 |
|
1.000 |
32,072.11 |
|
1.618 |
31,784.47 |
|
2.618 |
31,319.04 |
|
4.250 |
30,559.46 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
32,876.06 |
32,858.01 |
| PP |
32,823.16 |
32,787.06 |
| S1 |
32,770.26 |
32,716.12 |
|