Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
34,446.20 |
34,659.94 |
213.74 |
0.6% |
29,597.17 |
High |
34,714.25 |
35,481.45 |
767.20 |
2.2% |
35,125.60 |
Low |
34,081.72 |
34,141.23 |
59.51 |
0.2% |
29,479.72 |
Close |
34,659.60 |
35,459.07 |
799.47 |
2.3% |
33,834.04 |
Range |
632.53 |
1,340.22 |
707.69 |
111.9% |
5,645.88 |
ATR |
1,134.47 |
1,149.17 |
14.70 |
1.3% |
0.00 |
Volume |
20,517 |
30,881 |
10,364 |
50.5% |
204,021 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39,047.91 |
38,593.71 |
36,196.19 |
|
R3 |
37,707.69 |
37,253.49 |
35,827.63 |
|
R2 |
36,367.47 |
36,367.47 |
35,704.78 |
|
R1 |
35,913.27 |
35,913.27 |
35,581.92 |
36,140.37 |
PP |
35,027.25 |
35,027.25 |
35,027.25 |
35,140.80 |
S1 |
34,573.05 |
34,573.05 |
35,336.22 |
34,800.15 |
S2 |
33,687.03 |
33,687.03 |
35,213.36 |
|
S3 |
32,346.81 |
33,232.83 |
35,090.51 |
|
S4 |
31,006.59 |
31,892.61 |
34,721.95 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,750.76 |
47,438.28 |
36,939.27 |
|
R3 |
44,104.88 |
41,792.40 |
35,386.66 |
|
R2 |
38,459.00 |
38,459.00 |
34,869.12 |
|
R1 |
36,146.52 |
36,146.52 |
34,351.58 |
37,302.76 |
PP |
32,813.12 |
32,813.12 |
32,813.12 |
33,391.24 |
S1 |
30,500.64 |
30,500.64 |
33,316.50 |
31,656.88 |
S2 |
27,167.24 |
27,167.24 |
32,798.96 |
|
S3 |
21,521.36 |
24,854.76 |
32,281.42 |
|
S4 |
15,875.48 |
19,208.88 |
30,728.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,481.45 |
33,412.15 |
2,069.30 |
5.8% |
997.68 |
2.8% |
99% |
True |
False |
22,254 |
10 |
35,481.45 |
28,162.85 |
7,318.60 |
20.6% |
1,487.56 |
4.2% |
100% |
True |
False |
32,427 |
20 |
35,481.45 |
26,550.11 |
8,931.34 |
25.2% |
1,192.15 |
3.4% |
100% |
True |
False |
25,830 |
40 |
35,481.45 |
24,963.04 |
10,518.41 |
29.7% |
969.22 |
2.7% |
100% |
True |
False |
23,064 |
60 |
35,481.45 |
24,963.04 |
10,518.41 |
29.7% |
908.95 |
2.6% |
100% |
True |
False |
22,799 |
80 |
35,481.45 |
24,963.04 |
10,518.41 |
29.7% |
862.47 |
2.4% |
100% |
True |
False |
21,192 |
100 |
35,481.45 |
24,815.78 |
10,665.67 |
30.1% |
906.98 |
2.6% |
100% |
True |
False |
21,389 |
120 |
35,481.45 |
24,815.78 |
10,665.67 |
30.1% |
901.58 |
2.5% |
100% |
True |
False |
20,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41,177.39 |
2.618 |
38,990.15 |
1.618 |
37,649.93 |
1.000 |
36,821.67 |
0.618 |
36,309.71 |
HIGH |
35,481.45 |
0.618 |
34,969.49 |
0.500 |
34,811.34 |
0.382 |
34,653.19 |
LOW |
34,141.23 |
0.618 |
33,312.97 |
1.000 |
32,801.01 |
1.618 |
31,972.75 |
2.618 |
30,632.53 |
4.250 |
28,445.30 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
35,243.16 |
35,184.26 |
PP |
35,027.25 |
34,909.45 |
S1 |
34,811.34 |
34,634.64 |
|