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 |
1,801.3800 |
1,814.5040 |
13.1240 |
0.7% |
1,603.6320 |
High |
1,819.7030 |
1,856.6470 |
36.9440 |
2.0% |
1,865.1010 |
Low |
1,783.2770 |
1,785.0080 |
1.7310 |
0.1% |
1,593.2460 |
Close |
1,815.0650 |
1,854.8340 |
39.7690 |
2.2% |
1,781.6660 |
Range |
36.4260 |
71.6390 |
35.2130 |
96.7% |
271.8550 |
ATR |
61.5862 |
62.3043 |
0.7181 |
1.2% |
0.0000 |
Volume |
147,278 |
229,626 |
82,348 |
55.9% |
1,217,132 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,047.0800 |
2,022.5960 |
1,894.2355 |
|
R3 |
1,975.4410 |
1,950.9570 |
1,874.5347 |
|
R2 |
1,903.8020 |
1,903.8020 |
1,867.9678 |
|
R1 |
1,879.3180 |
1,879.3180 |
1,861.4009 |
1,891.5600 |
PP |
1,832.1630 |
1,832.1630 |
1,832.1630 |
1,838.2840 |
S1 |
1,807.6790 |
1,807.6790 |
1,848.2671 |
1,819.9210 |
S2 |
1,760.5240 |
1,760.5240 |
1,841.7002 |
|
S3 |
1,688.8850 |
1,736.0400 |
1,835.1333 |
|
S4 |
1,617.2460 |
1,664.4010 |
1,815.4326 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,562.2360 |
2,443.8060 |
1,931.1863 |
|
R3 |
2,290.3810 |
2,171.9510 |
1,856.4261 |
|
R2 |
2,018.5260 |
2,018.5260 |
1,831.5061 |
|
R1 |
1,900.0960 |
1,900.0960 |
1,806.5860 |
1,959.3110 |
PP |
1,746.6710 |
1,746.6710 |
1,746.6710 |
1,776.2785 |
S1 |
1,628.2410 |
1,628.2410 |
1,756.7460 |
1,687.4560 |
S2 |
1,474.8160 |
1,474.8160 |
1,731.8259 |
|
S3 |
1,202.9610 |
1,356.3860 |
1,706.9059 |
|
S4 |
931.1060 |
1,084.5310 |
1,632.1458 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,865.1010 |
1,751.1680 |
113.9330 |
6.1% |
66.7612 |
3.6% |
91% |
False |
False |
165,956 |
10 |
1,865.1010 |
1,543.6780 |
321.4230 |
17.3% |
76.4589 |
4.1% |
97% |
False |
False |
192,115 |
20 |
1,865.1010 |
1,523.0770 |
342.0240 |
18.4% |
63.4536 |
3.4% |
97% |
False |
False |
147,361 |
40 |
1,865.1010 |
1,523.0770 |
342.0240 |
18.4% |
54.8065 |
3.0% |
97% |
False |
False |
129,702 |
60 |
1,872.9570 |
1,523.0770 |
349.8800 |
18.9% |
54.4167 |
2.9% |
95% |
False |
False |
141,118 |
80 |
2,026.3210 |
1,523.0770 |
503.2440 |
27.1% |
53.2610 |
2.9% |
66% |
False |
False |
135,664 |
100 |
2,026.3210 |
1,523.0770 |
503.2440 |
27.1% |
57.2371 |
3.1% |
66% |
False |
False |
133,474 |
120 |
2,026.3210 |
1,523.0770 |
503.2440 |
27.1% |
56.8127 |
3.1% |
66% |
False |
False |
128,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,161.1128 |
2.618 |
2,044.1979 |
1.618 |
1,972.5589 |
1.000 |
1,928.2860 |
0.618 |
1,900.9199 |
HIGH |
1,856.6470 |
0.618 |
1,829.2809 |
0.500 |
1,820.8275 |
0.382 |
1,812.3741 |
LOW |
1,785.0080 |
0.618 |
1,740.7351 |
1.000 |
1,713.3690 |
1.618 |
1,669.0961 |
2.618 |
1,597.4571 |
4.250 |
1,480.5423 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,843.4985 |
1,840.1600 |
PP |
1,832.1630 |
1,825.4860 |
S1 |
1,820.8275 |
1,810.8120 |
|