Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,805.1580 |
1,829.4200 |
24.2620 |
1.3% |
1,781.3460 |
High |
1,833.3370 |
1,914.9690 |
81.6320 |
4.5% |
1,874.3990 |
Low |
1,779.1820 |
1,825.7960 |
46.6140 |
2.6% |
1,764.9770 |
Close |
1,830.1970 |
1,893.2180 |
63.0210 |
3.4% |
1,830.1970 |
Range |
54.1550 |
89.1730 |
35.0180 |
64.7% |
109.4220 |
ATR |
63.4143 |
65.2542 |
1.8399 |
2.9% |
0.0000 |
Volume |
140,257 |
1,760 |
-138,497 |
-98.7% |
739,216 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,145.5133 |
2,108.5387 |
1,942.2632 |
|
R3 |
2,056.3403 |
2,019.3657 |
1,917.7406 |
|
R2 |
1,967.1673 |
1,967.1673 |
1,909.5664 |
|
R1 |
1,930.1927 |
1,930.1927 |
1,901.3922 |
1,948.6800 |
PP |
1,877.9943 |
1,877.9943 |
1,877.9943 |
1,887.2380 |
S1 |
1,841.0197 |
1,841.0197 |
1,885.0438 |
1,859.5070 |
S2 |
1,788.8213 |
1,788.8213 |
1,876.8696 |
|
S3 |
1,699.6483 |
1,751.8467 |
1,868.6954 |
|
S4 |
1,610.4753 |
1,662.6737 |
1,844.1729 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,151.4570 |
2,100.2490 |
1,890.3791 |
|
R3 |
2,042.0350 |
1,990.8270 |
1,860.2881 |
|
R2 |
1,932.6130 |
1,932.6130 |
1,850.2577 |
|
R1 |
1,881.4050 |
1,881.4050 |
1,840.2274 |
1,907.0090 |
PP |
1,823.1910 |
1,823.1910 |
1,823.1910 |
1,835.9930 |
S1 |
1,771.9830 |
1,771.9830 |
1,820.1667 |
1,797.5870 |
S2 |
1,713.7690 |
1,713.7690 |
1,810.1363 |
|
S3 |
1,604.3470 |
1,662.5610 |
1,800.1060 |
|
S4 |
1,494.9250 |
1,553.1390 |
1,770.0149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,914.9690 |
1,779.1820 |
135.7870 |
7.2% |
67.8418 |
3.6% |
84% |
True |
False |
147,881 |
10 |
1,914.9690 |
1,704.8370 |
210.1320 |
11.1% |
76.8416 |
4.1% |
90% |
True |
False |
195,545 |
20 |
1,914.9690 |
1,523.0770 |
391.8920 |
20.7% |
65.2232 |
3.4% |
94% |
True |
False |
153,126 |
40 |
1,914.9690 |
1,523.0770 |
391.8920 |
20.7% |
56.5115 |
3.0% |
94% |
True |
False |
132,661 |
60 |
1,914.9690 |
1,523.0770 |
391.8920 |
20.7% |
57.2069 |
3.0% |
94% |
True |
False |
142,160 |
80 |
1,947.3720 |
1,523.0770 |
424.2950 |
22.4% |
52.2887 |
2.8% |
87% |
False |
False |
130,605 |
100 |
2,026.3210 |
1,523.0770 |
503.2440 |
26.6% |
56.8344 |
3.0% |
74% |
False |
False |
135,423 |
120 |
2,026.3210 |
1,523.0770 |
503.2440 |
26.6% |
57.4877 |
3.0% |
74% |
False |
False |
128,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,293.9543 |
2.618 |
2,148.4239 |
1.618 |
2,059.2509 |
1.000 |
2,004.1420 |
0.618 |
1,970.0779 |
HIGH |
1,914.9690 |
0.618 |
1,880.9049 |
0.500 |
1,870.3825 |
0.382 |
1,859.8601 |
LOW |
1,825.7960 |
0.618 |
1,770.6871 |
1.000 |
1,736.6230 |
1.618 |
1,681.5141 |
2.618 |
1,592.3411 |
4.250 |
1,446.8108 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,885.6062 |
1,877.8372 |
PP |
1,877.9943 |
1,862.4563 |
S1 |
1,870.3825 |
1,847.0755 |
|