| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,829.4200 |
1,892.8000 |
63.3800 |
3.5% |
1,781.3460 |
| High |
1,914.9690 |
1,907.6920 |
-7.2770 |
-0.4% |
1,874.3990 |
| Low |
1,825.7960 |
1,851.7300 |
25.9340 |
1.4% |
1,764.9770 |
| Close |
1,893.2180 |
1,893.8750 |
0.6570 |
0.0% |
1,830.1970 |
| Range |
89.1730 |
55.9620 |
-33.2110 |
-37.2% |
109.4220 |
| ATR |
65.2542 |
64.5905 |
-0.6637 |
-1.0% |
0.0000 |
| Volume |
1,760 |
197,671 |
195,911 |
11,131.3% |
739,216 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.3183 |
2,029.0587 |
1,924.6541 |
|
| R3 |
1,996.3563 |
1,973.0967 |
1,909.2646 |
|
| R2 |
1,940.3943 |
1,940.3943 |
1,904.1347 |
|
| R1 |
1,917.1347 |
1,917.1347 |
1,899.0049 |
1,928.7645 |
| PP |
1,884.4323 |
1,884.4323 |
1,884.4323 |
1,890.2473 |
| S1 |
1,861.1727 |
1,861.1727 |
1,888.7452 |
1,872.8025 |
| S2 |
1,828.4703 |
1,828.4703 |
1,883.6153 |
|
| S3 |
1,772.5083 |
1,805.2107 |
1,878.4855 |
|
| S4 |
1,716.5463 |
1,749.2487 |
1,863.0959 |
|
|
| 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% |
71.7490 |
3.8% |
84% |
False |
False |
157,960 |
| 10 |
1,914.9690 |
1,751.1680 |
163.8010 |
8.6% |
67.5285 |
3.6% |
87% |
False |
False |
165,430 |
| 20 |
1,914.9690 |
1,523.0770 |
391.8920 |
20.7% |
65.9329 |
3.5% |
95% |
False |
False |
156,670 |
| 40 |
1,914.9690 |
1,523.0770 |
391.8920 |
20.7% |
55.9432 |
3.0% |
95% |
False |
False |
133,080 |
| 60 |
1,914.9690 |
1,523.0770 |
391.8920 |
20.7% |
57.6754 |
3.0% |
95% |
False |
False |
145,437 |
| 80 |
1,928.8080 |
1,523.0770 |
405.7310 |
21.4% |
52.0799 |
2.7% |
91% |
False |
False |
133,054 |
| 100 |
2,026.3210 |
1,523.0770 |
503.2440 |
26.6% |
56.9632 |
3.0% |
74% |
False |
False |
137,375 |
| 120 |
2,026.3210 |
1,523.0770 |
503.2440 |
26.6% |
57.5487 |
3.0% |
74% |
False |
False |
128,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.5305 |
|
2.618 |
2,054.2005 |
|
1.618 |
1,998.2385 |
|
1.000 |
1,963.6540 |
|
0.618 |
1,942.2765 |
|
HIGH |
1,907.6920 |
|
0.618 |
1,886.3145 |
|
0.500 |
1,879.7110 |
|
0.382 |
1,873.1075 |
|
LOW |
1,851.7300 |
|
0.618 |
1,817.1455 |
|
1.000 |
1,795.7680 |
|
1.618 |
1,761.1835 |
|
2.618 |
1,705.2215 |
|
4.250 |
1,613.8915 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,889.1537 |
1,878.2752 |
| PP |
1,884.4323 |
1,862.6753 |
| S1 |
1,879.7110 |
1,847.0755 |
|