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 |
1,996.29 |
1,983.92 |
-12.37 |
-0.6% |
1,981.62 |
High |
2,005.80 |
1,990.90 |
-14.90 |
-0.7% |
2,008.65 |
Low |
1,980.69 |
1,972.60 |
-8.09 |
-0.4% |
1,958.12 |
Close |
1,983.99 |
1,981.01 |
-2.98 |
-0.2% |
2,005.65 |
Range |
25.11 |
18.30 |
-6.81 |
-27.1% |
50.53 |
ATR |
21.36 |
21.14 |
-0.22 |
-1.0% |
0.00 |
Volume |
5,568 |
5,539 |
-29 |
-0.5% |
27,189 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,036.40 |
2,027.01 |
1,991.08 |
|
R3 |
2,018.10 |
2,008.71 |
1,986.04 |
|
R2 |
1,999.80 |
1,999.80 |
1,984.37 |
|
R1 |
1,990.41 |
1,990.41 |
1,982.69 |
1,985.96 |
PP |
1,981.50 |
1,981.50 |
1,981.50 |
1,979.28 |
S1 |
1,972.11 |
1,972.11 |
1,979.33 |
1,967.66 |
S2 |
1,963.20 |
1,963.20 |
1,977.66 |
|
S3 |
1,944.90 |
1,953.81 |
1,975.98 |
|
S4 |
1,926.60 |
1,935.51 |
1,970.95 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,142.40 |
2,124.55 |
2,033.44 |
|
R3 |
2,091.87 |
2,074.02 |
2,019.55 |
|
R2 |
2,041.34 |
2,041.34 |
2,014.91 |
|
R1 |
2,023.49 |
2,023.49 |
2,010.28 |
2,032.42 |
PP |
1,990.81 |
1,990.81 |
1,990.81 |
1,995.27 |
S1 |
1,972.96 |
1,972.96 |
2,001.02 |
1,981.89 |
S2 |
1,940.28 |
1,940.28 |
1,996.39 |
|
S3 |
1,889.75 |
1,922.43 |
1,991.75 |
|
S4 |
1,839.22 |
1,871.90 |
1,977.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,008.65 |
1,972.60 |
36.05 |
1.8% |
21.23 |
1.1% |
23% |
False |
True |
5,500 |
10 |
2,008.65 |
1,945.67 |
62.98 |
3.2% |
21.49 |
1.1% |
56% |
False |
False |
5,438 |
20 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
23.10 |
1.2% |
86% |
False |
False |
5,474 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
19.01 |
1.0% |
86% |
False |
False |
5,649 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.19 |
0.9% |
86% |
False |
False |
5,682 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.11 |
0.9% |
86% |
False |
False |
5,689 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.48 |
0.9% |
86% |
False |
False |
5,690 |
120 |
2,038.66 |
1,812.39 |
226.27 |
11.4% |
18.48 |
0.9% |
75% |
False |
False |
5,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.68 |
2.618 |
2,038.81 |
1.618 |
2,020.51 |
1.000 |
2,009.20 |
0.618 |
2,002.21 |
HIGH |
1,990.90 |
0.618 |
1,983.91 |
0.500 |
1,981.75 |
0.382 |
1,979.59 |
LOW |
1,972.60 |
0.618 |
1,961.29 |
1.000 |
1,954.30 |
1.618 |
1,942.99 |
2.618 |
1,924.69 |
4.250 |
1,894.83 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,981.75 |
1,989.96 |
PP |
1,981.50 |
1,986.98 |
S1 |
1,981.26 |
1,983.99 |
|