Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,983.92 |
1,982.00 |
-1.92 |
-0.1% |
1,981.62 |
High |
1,990.90 |
1,990.39 |
-0.51 |
0.0% |
2,008.65 |
Low |
1,972.60 |
1,980.04 |
7.44 |
0.4% |
1,958.12 |
Close |
1,981.01 |
1,985.53 |
4.52 |
0.2% |
2,005.65 |
Range |
18.30 |
10.35 |
-7.95 |
-43.4% |
50.53 |
ATR |
21.14 |
20.37 |
-0.77 |
-3.6% |
0.00 |
Volume |
5,539 |
5,714 |
175 |
3.2% |
27,189 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.37 |
2,011.30 |
1,991.22 |
|
R3 |
2,006.02 |
2,000.95 |
1,988.38 |
|
R2 |
1,995.67 |
1,995.67 |
1,987.43 |
|
R1 |
1,990.60 |
1,990.60 |
1,986.48 |
1,993.14 |
PP |
1,985.32 |
1,985.32 |
1,985.32 |
1,986.59 |
S1 |
1,980.25 |
1,980.25 |
1,984.58 |
1,982.79 |
S2 |
1,974.97 |
1,974.97 |
1,983.63 |
|
S3 |
1,964.62 |
1,969.90 |
1,982.68 |
|
S4 |
1,954.27 |
1,959.55 |
1,979.84 |
|
|
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% |
19.52 |
1.0% |
36% |
False |
False |
5,543 |
10 |
2,008.65 |
1,958.12 |
50.53 |
2.5% |
19.35 |
1.0% |
54% |
False |
False |
5,471 |
20 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
22.92 |
1.2% |
88% |
False |
False |
5,480 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
19.11 |
1.0% |
88% |
False |
False |
5,642 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.14 |
0.9% |
88% |
False |
False |
5,680 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.07 |
0.9% |
88% |
False |
False |
5,687 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.50 |
0.9% |
88% |
False |
False |
5,689 |
120 |
2,020.90 |
1,812.39 |
208.51 |
10.5% |
18.36 |
0.9% |
83% |
False |
False |
5,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.38 |
2.618 |
2,017.49 |
1.618 |
2,007.14 |
1.000 |
2,000.74 |
0.618 |
1,996.79 |
HIGH |
1,990.39 |
0.618 |
1,986.44 |
0.500 |
1,985.22 |
0.382 |
1,983.99 |
LOW |
1,980.04 |
0.618 |
1,973.64 |
1.000 |
1,969.69 |
1.618 |
1,963.29 |
2.618 |
1,952.94 |
4.250 |
1,936.05 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,985.43 |
1,989.20 |
PP |
1,985.32 |
1,987.98 |
S1 |
1,985.22 |
1,986.75 |
|