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 |
1,985.79 |
1,992.62 |
6.83 |
0.3% |
2,007.03 |
High |
2,003.06 |
1,992.68 |
-10.38 |
-0.5% |
2,007.32 |
Low |
1,983.56 |
1,977.59 |
-5.97 |
-0.3% |
1,972.60 |
Close |
1,992.57 |
1,978.29 |
-14.28 |
-0.7% |
1,992.57 |
Range |
19.50 |
15.09 |
-4.41 |
-22.6% |
34.72 |
ATR |
20.31 |
19.94 |
-0.37 |
-1.8% |
0.00 |
Volume |
5,713 |
5,658 |
-55 |
-1.0% |
27,916 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.12 |
2,018.30 |
1,986.59 |
|
R3 |
2,013.03 |
2,003.21 |
1,982.44 |
|
R2 |
1,997.94 |
1,997.94 |
1,981.06 |
|
R1 |
1,988.12 |
1,988.12 |
1,979.67 |
1,985.49 |
PP |
1,982.85 |
1,982.85 |
1,982.85 |
1,981.54 |
S1 |
1,973.03 |
1,973.03 |
1,976.91 |
1,970.40 |
S2 |
1,967.76 |
1,967.76 |
1,975.52 |
|
S3 |
1,952.67 |
1,957.94 |
1,974.14 |
|
S4 |
1,937.58 |
1,942.85 |
1,969.99 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,094.99 |
2,078.50 |
2,011.67 |
|
R3 |
2,060.27 |
2,043.78 |
2,002.12 |
|
R2 |
2,025.55 |
2,025.55 |
1,998.94 |
|
R1 |
2,009.06 |
2,009.06 |
1,995.75 |
1,999.95 |
PP |
1,990.83 |
1,990.83 |
1,990.83 |
1,986.27 |
S1 |
1,974.34 |
1,974.34 |
1,989.39 |
1,965.23 |
S2 |
1,956.11 |
1,956.11 |
1,986.20 |
|
S3 |
1,921.39 |
1,939.62 |
1,983.02 |
|
S4 |
1,886.67 |
1,904.90 |
1,973.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,005.80 |
1,972.60 |
33.20 |
1.7% |
17.67 |
0.9% |
17% |
False |
False |
5,638 |
10 |
2,008.65 |
1,958.12 |
50.53 |
2.6% |
18.82 |
1.0% |
40% |
False |
False |
5,547 |
20 |
2,008.65 |
1,854.07 |
154.58 |
7.8% |
22.07 |
1.1% |
80% |
False |
False |
5,510 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
19.40 |
1.0% |
85% |
False |
False |
5,628 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.18 |
0.9% |
85% |
False |
False |
5,676 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.06 |
0.9% |
85% |
False |
False |
5,685 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.43 |
0.9% |
85% |
False |
False |
5,689 |
120 |
2,018.13 |
1,812.39 |
205.74 |
10.4% |
18.39 |
0.9% |
81% |
False |
False |
5,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,056.81 |
2.618 |
2,032.19 |
1.618 |
2,017.10 |
1.000 |
2,007.77 |
0.618 |
2,002.01 |
HIGH |
1,992.68 |
0.618 |
1,986.92 |
0.500 |
1,985.14 |
0.382 |
1,983.35 |
LOW |
1,977.59 |
0.618 |
1,968.26 |
1.000 |
1,962.50 |
1.618 |
1,953.17 |
2.618 |
1,938.08 |
4.250 |
1,913.46 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,985.14 |
1,990.33 |
PP |
1,982.85 |
1,986.31 |
S1 |
1,980.57 |
1,982.30 |
|