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 |
1,992.62 |
1,978.06 |
-14.56 |
-0.7% |
2,007.03 |
High |
1,992.68 |
1,978.20 |
-14.48 |
-0.7% |
2,007.32 |
Low |
1,977.59 |
1,957.45 |
-20.14 |
-1.0% |
1,972.60 |
Close |
1,978.29 |
1,969.05 |
-9.24 |
-0.5% |
1,992.57 |
Range |
15.09 |
20.75 |
5.66 |
37.5% |
34.72 |
ATR |
19.94 |
20.00 |
0.06 |
0.3% |
0.00 |
Volume |
5,658 |
5,766 |
108 |
1.9% |
27,916 |
|
Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,030.48 |
2,020.52 |
1,980.46 |
|
R3 |
2,009.73 |
1,999.77 |
1,974.76 |
|
R2 |
1,988.98 |
1,988.98 |
1,972.85 |
|
R1 |
1,979.02 |
1,979.02 |
1,970.95 |
1,973.63 |
PP |
1,968.23 |
1,968.23 |
1,968.23 |
1,965.54 |
S1 |
1,958.27 |
1,958.27 |
1,967.15 |
1,952.88 |
S2 |
1,947.48 |
1,947.48 |
1,965.25 |
|
S3 |
1,926.73 |
1,937.52 |
1,963.34 |
|
S4 |
1,905.98 |
1,916.77 |
1,957.64 |
|
|
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 |
2,003.06 |
1,957.45 |
45.61 |
2.3% |
16.80 |
0.9% |
25% |
False |
True |
5,678 |
10 |
2,008.65 |
1,957.45 |
51.20 |
2.6% |
18.72 |
1.0% |
23% |
False |
True |
5,587 |
20 |
2,008.65 |
1,859.03 |
149.62 |
7.6% |
22.57 |
1.1% |
74% |
False |
False |
5,520 |
40 |
2,008.65 |
1,812.39 |
196.26 |
10.0% |
19.54 |
1.0% |
80% |
False |
False |
5,623 |
60 |
2,008.65 |
1,812.39 |
196.26 |
10.0% |
17.39 |
0.9% |
80% |
False |
False |
5,674 |
80 |
2,008.65 |
1,812.39 |
196.26 |
10.0% |
17.19 |
0.9% |
80% |
False |
False |
5,685 |
100 |
2,008.65 |
1,812.39 |
196.26 |
10.0% |
17.45 |
0.9% |
80% |
False |
False |
5,690 |
120 |
2,008.65 |
1,812.39 |
196.26 |
10.0% |
18.30 |
0.9% |
80% |
False |
False |
5,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,066.39 |
2.618 |
2,032.52 |
1.618 |
2,011.77 |
1.000 |
1,998.95 |
0.618 |
1,991.02 |
HIGH |
1,978.20 |
0.618 |
1,970.27 |
0.500 |
1,967.83 |
0.382 |
1,965.38 |
LOW |
1,957.45 |
0.618 |
1,944.63 |
1.000 |
1,936.70 |
1.618 |
1,923.88 |
2.618 |
1,903.13 |
4.250 |
1,869.26 |
|
|
Fisher Pivots for day following 07-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,968.64 |
1,980.26 |
PP |
1,968.23 |
1,976.52 |
S1 |
1,967.83 |
1,972.79 |
|