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 |
2,005.6 |
1,993.3 |
-12.3 |
-0.6% |
1,987.7 |
High |
2,017.7 |
2,005.9 |
-11.8 |
-0.6% |
2,019.7 |
Low |
1,987.4 |
1,978.2 |
-9.2 |
-0.5% |
1,964.6 |
Close |
1,994.3 |
1,987.5 |
-6.8 |
-0.3% |
1,998.5 |
Range |
30.3 |
27.7 |
-2.6 |
-8.6% |
55.1 |
ATR |
25.2 |
25.4 |
0.2 |
0.7% |
0.0 |
Volume |
214,776 |
197,629 |
-17,147 |
-8.0% |
1,081,698 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,073.6 |
2,058.3 |
2,002.7 |
|
R3 |
2,045.9 |
2,030.6 |
1,995.1 |
|
R2 |
2,018.2 |
2,018.2 |
1,992.6 |
|
R1 |
2,002.9 |
2,002.9 |
1,990.0 |
1,996.7 |
PP |
1,990.5 |
1,990.5 |
1,990.5 |
1,987.5 |
S1 |
1,975.2 |
1,975.2 |
1,985.0 |
1,969.0 |
S2 |
1,962.8 |
1,962.8 |
1,982.4 |
|
S3 |
1,935.1 |
1,947.5 |
1,979.9 |
|
S4 |
1,907.4 |
1,919.8 |
1,972.3 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,159.6 |
2,134.1 |
2,028.8 |
|
R3 |
2,104.5 |
2,079.0 |
2,013.7 |
|
R2 |
2,049.4 |
2,049.4 |
2,008.6 |
|
R1 |
2,023.9 |
2,023.9 |
2,003.6 |
2,036.7 |
PP |
1,994.3 |
1,994.3 |
1,994.3 |
2,000.6 |
S1 |
1,968.8 |
1,968.8 |
1,993.4 |
1,981.6 |
S2 |
1,939.2 |
1,939.2 |
1,988.4 |
|
S3 |
1,884.1 |
1,913.7 |
1,983.3 |
|
S4 |
1,829.0 |
1,858.6 |
1,968.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,019.7 |
1,978.2 |
41.5 |
2.1% |
26.1 |
1.3% |
22% |
False |
True |
204,310 |
10 |
2,019.7 |
1,957.0 |
62.7 |
3.2% |
26.5 |
1.3% |
49% |
False |
False |
222,937 |
20 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
26.2 |
1.3% |
84% |
False |
False |
212,118 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
21.7 |
1.1% |
84% |
False |
False |
197,883 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
19.9 |
1.0% |
84% |
False |
False |
180,679 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.9 |
1.0% |
80% |
False |
False |
160,302 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.3 |
1.0% |
80% |
False |
False |
130,673 |
120 |
2,084.4 |
1,823.5 |
260.9 |
13.1% |
21.0 |
1.1% |
63% |
False |
False |
109,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,123.6 |
2.618 |
2,078.4 |
1.618 |
2,050.7 |
1.000 |
2,033.6 |
0.618 |
2,023.0 |
HIGH |
2,005.9 |
0.618 |
1,995.3 |
0.500 |
1,992.1 |
0.382 |
1,988.8 |
LOW |
1,978.2 |
0.618 |
1,961.1 |
1.000 |
1,950.5 |
1.618 |
1,933.4 |
2.618 |
1,905.7 |
4.250 |
1,860.5 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,992.1 |
1,998.0 |
PP |
1,990.5 |
1,994.5 |
S1 |
1,989.0 |
1,991.0 |
|