Trading Metrics calculated at close of trading on 03-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,992.0 |
1,993.5 |
1.5 |
0.1% |
2,013.5 |
High |
1,999.2 |
2,011.9 |
12.7 |
0.6% |
2,017.7 |
Low |
1,986.3 |
1,989.3 |
3.0 |
0.2% |
1,978.2 |
Close |
1,993.5 |
1,999.2 |
5.7 |
0.3% |
1,999.2 |
Range |
12.9 |
22.6 |
9.7 |
75.2% |
39.5 |
ATR |
24.5 |
24.4 |
-0.1 |
-0.6% |
0.0 |
Volume |
158,650 |
222,189 |
63,539 |
40.0% |
974,583 |
|
Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,067.9 |
2,056.2 |
2,011.6 |
|
R3 |
2,045.3 |
2,033.6 |
2,005.4 |
|
R2 |
2,022.7 |
2,022.7 |
2,003.3 |
|
R1 |
2,011.0 |
2,011.0 |
2,001.3 |
2,016.9 |
PP |
2,000.1 |
2,000.1 |
2,000.1 |
2,003.1 |
S1 |
1,988.4 |
1,988.4 |
1,997.1 |
1,994.3 |
S2 |
1,977.5 |
1,977.5 |
1,995.1 |
|
S3 |
1,954.9 |
1,965.8 |
1,993.0 |
|
S4 |
1,932.3 |
1,943.2 |
1,986.8 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,116.9 |
2,097.5 |
2,020.9 |
|
R3 |
2,077.4 |
2,058.0 |
2,010.1 |
|
R2 |
2,037.9 |
2,037.9 |
2,006.4 |
|
R1 |
2,018.5 |
2,018.5 |
2,002.8 |
2,008.5 |
PP |
1,998.4 |
1,998.4 |
1,998.4 |
1,993.3 |
S1 |
1,979.0 |
1,979.0 |
1,995.6 |
1,969.0 |
S2 |
1,958.9 |
1,958.9 |
1,992.0 |
|
S3 |
1,919.4 |
1,939.5 |
1,988.3 |
|
S4 |
1,879.9 |
1,900.0 |
1,977.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,017.7 |
1,978.2 |
39.5 |
2.0% |
22.1 |
1.1% |
53% |
False |
False |
194,916 |
10 |
2,019.7 |
1,964.6 |
55.1 |
2.8% |
24.2 |
1.2% |
63% |
False |
False |
205,628 |
20 |
2,019.7 |
1,857.5 |
162.2 |
8.1% |
25.8 |
1.3% |
87% |
False |
False |
210,985 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
22.0 |
1.1% |
90% |
False |
False |
201,007 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
19.9 |
1.0% |
90% |
False |
False |
181,901 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.9 |
1.0% |
86% |
False |
False |
163,867 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.1 |
1.0% |
86% |
False |
False |
134,373 |
120 |
2,079.5 |
1,823.5 |
256.0 |
12.8% |
21.0 |
1.0% |
69% |
False |
False |
112,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,108.0 |
2.618 |
2,071.1 |
1.618 |
2,048.5 |
1.000 |
2,034.5 |
0.618 |
2,025.9 |
HIGH |
2,011.9 |
0.618 |
2,003.3 |
0.500 |
2,000.6 |
0.382 |
1,997.9 |
LOW |
1,989.3 |
0.618 |
1,975.3 |
1.000 |
1,966.7 |
1.618 |
1,952.7 |
2.618 |
1,930.1 |
4.250 |
1,893.3 |
|
|
Fisher Pivots for day following 03-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2,000.6 |
1,997.8 |
PP |
2,000.1 |
1,996.4 |
S1 |
1,999.7 |
1,995.1 |
|