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 |
1,993.5 |
1,999.4 |
5.9 |
0.3% |
2,013.5 |
High |
2,011.9 |
2,000.1 |
-11.8 |
-0.6% |
2,017.7 |
Low |
1,989.3 |
1,984.2 |
-5.1 |
-0.3% |
1,978.2 |
Close |
1,999.2 |
1,988.6 |
-10.6 |
-0.5% |
1,999.2 |
Range |
22.6 |
15.9 |
-6.7 |
-29.6% |
39.5 |
ATR |
24.4 |
23.8 |
-0.6 |
-2.5% |
0.0 |
Volume |
222,189 |
146,279 |
-75,910 |
-34.2% |
974,583 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.7 |
2,029.5 |
1,997.3 |
|
R3 |
2,022.8 |
2,013.6 |
1,993.0 |
|
R2 |
2,006.9 |
2,006.9 |
1,991.5 |
|
R1 |
1,997.7 |
1,997.7 |
1,990.1 |
1,994.4 |
PP |
1,991.0 |
1,991.0 |
1,991.0 |
1,989.3 |
S1 |
1,981.8 |
1,981.8 |
1,987.1 |
1,978.5 |
S2 |
1,975.1 |
1,975.1 |
1,985.7 |
|
S3 |
1,959.2 |
1,965.9 |
1,984.2 |
|
S4 |
1,943.3 |
1,950.0 |
1,979.9 |
|
|
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% |
21.9 |
1.1% |
26% |
False |
False |
187,904 |
10 |
2,019.7 |
1,964.6 |
55.1 |
2.8% |
23.4 |
1.2% |
44% |
False |
False |
199,027 |
20 |
2,019.7 |
1,866.1 |
153.6 |
7.7% |
25.6 |
1.3% |
80% |
False |
False |
208,909 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
22.0 |
1.1% |
84% |
False |
False |
201,387 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
20.0 |
1.0% |
84% |
False |
False |
182,300 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.9 |
1.0% |
80% |
False |
False |
164,848 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.1 |
1.0% |
80% |
False |
False |
135,806 |
120 |
2,052.9 |
1,823.5 |
229.4 |
11.5% |
20.8 |
1.0% |
72% |
False |
False |
113,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,067.7 |
2.618 |
2,041.7 |
1.618 |
2,025.8 |
1.000 |
2,016.0 |
0.618 |
2,009.9 |
HIGH |
2,000.1 |
0.618 |
1,994.0 |
0.500 |
1,992.2 |
0.382 |
1,990.3 |
LOW |
1,984.2 |
0.618 |
1,974.4 |
1.000 |
1,968.3 |
1.618 |
1,958.5 |
2.618 |
1,942.6 |
4.250 |
1,916.6 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,992.2 |
1,998.1 |
PP |
1,991.0 |
1,994.9 |
S1 |
1,989.8 |
1,991.8 |
|