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 |
1,999.4 |
1,984.8 |
-14.6 |
-0.7% |
2,013.5 |
High |
2,000.1 |
1,985.2 |
-14.9 |
-0.7% |
2,017.7 |
Low |
1,984.2 |
1,962.8 |
-21.4 |
-1.1% |
1,978.2 |
Close |
1,988.6 |
1,973.5 |
-15.1 |
-0.8% |
1,999.2 |
Range |
15.9 |
22.4 |
6.5 |
40.9% |
39.5 |
ATR |
23.8 |
23.9 |
0.1 |
0.6% |
0.0 |
Volume |
146,279 |
218,948 |
72,669 |
49.7% |
974,583 |
|
Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,041.0 |
2,029.7 |
1,985.8 |
|
R3 |
2,018.6 |
2,007.3 |
1,979.7 |
|
R2 |
1,996.2 |
1,996.2 |
1,977.6 |
|
R1 |
1,984.9 |
1,984.9 |
1,975.6 |
1,979.4 |
PP |
1,973.8 |
1,973.8 |
1,973.8 |
1,971.1 |
S1 |
1,962.5 |
1,962.5 |
1,971.4 |
1,957.0 |
S2 |
1,951.4 |
1,951.4 |
1,969.4 |
|
S3 |
1,929.0 |
1,940.1 |
1,967.3 |
|
S4 |
1,906.6 |
1,917.7 |
1,961.2 |
|
|
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 |
2,011.9 |
1,962.8 |
49.1 |
2.5% |
20.3 |
1.0% |
22% |
False |
True |
188,739 |
10 |
2,019.7 |
1,962.8 |
56.9 |
2.9% |
22.9 |
1.2% |
19% |
False |
True |
200,827 |
20 |
2,019.7 |
1,871.7 |
148.0 |
7.5% |
26.1 |
1.3% |
69% |
False |
False |
211,990 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
22.2 |
1.1% |
76% |
False |
False |
202,811 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
20.1 |
1.0% |
76% |
False |
False |
183,933 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.4% |
20.0 |
1.0% |
73% |
False |
False |
167,145 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.4% |
19.9 |
1.0% |
73% |
False |
False |
137,962 |
120 |
2,043.6 |
1,823.5 |
220.1 |
11.2% |
20.9 |
1.1% |
68% |
False |
False |
115,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,080.4 |
2.618 |
2,043.8 |
1.618 |
2,021.4 |
1.000 |
2,007.6 |
0.618 |
1,999.0 |
HIGH |
1,985.2 |
0.618 |
1,976.6 |
0.500 |
1,974.0 |
0.382 |
1,971.4 |
LOW |
1,962.8 |
0.618 |
1,949.0 |
1.000 |
1,940.4 |
1.618 |
1,926.6 |
2.618 |
1,904.2 |
4.250 |
1,867.6 |
|
|
Fisher Pivots for day following 07-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,974.0 |
1,987.4 |
PP |
1,973.8 |
1,982.7 |
S1 |
1,973.7 |
1,978.1 |
|