Trading Metrics calculated at close of trading on 08-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,984.8 |
1,975.3 |
-9.5 |
-0.5% |
2,013.5 |
High |
1,985.2 |
1,977.5 |
-7.7 |
-0.4% |
2,017.7 |
Low |
1,962.8 |
1,953.2 |
-9.6 |
-0.5% |
1,978.2 |
Close |
1,973.5 |
1,957.8 |
-15.7 |
-0.8% |
1,999.2 |
Range |
22.4 |
24.3 |
1.9 |
8.5% |
39.5 |
ATR |
23.9 |
23.9 |
0.0 |
0.1% |
0.0 |
Volume |
218,948 |
189,359 |
-29,589 |
-13.5% |
974,583 |
|
Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,035.7 |
2,021.1 |
1,971.2 |
|
R3 |
2,011.4 |
1,996.8 |
1,964.5 |
|
R2 |
1,987.1 |
1,987.1 |
1,962.3 |
|
R1 |
1,972.5 |
1,972.5 |
1,960.0 |
1,967.7 |
PP |
1,962.8 |
1,962.8 |
1,962.8 |
1,960.4 |
S1 |
1,948.2 |
1,948.2 |
1,955.6 |
1,943.4 |
S2 |
1,938.5 |
1,938.5 |
1,953.3 |
|
S3 |
1,914.2 |
1,923.9 |
1,951.1 |
|
S4 |
1,889.9 |
1,899.6 |
1,944.4 |
|
|
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 |
1,953.2 |
58.7 |
3.0% |
19.6 |
1.0% |
8% |
False |
True |
187,085 |
10 |
2,019.7 |
1,953.2 |
66.5 |
3.4% |
22.9 |
1.2% |
7% |
False |
True |
195,697 |
20 |
2,019.7 |
1,880.6 |
139.1 |
7.1% |
26.4 |
1.3% |
55% |
False |
False |
212,959 |
40 |
2,019.7 |
1,823.5 |
196.2 |
10.0% |
22.5 |
1.1% |
68% |
False |
False |
203,520 |
60 |
2,019.7 |
1,823.5 |
196.2 |
10.0% |
20.2 |
1.0% |
68% |
False |
False |
184,303 |
80 |
2,028.6 |
1,823.5 |
205.1 |
10.5% |
19.9 |
1.0% |
65% |
False |
False |
168,898 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.5% |
20.0 |
1.0% |
65% |
False |
False |
139,841 |
120 |
2,043.2 |
1,823.5 |
219.7 |
11.2% |
20.8 |
1.1% |
61% |
False |
False |
117,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,080.8 |
2.618 |
2,041.1 |
1.618 |
2,016.8 |
1.000 |
2,001.8 |
0.618 |
1,992.5 |
HIGH |
1,977.5 |
0.618 |
1,968.2 |
0.500 |
1,965.4 |
0.382 |
1,962.5 |
LOW |
1,953.2 |
0.618 |
1,938.2 |
1.000 |
1,928.9 |
1.618 |
1,913.9 |
2.618 |
1,889.6 |
4.250 |
1,849.9 |
|
|
Fisher Pivots for day following 08-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,965.4 |
1,976.7 |
PP |
1,962.8 |
1,970.4 |
S1 |
1,960.3 |
1,964.1 |
|