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 |
34,775 |
34,865 |
90 |
0.3% |
30,085 |
High |
35,110 |
35,940 |
830 |
2.4% |
35,625 |
Low |
34,295 |
34,310 |
15 |
0.0% |
30,050 |
Close |
34,905 |
34,965 |
60 |
0.2% |
33,955 |
Range |
815 |
1,630 |
815 |
100.0% |
5,575 |
ATR |
1,228 |
1,257 |
29 |
2.3% |
0 |
Volume |
5,971 |
9,752 |
3,781 |
63.3% |
43,940 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39,962 |
39,093 |
35,862 |
|
R3 |
38,332 |
37,463 |
35,413 |
|
R2 |
36,702 |
36,702 |
35,264 |
|
R1 |
35,833 |
35,833 |
35,114 |
36,268 |
PP |
35,072 |
35,072 |
35,072 |
35,289 |
S1 |
34,203 |
34,203 |
34,816 |
34,638 |
S2 |
33,442 |
33,442 |
34,666 |
|
S3 |
31,812 |
32,573 |
34,517 |
|
S4 |
30,182 |
30,943 |
34,069 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,935 |
47,520 |
37,021 |
|
R3 |
44,360 |
41,945 |
35,488 |
|
R2 |
38,785 |
38,785 |
34,977 |
|
R1 |
36,370 |
36,370 |
34,466 |
37,578 |
PP |
33,210 |
33,210 |
33,210 |
33,814 |
S1 |
30,795 |
30,795 |
33,444 |
32,003 |
S2 |
27,635 |
27,635 |
32,933 |
|
S3 |
22,060 |
25,220 |
32,422 |
|
S4 |
16,485 |
19,645 |
30,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,940 |
33,655 |
2,285 |
6.5% |
1,092 |
3.1% |
57% |
True |
False |
8,119 |
10 |
35,940 |
28,375 |
7,565 |
21.6% |
1,535 |
4.4% |
87% |
True |
False |
6,924 |
20 |
35,940 |
26,750 |
9,190 |
26.3% |
1,242 |
3.6% |
89% |
True |
False |
3,839 |
40 |
35,940 |
25,210 |
10,730 |
30.7% |
979 |
2.8% |
91% |
True |
False |
2,140 |
60 |
35,940 |
25,210 |
10,730 |
30.7% |
885 |
2.5% |
91% |
True |
False |
1,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42,868 |
2.618 |
40,207 |
1.618 |
38,577 |
1.000 |
37,570 |
0.618 |
36,947 |
HIGH |
35,940 |
0.618 |
35,317 |
0.500 |
35,125 |
0.382 |
34,933 |
LOW |
34,310 |
0.618 |
33,303 |
1.000 |
32,680 |
1.618 |
31,673 |
2.618 |
30,043 |
4.250 |
27,383 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
35,125 |
35,118 |
PP |
35,072 |
35,067 |
S1 |
35,018 |
35,016 |
|