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 |
4,046.0 |
4,082.0 |
36.0 |
0.9% |
4,048.0 |
High |
4,087.0 |
4,126.0 |
39.0 |
1.0% |
4,098.0 |
Low |
4,031.0 |
4,063.0 |
32.0 |
0.8% |
4,001.0 |
Close |
4,070.0 |
4,104.0 |
34.0 |
0.8% |
4,033.0 |
Range |
56.0 |
63.0 |
7.0 |
12.5% |
97.0 |
ATR |
60.7 |
60.8 |
0.2 |
0.3% |
0.0 |
Volume |
819,609 |
775,430 |
-44,179 |
-5.4% |
4,498,969 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,286.7 |
4,258.3 |
4,138.7 |
|
R3 |
4,223.7 |
4,195.3 |
4,121.3 |
|
R2 |
4,160.7 |
4,160.7 |
4,115.6 |
|
R1 |
4,132.3 |
4,132.3 |
4,109.8 |
4,146.5 |
PP |
4,097.7 |
4,097.7 |
4,097.7 |
4,104.8 |
S1 |
4,069.3 |
4,069.3 |
4,098.2 |
4,083.5 |
S2 |
4,034.7 |
4,034.7 |
4,092.5 |
|
S3 |
3,971.7 |
4,006.3 |
4,086.7 |
|
S4 |
3,908.7 |
3,943.3 |
4,069.4 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,335.0 |
4,281.0 |
4,086.4 |
|
R3 |
4,238.0 |
4,184.0 |
4,059.7 |
|
R2 |
4,141.0 |
4,141.0 |
4,050.8 |
|
R1 |
4,087.0 |
4,087.0 |
4,041.9 |
4,065.5 |
PP |
4,044.0 |
4,044.0 |
4,044.0 |
4,033.3 |
S1 |
3,990.0 |
3,990.0 |
4,024.1 |
3,968.5 |
S2 |
3,947.0 |
3,947.0 |
4,015.2 |
|
S3 |
3,850.0 |
3,893.0 |
4,006.3 |
|
S4 |
3,753.0 |
3,796.0 |
3,979.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,126.0 |
4,001.0 |
125.0 |
3.0% |
58.4 |
1.4% |
82% |
True |
False |
838,087 |
10 |
4,127.0 |
4,001.0 |
126.0 |
3.1% |
55.4 |
1.3% |
82% |
False |
False |
886,325 |
20 |
4,256.0 |
4,001.0 |
255.0 |
6.2% |
58.8 |
1.4% |
40% |
False |
False |
848,645 |
40 |
4,359.0 |
4,001.0 |
358.0 |
8.7% |
59.1 |
1.4% |
29% |
False |
False |
861,236 |
60 |
4,446.0 |
4,001.0 |
445.0 |
10.8% |
56.7 |
1.4% |
23% |
False |
False |
577,670 |
80 |
4,533.0 |
4,001.0 |
532.0 |
13.0% |
52.3 |
1.3% |
19% |
False |
False |
433,326 |
100 |
4,533.0 |
4,001.0 |
532.0 |
13.0% |
47.9 |
1.2% |
19% |
False |
False |
346,899 |
120 |
4,533.0 |
4,001.0 |
532.0 |
13.0% |
42.2 |
1.0% |
19% |
False |
False |
289,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,393.8 |
2.618 |
4,290.9 |
1.618 |
4,227.9 |
1.000 |
4,189.0 |
0.618 |
4,164.9 |
HIGH |
4,126.0 |
0.618 |
4,101.9 |
0.500 |
4,094.5 |
0.382 |
4,087.1 |
LOW |
4,063.0 |
0.618 |
4,024.1 |
1.000 |
4,000.0 |
1.618 |
3,961.1 |
2.618 |
3,898.1 |
4.250 |
3,795.3 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,100.8 |
4,094.0 |
PP |
4,097.7 |
4,084.0 |
S1 |
4,094.5 |
4,074.0 |
|