Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,082.0 |
4,129.0 |
47.0 |
1.2% |
4,048.0 |
High |
4,126.0 |
4,203.0 |
77.0 |
1.9% |
4,098.0 |
Low |
4,063.0 |
4,126.0 |
63.0 |
1.6% |
4,001.0 |
Close |
4,104.0 |
4,182.0 |
78.0 |
1.9% |
4,033.0 |
Range |
63.0 |
77.0 |
14.0 |
22.2% |
97.0 |
ATR |
60.8 |
63.6 |
2.7 |
4.5% |
0.0 |
Volume |
775,430 |
1,203,827 |
428,397 |
55.2% |
4,498,969 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,401.3 |
4,368.7 |
4,224.4 |
|
R3 |
4,324.3 |
4,291.7 |
4,203.2 |
|
R2 |
4,247.3 |
4,247.3 |
4,196.1 |
|
R1 |
4,214.7 |
4,214.7 |
4,189.1 |
4,231.0 |
PP |
4,170.3 |
4,170.3 |
4,170.3 |
4,178.5 |
S1 |
4,137.7 |
4,137.7 |
4,174.9 |
4,154.0 |
S2 |
4,093.3 |
4,093.3 |
4,167.9 |
|
S3 |
4,016.3 |
4,060.7 |
4,160.8 |
|
S4 |
3,939.3 |
3,983.7 |
4,139.7 |
|
|
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 |
4,203.0 |
4,001.0 |
202.0 |
4.8% |
63.6 |
1.5% |
90% |
True |
False |
909,158 |
10 |
4,203.0 |
4,001.0 |
202.0 |
4.8% |
57.6 |
1.4% |
90% |
True |
False |
914,910 |
20 |
4,256.0 |
4,001.0 |
255.0 |
6.1% |
60.7 |
1.5% |
71% |
False |
False |
874,471 |
40 |
4,359.0 |
4,001.0 |
358.0 |
8.6% |
59.9 |
1.4% |
51% |
False |
False |
886,662 |
60 |
4,446.0 |
4,001.0 |
445.0 |
10.6% |
57.4 |
1.4% |
41% |
False |
False |
597,732 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.7% |
52.6 |
1.3% |
34% |
False |
False |
448,346 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.7% |
48.7 |
1.2% |
34% |
False |
False |
358,937 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.7% |
42.8 |
1.0% |
34% |
False |
False |
299,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,530.3 |
2.618 |
4,404.6 |
1.618 |
4,327.6 |
1.000 |
4,280.0 |
0.618 |
4,250.6 |
HIGH |
4,203.0 |
0.618 |
4,173.6 |
0.500 |
4,164.5 |
0.382 |
4,155.4 |
LOW |
4,126.0 |
0.618 |
4,078.4 |
1.000 |
4,049.0 |
1.618 |
4,001.4 |
2.618 |
3,924.4 |
4.250 |
3,798.8 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,176.2 |
4,160.3 |
PP |
4,170.3 |
4,138.7 |
S1 |
4,164.5 |
4,117.0 |
|