Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,202.0 |
4,192.0 |
-10.0 |
-0.2% |
4,024.0 |
High |
4,210.0 |
4,203.0 |
-7.0 |
-0.2% |
4,210.0 |
Low |
4,176.0 |
4,157.0 |
-19.0 |
-0.5% |
4,022.0 |
Close |
4,192.0 |
4,172.0 |
-20.0 |
-0.5% |
4,192.0 |
Range |
34.0 |
46.0 |
12.0 |
35.3% |
188.0 |
ATR |
61.5 |
60.4 |
-1.1 |
-1.8% |
0.0 |
Volume |
928,699 |
652,134 |
-276,565 |
-29.8% |
4,390,522 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,315.3 |
4,289.7 |
4,197.3 |
|
R3 |
4,269.3 |
4,243.7 |
4,184.7 |
|
R2 |
4,223.3 |
4,223.3 |
4,180.4 |
|
R1 |
4,197.7 |
4,197.7 |
4,176.2 |
4,187.5 |
PP |
4,177.3 |
4,177.3 |
4,177.3 |
4,172.3 |
S1 |
4,151.7 |
4,151.7 |
4,167.8 |
4,141.5 |
S2 |
4,131.3 |
4,131.3 |
4,163.6 |
|
S3 |
4,085.3 |
4,105.7 |
4,159.4 |
|
S4 |
4,039.3 |
4,059.7 |
4,146.7 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,705.3 |
4,636.7 |
4,295.4 |
|
R3 |
4,517.3 |
4,448.7 |
4,243.7 |
|
R2 |
4,329.3 |
4,329.3 |
4,226.5 |
|
R1 |
4,260.7 |
4,260.7 |
4,209.2 |
4,295.0 |
PP |
4,141.3 |
4,141.3 |
4,141.3 |
4,158.5 |
S1 |
4,072.7 |
4,072.7 |
4,174.8 |
4,107.0 |
S2 |
3,953.3 |
3,953.3 |
4,157.5 |
|
S3 |
3,765.3 |
3,884.7 |
4,140.3 |
|
S4 |
3,577.3 |
3,696.7 |
4,088.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,210.0 |
4,031.0 |
179.0 |
4.3% |
55.2 |
1.3% |
79% |
False |
False |
875,939 |
10 |
4,210.0 |
4,001.0 |
209.0 |
5.0% |
55.0 |
1.3% |
82% |
False |
False |
858,819 |
20 |
4,256.0 |
4,001.0 |
255.0 |
6.1% |
58.8 |
1.4% |
67% |
False |
False |
868,306 |
40 |
4,359.0 |
4,001.0 |
358.0 |
8.6% |
59.1 |
1.4% |
48% |
False |
False |
880,919 |
60 |
4,388.0 |
4,001.0 |
387.0 |
9.3% |
57.0 |
1.4% |
44% |
False |
False |
623,731 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.8% |
52.9 |
1.3% |
32% |
False |
False |
468,099 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.8% |
48.9 |
1.2% |
32% |
False |
False |
374,660 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.8% |
43.4 |
1.0% |
32% |
False |
False |
312,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,398.5 |
2.618 |
4,323.4 |
1.618 |
4,277.4 |
1.000 |
4,249.0 |
0.618 |
4,231.4 |
HIGH |
4,203.0 |
0.618 |
4,185.4 |
0.500 |
4,180.0 |
0.382 |
4,174.6 |
LOW |
4,157.0 |
0.618 |
4,128.6 |
1.000 |
4,111.0 |
1.618 |
4,082.6 |
2.618 |
4,036.6 |
4.250 |
3,961.5 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,180.0 |
4,170.7 |
PP |
4,177.3 |
4,169.3 |
S1 |
4,174.7 |
4,168.0 |
|