Trading Metrics calculated at close of trading on 07-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,192.0 |
4,165.0 |
-27.0 |
-0.6% |
4,024.0 |
High |
4,203.0 |
4,178.0 |
-25.0 |
-0.6% |
4,210.0 |
Low |
4,157.0 |
4,146.0 |
-11.0 |
-0.3% |
4,022.0 |
Close |
4,172.0 |
4,165.0 |
-7.0 |
-0.2% |
4,192.0 |
Range |
46.0 |
32.0 |
-14.0 |
-30.4% |
188.0 |
ATR |
60.4 |
58.3 |
-2.0 |
-3.4% |
0.0 |
Volume |
652,134 |
646,792 |
-5,342 |
-0.8% |
4,390,522 |
|
Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,259.0 |
4,244.0 |
4,182.6 |
|
R3 |
4,227.0 |
4,212.0 |
4,173.8 |
|
R2 |
4,195.0 |
4,195.0 |
4,170.9 |
|
R1 |
4,180.0 |
4,180.0 |
4,167.9 |
4,181.0 |
PP |
4,163.0 |
4,163.0 |
4,163.0 |
4,163.5 |
S1 |
4,148.0 |
4,148.0 |
4,162.1 |
4,149.0 |
S2 |
4,131.0 |
4,131.0 |
4,159.1 |
|
S3 |
4,099.0 |
4,116.0 |
4,156.2 |
|
S4 |
4,067.0 |
4,084.0 |
4,147.4 |
|
|
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 |
4,063.0 |
147.0 |
3.5% |
50.4 |
1.2% |
69% |
False |
False |
841,376 |
10 |
4,210.0 |
4,001.0 |
209.0 |
5.0% |
52.6 |
1.3% |
78% |
False |
False |
846,128 |
20 |
4,256.0 |
4,001.0 |
255.0 |
6.1% |
56.5 |
1.4% |
64% |
False |
False |
851,720 |
40 |
4,359.0 |
4,001.0 |
358.0 |
8.6% |
59.0 |
1.4% |
46% |
False |
False |
860,670 |
60 |
4,388.0 |
4,001.0 |
387.0 |
9.3% |
57.0 |
1.4% |
42% |
False |
False |
634,509 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.8% |
52.9 |
1.3% |
31% |
False |
False |
476,183 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.8% |
49.0 |
1.2% |
31% |
False |
False |
381,128 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.8% |
43.7 |
1.0% |
31% |
False |
False |
317,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,314.0 |
2.618 |
4,261.8 |
1.618 |
4,229.8 |
1.000 |
4,210.0 |
0.618 |
4,197.8 |
HIGH |
4,178.0 |
0.618 |
4,165.8 |
0.500 |
4,162.0 |
0.382 |
4,158.2 |
LOW |
4,146.0 |
0.618 |
4,126.2 |
1.000 |
4,114.0 |
1.618 |
4,094.2 |
2.618 |
4,062.2 |
4.250 |
4,010.0 |
|
|
Fisher Pivots for day following 07-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,164.0 |
4,178.0 |
PP |
4,163.0 |
4,173.7 |
S1 |
4,162.0 |
4,169.3 |
|