Trading Metrics calculated at close of trading on 08-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,165.0 |
4,161.0 |
-4.0 |
-0.1% |
4,024.0 |
High |
4,178.0 |
4,210.0 |
32.0 |
0.8% |
4,210.0 |
Low |
4,146.0 |
4,143.0 |
-3.0 |
-0.1% |
4,022.0 |
Close |
4,165.0 |
4,191.0 |
26.0 |
0.6% |
4,192.0 |
Range |
32.0 |
67.0 |
35.0 |
109.4% |
188.0 |
ATR |
58.3 |
58.9 |
0.6 |
1.1% |
0.0 |
Volume |
646,792 |
834,665 |
187,873 |
29.0% |
4,390,522 |
|
Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,382.3 |
4,353.7 |
4,227.9 |
|
R3 |
4,315.3 |
4,286.7 |
4,209.4 |
|
R2 |
4,248.3 |
4,248.3 |
4,203.3 |
|
R1 |
4,219.7 |
4,219.7 |
4,197.1 |
4,234.0 |
PP |
4,181.3 |
4,181.3 |
4,181.3 |
4,188.5 |
S1 |
4,152.7 |
4,152.7 |
4,184.9 |
4,167.0 |
S2 |
4,114.3 |
4,114.3 |
4,178.7 |
|
S3 |
4,047.3 |
4,085.7 |
4,172.6 |
|
S4 |
3,980.3 |
4,018.7 |
4,154.2 |
|
|
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 |
4,126.0 |
84.0 |
2.0% |
51.2 |
1.2% |
77% |
True |
False |
853,223 |
10 |
4,210.0 |
4,001.0 |
209.0 |
5.0% |
54.8 |
1.3% |
91% |
True |
False |
845,655 |
20 |
4,256.0 |
4,001.0 |
255.0 |
6.1% |
57.4 |
1.4% |
75% |
False |
False |
854,161 |
40 |
4,359.0 |
4,001.0 |
358.0 |
8.5% |
59.5 |
1.4% |
53% |
False |
False |
854,111 |
60 |
4,388.0 |
4,001.0 |
387.0 |
9.2% |
56.9 |
1.4% |
49% |
False |
False |
648,312 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.7% |
53.4 |
1.3% |
36% |
False |
False |
486,613 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.7% |
49.5 |
1.2% |
36% |
False |
False |
389,474 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.7% |
44.2 |
1.1% |
36% |
False |
False |
324,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,494.8 |
2.618 |
4,385.4 |
1.618 |
4,318.4 |
1.000 |
4,277.0 |
0.618 |
4,251.4 |
HIGH |
4,210.0 |
0.618 |
4,184.4 |
0.500 |
4,176.5 |
0.382 |
4,168.6 |
LOW |
4,143.0 |
0.618 |
4,101.6 |
1.000 |
4,076.0 |
1.618 |
4,034.6 |
2.618 |
3,967.6 |
4.250 |
3,858.3 |
|
|
Fisher Pivots for day following 08-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,186.2 |
4,186.2 |
PP |
4,181.3 |
4,181.3 |
S1 |
4,176.5 |
4,176.5 |
|