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 |
4,205.00 |
4,258.50 |
53.50 |
1.3% |
4,256.25 |
High |
4,264.75 |
4,339.75 |
75.00 |
1.8% |
4,290.50 |
Low |
4,191.25 |
4,257.75 |
66.50 |
1.6% |
4,122.25 |
Close |
4,256.00 |
4,335.75 |
79.75 |
1.9% |
4,137.75 |
Range |
73.50 |
82.00 |
8.50 |
11.6% |
168.25 |
ATR |
61.86 |
63.42 |
1.56 |
2.5% |
0.00 |
Volume |
2,027,080 |
1,819,596 |
-207,484 |
-10.2% |
10,367,569 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,557.00 |
4,528.50 |
4,380.75 |
|
R3 |
4,475.00 |
4,446.50 |
4,358.25 |
|
R2 |
4,393.00 |
4,393.00 |
4,350.75 |
|
R1 |
4,364.50 |
4,364.50 |
4,343.25 |
4,378.75 |
PP |
4,311.00 |
4,311.00 |
4,311.00 |
4,318.25 |
S1 |
4,282.50 |
4,282.50 |
4,328.25 |
4,296.75 |
S2 |
4,229.00 |
4,229.00 |
4,320.75 |
|
S3 |
4,147.00 |
4,200.50 |
4,313.25 |
|
S4 |
4,065.00 |
4,118.50 |
4,290.75 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,688.25 |
4,581.25 |
4,230.25 |
|
R3 |
4,520.00 |
4,413.00 |
4,184.00 |
|
R2 |
4,351.75 |
4,351.75 |
4,168.50 |
|
R1 |
4,244.75 |
4,244.75 |
4,153.25 |
4,214.00 |
PP |
4,183.50 |
4,183.50 |
4,183.50 |
4,168.25 |
S1 |
4,076.50 |
4,076.50 |
4,122.25 |
4,046.00 |
S2 |
4,015.25 |
4,015.25 |
4,107.00 |
|
S3 |
3,847.00 |
3,908.25 |
4,091.50 |
|
S4 |
3,678.75 |
3,740.00 |
4,045.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,339.75 |
4,122.25 |
217.50 |
5.0% |
64.00 |
1.5% |
98% |
True |
False |
1,956,653 |
10 |
4,339.75 |
4,122.25 |
217.50 |
5.0% |
62.50 |
1.4% |
98% |
True |
False |
2,028,387 |
20 |
4,430.50 |
4,122.25 |
308.25 |
7.1% |
65.75 |
1.5% |
69% |
False |
False |
1,984,418 |
40 |
4,566.00 |
4,122.25 |
443.75 |
10.2% |
59.50 |
1.4% |
48% |
False |
False |
1,874,468 |
60 |
4,597.50 |
4,122.25 |
475.25 |
11.0% |
57.25 |
1.3% |
45% |
False |
False |
1,256,151 |
80 |
4,685.50 |
4,122.25 |
563.25 |
13.0% |
53.75 |
1.2% |
38% |
False |
False |
942,903 |
100 |
4,685.50 |
4,122.25 |
563.25 |
13.0% |
51.75 |
1.2% |
38% |
False |
False |
754,667 |
120 |
4,685.50 |
4,122.25 |
563.25 |
13.0% |
50.50 |
1.2% |
38% |
False |
False |
629,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,688.25 |
2.618 |
4,554.50 |
1.618 |
4,472.50 |
1.000 |
4,421.75 |
0.618 |
4,390.50 |
HIGH |
4,339.75 |
0.618 |
4,308.50 |
0.500 |
4,298.75 |
0.382 |
4,289.00 |
LOW |
4,257.75 |
0.618 |
4,207.00 |
1.000 |
4,175.75 |
1.618 |
4,125.00 |
2.618 |
4,043.00 |
4.250 |
3,909.25 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,323.50 |
4,308.25 |
PP |
4,311.00 |
4,280.75 |
S1 |
4,298.75 |
4,253.25 |
|