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 |
4,327.50 |
4,379.25 |
51.75 |
1.2% |
4,148.00 |
High |
4,391.75 |
4,389.50 |
-2.25 |
-0.1% |
4,391.75 |
Low |
4,325.50 |
4,364.25 |
38.75 |
0.9% |
4,143.50 |
Close |
4,376.00 |
4,384.25 |
8.25 |
0.2% |
4,376.00 |
Range |
66.25 |
25.25 |
-41.00 |
-61.9% |
248.25 |
ATR |
63.62 |
60.88 |
-2.74 |
-4.3% |
0.00 |
Volume |
1,803,552 |
1,348,878 |
-454,674 |
-25.2% |
9,391,050 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,455.00 |
4,445.00 |
4,398.25 |
|
R3 |
4,429.75 |
4,419.75 |
4,391.25 |
|
R2 |
4,404.50 |
4,404.50 |
4,389.00 |
|
R1 |
4,394.50 |
4,394.50 |
4,386.50 |
4,399.50 |
PP |
4,379.25 |
4,379.25 |
4,379.25 |
4,382.00 |
S1 |
4,369.25 |
4,369.25 |
4,382.00 |
4,374.25 |
S2 |
4,354.00 |
4,354.00 |
4,379.50 |
|
S3 |
4,328.75 |
4,344.00 |
4,377.25 |
|
S4 |
4,303.50 |
4,318.75 |
4,370.25 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,048.50 |
4,960.50 |
4,512.50 |
|
R3 |
4,800.25 |
4,712.25 |
4,444.25 |
|
R2 |
4,552.00 |
4,552.00 |
4,421.50 |
|
R1 |
4,464.00 |
4,464.00 |
4,398.75 |
4,508.00 |
PP |
4,303.75 |
4,303.75 |
4,303.75 |
4,325.75 |
S1 |
4,215.75 |
4,215.75 |
4,353.25 |
4,259.75 |
S2 |
4,055.50 |
4,055.50 |
4,330.50 |
|
S3 |
3,807.25 |
3,967.50 |
4,307.75 |
|
S4 |
3,559.00 |
3,719.25 |
4,239.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,391.75 |
4,166.75 |
225.00 |
5.1% |
59.00 |
1.3% |
97% |
False |
False |
1,767,063 |
10 |
4,391.75 |
4,122.25 |
269.50 |
6.1% |
59.00 |
1.3% |
97% |
False |
False |
1,914,382 |
20 |
4,430.50 |
4,122.25 |
308.25 |
7.0% |
60.75 |
1.4% |
85% |
False |
False |
1,956,954 |
40 |
4,566.00 |
4,122.25 |
443.75 |
10.1% |
60.00 |
1.4% |
59% |
False |
False |
1,880,003 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.8% |
57.00 |
1.3% |
55% |
False |
False |
1,308,590 |
80 |
4,685.50 |
4,122.25 |
563.25 |
12.8% |
54.25 |
1.2% |
47% |
False |
False |
982,256 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.8% |
51.75 |
1.2% |
47% |
False |
False |
786,162 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.8% |
51.00 |
1.2% |
47% |
False |
False |
655,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,496.75 |
2.618 |
4,455.50 |
1.618 |
4,430.25 |
1.000 |
4,414.75 |
0.618 |
4,405.00 |
HIGH |
4,389.50 |
0.618 |
4,379.75 |
0.500 |
4,377.00 |
0.382 |
4,374.00 |
LOW |
4,364.25 |
0.618 |
4,348.75 |
1.000 |
4,339.00 |
1.618 |
4,323.50 |
2.618 |
4,298.25 |
4.250 |
4,257.00 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,381.75 |
4,364.50 |
PP |
4,379.25 |
4,344.50 |
S1 |
4,377.00 |
4,324.75 |
|