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 |
4,379.25 |
4,380.00 |
0.75 |
0.0% |
4,148.00 |
High |
4,389.50 |
4,403.25 |
13.75 |
0.3% |
4,391.75 |
Low |
4,364.25 |
4,366.00 |
1.75 |
0.0% |
4,143.50 |
Close |
4,384.25 |
4,396.00 |
11.75 |
0.3% |
4,376.00 |
Range |
25.25 |
37.25 |
12.00 |
47.5% |
248.25 |
ATR |
60.88 |
59.19 |
-1.69 |
-2.8% |
0.00 |
Volume |
1,348,878 |
1,371,257 |
22,379 |
1.7% |
9,391,050 |
|
Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,500.25 |
4,485.25 |
4,416.50 |
|
R3 |
4,463.00 |
4,448.00 |
4,406.25 |
|
R2 |
4,425.75 |
4,425.75 |
4,402.75 |
|
R1 |
4,410.75 |
4,410.75 |
4,399.50 |
4,418.25 |
PP |
4,388.50 |
4,388.50 |
4,388.50 |
4,392.00 |
S1 |
4,373.50 |
4,373.50 |
4,392.50 |
4,381.00 |
S2 |
4,351.25 |
4,351.25 |
4,389.25 |
|
S3 |
4,314.00 |
4,336.25 |
4,385.75 |
|
S4 |
4,276.75 |
4,299.00 |
4,375.50 |
|
|
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 |
4,403.25 |
4,191.25 |
212.00 |
4.8% |
56.75 |
1.3% |
97% |
True |
False |
1,674,072 |
10 |
4,403.25 |
4,122.25 |
281.00 |
6.4% |
57.75 |
1.3% |
97% |
True |
False |
1,870,799 |
20 |
4,430.50 |
4,122.25 |
308.25 |
7.0% |
60.00 |
1.4% |
89% |
False |
False |
1,945,003 |
40 |
4,566.00 |
4,122.25 |
443.75 |
10.1% |
60.25 |
1.4% |
62% |
False |
False |
1,867,510 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.8% |
57.00 |
1.3% |
58% |
False |
False |
1,331,415 |
80 |
4,685.50 |
4,122.25 |
563.25 |
12.8% |
54.00 |
1.2% |
49% |
False |
False |
999,381 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.8% |
51.25 |
1.2% |
49% |
False |
False |
799,859 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.8% |
50.75 |
1.2% |
49% |
False |
False |
666,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,561.50 |
2.618 |
4,500.75 |
1.618 |
4,463.50 |
1.000 |
4,440.50 |
0.618 |
4,426.25 |
HIGH |
4,403.25 |
0.618 |
4,389.00 |
0.500 |
4,384.50 |
0.382 |
4,380.25 |
LOW |
4,366.00 |
0.618 |
4,343.00 |
1.000 |
4,328.75 |
1.618 |
4,305.75 |
2.618 |
4,268.50 |
4.250 |
4,207.75 |
|
|
Fisher Pivots for day following 07-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,392.25 |
4,385.50 |
PP |
4,388.50 |
4,375.00 |
S1 |
4,384.50 |
4,364.50 |
|