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 |
4,380.00 |
4,397.50 |
17.50 |
0.4% |
4,148.00 |
High |
4,403.25 |
4,407.75 |
4.50 |
0.1% |
4,391.75 |
Low |
4,366.00 |
4,375.00 |
9.00 |
0.2% |
4,143.50 |
Close |
4,396.00 |
4,399.50 |
3.50 |
0.1% |
4,376.00 |
Range |
37.25 |
32.75 |
-4.50 |
-12.1% |
248.25 |
ATR |
59.19 |
57.30 |
-1.89 |
-3.2% |
0.00 |
Volume |
1,371,257 |
1,390,288 |
19,031 |
1.4% |
9,391,050 |
|
Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,492.25 |
4,478.75 |
4,417.50 |
|
R3 |
4,459.50 |
4,446.00 |
4,408.50 |
|
R2 |
4,426.75 |
4,426.75 |
4,405.50 |
|
R1 |
4,413.25 |
4,413.25 |
4,402.50 |
4,420.00 |
PP |
4,394.00 |
4,394.00 |
4,394.00 |
4,397.50 |
S1 |
4,380.50 |
4,380.50 |
4,396.50 |
4,387.25 |
S2 |
4,361.25 |
4,361.25 |
4,393.50 |
|
S3 |
4,328.50 |
4,347.75 |
4,390.50 |
|
S4 |
4,295.75 |
4,315.00 |
4,381.50 |
|
|
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 |
4,407.75 |
4,257.75 |
150.00 |
3.4% |
48.75 |
1.1% |
95% |
True |
False |
1,546,714 |
10 |
4,407.75 |
4,122.25 |
285.50 |
6.5% |
54.00 |
1.2% |
97% |
True |
False |
1,811,664 |
20 |
4,430.50 |
4,122.25 |
308.25 |
7.0% |
59.50 |
1.4% |
90% |
False |
False |
1,940,036 |
40 |
4,566.00 |
4,122.25 |
443.75 |
10.1% |
60.25 |
1.4% |
62% |
False |
False |
1,857,938 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.8% |
56.25 |
1.3% |
58% |
False |
False |
1,354,543 |
80 |
4,685.50 |
4,122.25 |
563.25 |
12.8% |
54.00 |
1.2% |
49% |
False |
False |
1,016,747 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.8% |
51.25 |
1.2% |
49% |
False |
False |
813,734 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.8% |
50.50 |
1.1% |
49% |
False |
False |
678,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,547.00 |
2.618 |
4,493.50 |
1.618 |
4,460.75 |
1.000 |
4,440.50 |
0.618 |
4,428.00 |
HIGH |
4,407.75 |
0.618 |
4,395.25 |
0.500 |
4,391.50 |
0.382 |
4,387.50 |
LOW |
4,375.00 |
0.618 |
4,354.75 |
1.000 |
4,342.25 |
1.618 |
4,322.00 |
2.618 |
4,289.25 |
4.250 |
4,235.75 |
|
|
Fisher Pivots for day following 08-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,396.75 |
4,395.00 |
PP |
4,394.00 |
4,390.50 |
S1 |
4,391.50 |
4,386.00 |
|