Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
14,410.50 |
14,460.00 |
49.50 |
0.3% |
14,680.00 |
High |
14,503.75 |
14,762.00 |
258.25 |
1.8% |
14,948.75 |
Low |
14,311.25 |
14,410.75 |
99.50 |
0.7% |
14,140.25 |
Close |
14,490.25 |
14,744.50 |
254.25 |
1.8% |
14,265.25 |
Range |
192.50 |
351.25 |
158.75 |
82.5% |
808.50 |
ATR |
266.76 |
272.79 |
6.04 |
2.3% |
0.00 |
Volume |
712,605 |
741,817 |
29,212 |
4.1% |
4,059,162 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,692.75 |
15,570.00 |
14,937.75 |
|
R3 |
15,341.50 |
15,218.75 |
14,841.00 |
|
R2 |
14,990.25 |
14,990.25 |
14,809.00 |
|
R1 |
14,867.50 |
14,867.50 |
14,776.75 |
14,929.00 |
PP |
14,639.00 |
14,639.00 |
14,639.00 |
14,669.75 |
S1 |
14,516.25 |
14,516.25 |
14,712.25 |
14,577.50 |
S2 |
14,287.75 |
14,287.75 |
14,680.00 |
|
S3 |
13,936.50 |
14,165.00 |
14,648.00 |
|
S4 |
13,585.25 |
13,813.75 |
14,551.25 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,877.00 |
16,379.50 |
14,710.00 |
|
R3 |
16,068.50 |
15,571.00 |
14,487.50 |
|
R2 |
15,260.00 |
15,260.00 |
14,413.50 |
|
R1 |
14,762.50 |
14,762.50 |
14,339.25 |
14,607.00 |
PP |
14,451.50 |
14,451.50 |
14,451.50 |
14,373.50 |
S1 |
13,954.00 |
13,954.00 |
14,191.25 |
13,798.50 |
S2 |
13,643.00 |
13,643.00 |
14,117.00 |
|
S3 |
12,834.50 |
13,145.50 |
14,043.00 |
|
S4 |
12,026.00 |
12,337.00 |
13,820.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,762.00 |
14,140.25 |
621.75 |
4.2% |
246.75 |
1.7% |
97% |
True |
False |
785,795 |
10 |
15,138.25 |
14,140.25 |
998.00 |
6.8% |
276.75 |
1.9% |
61% |
False |
False |
808,481 |
20 |
15,468.75 |
14,140.25 |
1,328.50 |
9.0% |
274.00 |
1.9% |
45% |
False |
False |
764,176 |
40 |
15,719.75 |
14,140.25 |
1,579.50 |
10.7% |
259.50 |
1.8% |
38% |
False |
False |
689,734 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.6% |
260.50 |
1.8% |
35% |
False |
False |
461,012 |
80 |
16,264.25 |
14,140.25 |
2,124.00 |
14.4% |
255.75 |
1.7% |
28% |
False |
False |
346,223 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
14.4% |
249.50 |
1.7% |
28% |
False |
False |
277,223 |
120 |
16,264.25 |
13,609.00 |
2,655.25 |
18.0% |
242.00 |
1.6% |
43% |
False |
False |
231,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,254.75 |
2.618 |
15,681.50 |
1.618 |
15,330.25 |
1.000 |
15,113.25 |
0.618 |
14,979.00 |
HIGH |
14,762.00 |
0.618 |
14,627.75 |
0.500 |
14,586.50 |
0.382 |
14,545.00 |
LOW |
14,410.75 |
0.618 |
14,193.75 |
1.000 |
14,059.50 |
1.618 |
13,842.50 |
2.618 |
13,491.25 |
4.250 |
12,918.00 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
14,691.75 |
14,673.75 |
PP |
14,639.00 |
14,603.25 |
S1 |
14,586.50 |
14,532.50 |
|