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 |
14,460.00 |
14,761.25 |
301.25 |
2.1% |
14,680.00 |
High |
14,762.00 |
15,017.25 |
255.25 |
1.7% |
14,948.75 |
Low |
14,410.75 |
14,760.00 |
349.25 |
2.4% |
14,140.25 |
Close |
14,744.50 |
14,998.00 |
253.50 |
1.7% |
14,265.25 |
Range |
351.25 |
257.25 |
-94.00 |
-26.8% |
808.50 |
ATR |
272.79 |
272.79 |
0.00 |
0.0% |
0.00 |
Volume |
741,817 |
652,481 |
-89,336 |
-12.0% |
4,059,162 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,696.75 |
15,604.75 |
15,139.50 |
|
R3 |
15,439.50 |
15,347.50 |
15,068.75 |
|
R2 |
15,182.25 |
15,182.25 |
15,045.25 |
|
R1 |
15,090.25 |
15,090.25 |
15,021.50 |
15,136.25 |
PP |
14,925.00 |
14,925.00 |
14,925.00 |
14,948.00 |
S1 |
14,833.00 |
14,833.00 |
14,974.50 |
14,879.00 |
S2 |
14,667.75 |
14,667.75 |
14,950.75 |
|
S3 |
14,410.50 |
14,575.75 |
14,927.25 |
|
S4 |
14,153.25 |
14,318.50 |
14,856.50 |
|
|
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 |
15,017.25 |
14,209.75 |
807.50 |
5.4% |
234.50 |
1.6% |
98% |
True |
False |
718,772 |
10 |
15,017.25 |
14,140.25 |
877.00 |
5.8% |
272.75 |
1.8% |
98% |
True |
False |
771,760 |
20 |
15,468.75 |
14,140.25 |
1,328.50 |
8.9% |
274.75 |
1.8% |
65% |
False |
False |
762,977 |
40 |
15,719.75 |
14,140.25 |
1,579.50 |
10.5% |
260.00 |
1.7% |
54% |
False |
False |
705,420 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.4% |
260.25 |
1.7% |
50% |
False |
False |
471,839 |
80 |
16,264.25 |
14,140.25 |
2,124.00 |
14.2% |
255.75 |
1.7% |
40% |
False |
False |
354,357 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
14.2% |
249.50 |
1.7% |
40% |
False |
False |
283,743 |
120 |
16,264.25 |
13,650.50 |
2,613.75 |
17.4% |
243.00 |
1.6% |
52% |
False |
False |
236,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,110.50 |
2.618 |
15,690.75 |
1.618 |
15,433.50 |
1.000 |
15,274.50 |
0.618 |
15,176.25 |
HIGH |
15,017.25 |
0.618 |
14,919.00 |
0.500 |
14,888.50 |
0.382 |
14,858.25 |
LOW |
14,760.00 |
0.618 |
14,601.00 |
1.000 |
14,502.75 |
1.618 |
14,343.75 |
2.618 |
14,086.50 |
4.250 |
13,666.75 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
14,961.50 |
14,886.75 |
PP |
14,925.00 |
14,775.50 |
S1 |
14,888.50 |
14,664.25 |
|