Trading Metrics calculated at close of trading on 03-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
14,761.25 |
14,928.00 |
166.75 |
1.1% |
14,336.00 |
High |
15,017.25 |
15,228.50 |
211.25 |
1.4% |
15,228.50 |
Low |
14,760.00 |
14,925.50 |
165.50 |
1.1% |
14,303.00 |
Close |
14,998.00 |
15,178.75 |
180.75 |
1.2% |
15,178.75 |
Range |
257.25 |
303.00 |
45.75 |
17.8% |
925.50 |
ATR |
272.79 |
274.95 |
2.16 |
0.8% |
0.00 |
Volume |
652,481 |
633,835 |
-18,646 |
-2.9% |
3,445,598 |
|
Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,020.00 |
15,902.25 |
15,345.50 |
|
R3 |
15,717.00 |
15,599.25 |
15,262.00 |
|
R2 |
15,414.00 |
15,414.00 |
15,234.25 |
|
R1 |
15,296.25 |
15,296.25 |
15,206.50 |
15,355.00 |
PP |
15,111.00 |
15,111.00 |
15,111.00 |
15,140.25 |
S1 |
14,993.25 |
14,993.25 |
15,151.00 |
15,052.00 |
S2 |
14,808.00 |
14,808.00 |
15,123.25 |
|
S3 |
14,505.00 |
14,690.25 |
15,095.50 |
|
S4 |
14,202.00 |
14,387.25 |
15,012.00 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,680.00 |
17,354.75 |
15,687.75 |
|
R3 |
16,754.50 |
16,429.25 |
15,433.25 |
|
R2 |
15,829.00 |
15,829.00 |
15,348.50 |
|
R1 |
15,503.75 |
15,503.75 |
15,263.50 |
15,666.50 |
PP |
14,903.50 |
14,903.50 |
14,903.50 |
14,984.75 |
S1 |
14,578.25 |
14,578.25 |
15,094.00 |
14,741.00 |
S2 |
13,978.00 |
13,978.00 |
15,009.00 |
|
S3 |
13,052.50 |
13,652.75 |
14,924.25 |
|
S4 |
12,127.00 |
12,727.25 |
14,669.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,228.50 |
14,303.00 |
925.50 |
6.1% |
255.50 |
1.7% |
95% |
True |
False |
689,119 |
10 |
15,228.50 |
14,140.25 |
1,088.25 |
7.2% |
278.75 |
1.8% |
95% |
True |
False |
750,476 |
20 |
15,468.75 |
14,140.25 |
1,328.50 |
8.8% |
264.75 |
1.7% |
78% |
False |
False |
752,638 |
40 |
15,719.75 |
14,140.25 |
1,579.50 |
10.4% |
263.25 |
1.7% |
66% |
False |
False |
717,134 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.3% |
260.25 |
1.7% |
61% |
False |
False |
482,368 |
80 |
16,264.25 |
14,140.25 |
2,124.00 |
14.0% |
256.00 |
1.7% |
49% |
False |
False |
362,257 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
14.0% |
250.75 |
1.7% |
49% |
False |
False |
290,078 |
120 |
16,264.25 |
13,730.50 |
2,533.75 |
16.7% |
244.50 |
1.6% |
57% |
False |
False |
241,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,516.25 |
2.618 |
16,021.75 |
1.618 |
15,718.75 |
1.000 |
15,531.50 |
0.618 |
15,415.75 |
HIGH |
15,228.50 |
0.618 |
15,112.75 |
0.500 |
15,077.00 |
0.382 |
15,041.25 |
LOW |
14,925.50 |
0.618 |
14,738.25 |
1.000 |
14,622.50 |
1.618 |
14,435.25 |
2.618 |
14,132.25 |
4.250 |
13,637.75 |
|
|
Fisher Pivots for day following 03-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,144.75 |
15,059.00 |
PP |
15,111.00 |
14,939.25 |
S1 |
15,077.00 |
14,819.50 |
|