Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
14,928.00 |
15,187.00 |
259.00 |
1.7% |
14,336.00 |
High |
15,228.50 |
15,257.50 |
29.00 |
0.2% |
15,228.50 |
Low |
14,925.50 |
15,138.00 |
212.50 |
1.4% |
14,303.00 |
Close |
15,178.75 |
15,232.50 |
53.75 |
0.4% |
15,178.75 |
Range |
303.00 |
119.50 |
-183.50 |
-60.6% |
925.50 |
ATR |
274.95 |
263.84 |
-11.10 |
-4.0% |
0.00 |
Volume |
633,835 |
496,129 |
-137,706 |
-21.7% |
3,445,598 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,567.75 |
15,519.75 |
15,298.25 |
|
R3 |
15,448.25 |
15,400.25 |
15,265.25 |
|
R2 |
15,328.75 |
15,328.75 |
15,254.50 |
|
R1 |
15,280.75 |
15,280.75 |
15,243.50 |
15,304.75 |
PP |
15,209.25 |
15,209.25 |
15,209.25 |
15,221.50 |
S1 |
15,161.25 |
15,161.25 |
15,221.50 |
15,185.25 |
S2 |
15,089.75 |
15,089.75 |
15,210.50 |
|
S3 |
14,970.25 |
15,041.75 |
15,199.75 |
|
S4 |
14,850.75 |
14,922.25 |
15,166.75 |
|
|
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 |
15,257.50 |
14,311.25 |
946.25 |
6.2% |
244.75 |
1.6% |
97% |
True |
False |
647,373 |
10 |
15,257.50 |
14,140.25 |
1,117.25 |
7.3% |
256.75 |
1.7% |
98% |
True |
False |
723,515 |
20 |
15,468.75 |
14,140.25 |
1,328.50 |
8.7% |
257.50 |
1.7% |
82% |
False |
False |
746,591 |
40 |
15,719.75 |
14,140.25 |
1,579.50 |
10.4% |
261.25 |
1.7% |
69% |
False |
False |
714,372 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.3% |
258.25 |
1.7% |
64% |
False |
False |
490,613 |
80 |
16,264.25 |
14,140.25 |
2,124.00 |
13.9% |
255.00 |
1.7% |
51% |
False |
False |
368,442 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.9% |
249.25 |
1.6% |
51% |
False |
False |
295,036 |
120 |
16,264.25 |
13,779.00 |
2,485.25 |
16.3% |
244.75 |
1.6% |
58% |
False |
False |
245,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,765.50 |
2.618 |
15,570.25 |
1.618 |
15,450.75 |
1.000 |
15,377.00 |
0.618 |
15,331.25 |
HIGH |
15,257.50 |
0.618 |
15,211.75 |
0.500 |
15,197.75 |
0.382 |
15,183.75 |
LOW |
15,138.00 |
0.618 |
15,064.25 |
1.000 |
15,018.50 |
1.618 |
14,944.75 |
2.618 |
14,825.25 |
4.250 |
14,630.00 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,221.00 |
15,158.00 |
PP |
15,209.25 |
15,083.25 |
S1 |
15,197.75 |
15,008.75 |
|