| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
15,187.00 |
15,215.00 |
28.00 |
0.2% |
14,336.00 |
| High |
15,257.50 |
15,412.25 |
154.75 |
1.0% |
15,228.50 |
| Low |
15,138.00 |
15,176.00 |
38.00 |
0.3% |
14,303.00 |
| Close |
15,232.50 |
15,374.25 |
141.75 |
0.9% |
15,178.75 |
| Range |
119.50 |
236.25 |
116.75 |
97.7% |
925.50 |
| ATR |
263.84 |
261.87 |
-1.97 |
-0.7% |
0.00 |
| Volume |
496,129 |
585,124 |
88,995 |
17.9% |
3,445,598 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,029.50 |
15,938.25 |
15,504.25 |
|
| R3 |
15,793.25 |
15,702.00 |
15,439.25 |
|
| R2 |
15,557.00 |
15,557.00 |
15,417.50 |
|
| R1 |
15,465.75 |
15,465.75 |
15,396.00 |
15,511.50 |
| PP |
15,320.75 |
15,320.75 |
15,320.75 |
15,343.75 |
| S1 |
15,229.50 |
15,229.50 |
15,352.50 |
15,275.00 |
| S2 |
15,084.50 |
15,084.50 |
15,331.00 |
|
| S3 |
14,848.25 |
14,993.25 |
15,309.25 |
|
| S4 |
14,612.00 |
14,757.00 |
15,244.25 |
|
|
| 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 |
15,412.25 |
14,410.75 |
1,001.50 |
6.5% |
253.50 |
1.6% |
96% |
True |
False |
621,877 |
| 10 |
15,412.25 |
14,140.25 |
1,272.00 |
8.3% |
256.00 |
1.7% |
97% |
True |
False |
711,722 |
| 20 |
15,468.75 |
14,140.25 |
1,328.50 |
8.6% |
258.75 |
1.7% |
93% |
False |
False |
743,417 |
| 40 |
15,719.75 |
14,140.25 |
1,579.50 |
10.3% |
262.25 |
1.7% |
78% |
False |
False |
712,913 |
| 60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.2% |
258.00 |
1.7% |
72% |
False |
False |
500,320 |
| 80 |
16,264.25 |
14,140.25 |
2,124.00 |
13.8% |
255.25 |
1.7% |
58% |
False |
False |
375,742 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.8% |
248.00 |
1.6% |
58% |
False |
False |
300,876 |
| 120 |
16,264.25 |
13,888.50 |
2,375.75 |
15.5% |
245.25 |
1.6% |
63% |
False |
False |
250,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,416.25 |
|
2.618 |
16,030.75 |
|
1.618 |
15,794.50 |
|
1.000 |
15,648.50 |
|
0.618 |
15,558.25 |
|
HIGH |
15,412.25 |
|
0.618 |
15,322.00 |
|
0.500 |
15,294.00 |
|
0.382 |
15,266.25 |
|
LOW |
15,176.00 |
|
0.618 |
15,030.00 |
|
1.000 |
14,939.75 |
|
1.618 |
14,793.75 |
|
2.618 |
14,557.50 |
|
4.250 |
14,172.00 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,347.50 |
15,305.75 |
| PP |
15,320.75 |
15,237.25 |
| S1 |
15,294.00 |
15,169.00 |
|