| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
15,215.00 |
15,373.00 |
158.00 |
1.0% |
14,336.00 |
| High |
15,412.25 |
15,417.50 |
5.25 |
0.0% |
15,228.50 |
| Low |
15,176.00 |
15,286.75 |
110.75 |
0.7% |
14,303.00 |
| Close |
15,374.25 |
15,386.50 |
12.25 |
0.1% |
15,178.75 |
| Range |
236.25 |
130.75 |
-105.50 |
-44.7% |
925.50 |
| ATR |
261.87 |
252.51 |
-9.37 |
-3.6% |
0.00 |
| Volume |
585,124 |
547,842 |
-37,282 |
-6.4% |
3,445,598 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,755.75 |
15,702.00 |
15,458.50 |
|
| R3 |
15,625.00 |
15,571.25 |
15,422.50 |
|
| R2 |
15,494.25 |
15,494.25 |
15,410.50 |
|
| R1 |
15,440.50 |
15,440.50 |
15,398.50 |
15,467.50 |
| PP |
15,363.50 |
15,363.50 |
15,363.50 |
15,377.00 |
| S1 |
15,309.75 |
15,309.75 |
15,374.50 |
15,336.50 |
| S2 |
15,232.75 |
15,232.75 |
15,362.50 |
|
| S3 |
15,102.00 |
15,179.00 |
15,350.50 |
|
| S4 |
14,971.25 |
15,048.25 |
15,314.50 |
|
|
| 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 |
15,417.50 |
14,760.00 |
657.50 |
4.3% |
209.25 |
1.4% |
95% |
True |
False |
583,082 |
| 10 |
15,417.50 |
14,140.25 |
1,277.25 |
8.3% |
228.00 |
1.5% |
98% |
True |
False |
684,438 |
| 20 |
15,468.75 |
14,140.25 |
1,328.50 |
8.6% |
257.25 |
1.7% |
94% |
False |
False |
740,061 |
| 40 |
15,719.75 |
14,140.25 |
1,579.50 |
10.3% |
260.00 |
1.7% |
79% |
False |
False |
707,790 |
| 60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.1% |
256.00 |
1.7% |
73% |
False |
False |
509,419 |
| 80 |
16,264.25 |
14,140.25 |
2,124.00 |
13.8% |
253.25 |
1.6% |
59% |
False |
False |
382,570 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.8% |
247.25 |
1.6% |
59% |
False |
False |
306,347 |
| 120 |
16,264.25 |
13,888.50 |
2,375.75 |
15.4% |
244.00 |
1.6% |
63% |
False |
False |
255,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,973.25 |
|
2.618 |
15,759.75 |
|
1.618 |
15,629.00 |
|
1.000 |
15,548.25 |
|
0.618 |
15,498.25 |
|
HIGH |
15,417.50 |
|
0.618 |
15,367.50 |
|
0.500 |
15,352.00 |
|
0.382 |
15,336.75 |
|
LOW |
15,286.75 |
|
0.618 |
15,206.00 |
|
1.000 |
15,156.00 |
|
1.618 |
15,075.25 |
|
2.618 |
14,944.50 |
|
4.250 |
14,731.00 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,375.00 |
15,350.25 |
| PP |
15,363.50 |
15,314.00 |
| S1 |
15,352.00 |
15,277.75 |
|