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 |
15,284.0 |
15,267.0 |
-17.0 |
-0.1% |
14,735.0 |
High |
15,338.0 |
15,300.0 |
-38.0 |
-0.2% |
15,338.0 |
Low |
15,218.0 |
15,168.0 |
-50.0 |
-0.3% |
14,733.0 |
Close |
15,263.0 |
15,206.0 |
-57.0 |
-0.4% |
15,263.0 |
Range |
120.0 |
132.0 |
12.0 |
10.0% |
605.0 |
ATR |
203.9 |
198.8 |
-5.1 |
-2.5% |
0.0 |
Volume |
65,488 |
44,090 |
-21,398 |
-32.7% |
335,802 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,620.7 |
15,545.3 |
15,278.6 |
|
R3 |
15,488.7 |
15,413.3 |
15,242.3 |
|
R2 |
15,356.7 |
15,356.7 |
15,230.2 |
|
R1 |
15,281.3 |
15,281.3 |
15,218.1 |
15,253.0 |
PP |
15,224.7 |
15,224.7 |
15,224.7 |
15,210.5 |
S1 |
15,149.3 |
15,149.3 |
15,193.9 |
15,121.0 |
S2 |
15,092.7 |
15,092.7 |
15,181.8 |
|
S3 |
14,960.7 |
15,017.3 |
15,169.7 |
|
S4 |
14,828.7 |
14,885.3 |
15,133.4 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,926.3 |
16,699.7 |
15,595.8 |
|
R3 |
16,321.3 |
16,094.7 |
15,429.4 |
|
R2 |
15,716.3 |
15,716.3 |
15,373.9 |
|
R1 |
15,489.7 |
15,489.7 |
15,318.5 |
15,603.0 |
PP |
15,111.3 |
15,111.3 |
15,111.3 |
15,168.0 |
S1 |
14,884.7 |
14,884.7 |
15,207.5 |
14,998.0 |
S2 |
14,506.3 |
14,506.3 |
15,152.1 |
|
S3 |
13,901.3 |
14,279.7 |
15,096.6 |
|
S4 |
13,296.3 |
13,674.7 |
14,930.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,338.0 |
14,767.0 |
571.0 |
3.8% |
169.6 |
1.1% |
77% |
False |
False |
63,434 |
10 |
15,338.0 |
14,666.0 |
672.0 |
4.4% |
172.3 |
1.1% |
80% |
False |
False |
67,735 |
20 |
15,684.0 |
14,666.0 |
1,018.0 |
6.7% |
192.5 |
1.3% |
53% |
False |
False |
68,609 |
40 |
16,153.0 |
14,666.0 |
1,487.0 |
9.8% |
195.4 |
1.3% |
36% |
False |
False |
65,804 |
60 |
16,200.0 |
14,666.0 |
1,534.0 |
10.1% |
168.3 |
1.1% |
35% |
False |
False |
44,456 |
80 |
16,716.0 |
14,666.0 |
2,050.0 |
13.5% |
143.3 |
0.9% |
26% |
False |
False |
33,345 |
100 |
16,716.0 |
14,666.0 |
2,050.0 |
13.5% |
133.3 |
0.9% |
26% |
False |
False |
26,680 |
120 |
16,716.0 |
14,666.0 |
2,050.0 |
13.5% |
117.6 |
0.8% |
26% |
False |
False |
22,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,861.0 |
2.618 |
15,645.6 |
1.618 |
15,513.6 |
1.000 |
15,432.0 |
0.618 |
15,381.6 |
HIGH |
15,300.0 |
0.618 |
15,249.6 |
0.500 |
15,234.0 |
0.382 |
15,218.4 |
LOW |
15,168.0 |
0.618 |
15,086.4 |
1.000 |
15,036.0 |
1.618 |
14,954.4 |
2.618 |
14,822.4 |
4.250 |
14,607.0 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,234.0 |
15,204.0 |
PP |
15,224.7 |
15,202.0 |
S1 |
15,215.3 |
15,200.0 |
|