Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
7,345.0 |
7,340.0 |
-5.0 |
-0.1% |
7,425.0 |
High |
7,390.0 |
7,401.0 |
11.0 |
0.1% |
7,451.5 |
Low |
7,323.0 |
7,318.5 |
-4.5 |
-0.1% |
7,274.5 |
Close |
7,328.0 |
7,357.0 |
29.0 |
0.4% |
7,312.5 |
Range |
67.0 |
82.5 |
15.5 |
23.1% |
177.0 |
ATR |
90.1 |
89.5 |
-0.5 |
-0.6% |
0.0 |
Volume |
100,574 |
99,913 |
-661 |
-0.7% |
499,514 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,606.5 |
7,564.0 |
7,402.5 |
|
R3 |
7,524.0 |
7,481.5 |
7,379.5 |
|
R2 |
7,441.5 |
7,441.5 |
7,372.0 |
|
R1 |
7,399.0 |
7,399.0 |
7,364.5 |
7,420.0 |
PP |
7,359.0 |
7,359.0 |
7,359.0 |
7,369.5 |
S1 |
7,316.5 |
7,316.5 |
7,349.5 |
7,338.0 |
S2 |
7,276.5 |
7,276.5 |
7,342.0 |
|
S3 |
7,194.0 |
7,234.0 |
7,334.5 |
|
S4 |
7,111.5 |
7,151.5 |
7,311.5 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,877.0 |
7,772.0 |
7,410.0 |
|
R3 |
7,700.0 |
7,595.0 |
7,361.0 |
|
R2 |
7,523.0 |
7,523.0 |
7,345.0 |
|
R1 |
7,418.0 |
7,418.0 |
7,328.5 |
7,382.0 |
PP |
7,346.0 |
7,346.0 |
7,346.0 |
7,328.0 |
S1 |
7,241.0 |
7,241.0 |
7,296.5 |
7,205.0 |
S2 |
7,169.0 |
7,169.0 |
7,280.0 |
|
S3 |
6,992.0 |
7,064.0 |
7,264.0 |
|
S4 |
6,815.0 |
6,887.0 |
7,215.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,418.5 |
7,274.5 |
144.0 |
2.0% |
83.5 |
1.1% |
57% |
False |
False |
98,661 |
10 |
7,618.0 |
7,274.5 |
343.5 |
4.7% |
86.5 |
1.2% |
24% |
False |
False |
102,076 |
20 |
7,738.0 |
7,274.5 |
463.5 |
6.3% |
87.5 |
1.2% |
18% |
False |
False |
95,057 |
40 |
7,810.5 |
7,274.5 |
536.0 |
7.3% |
90.0 |
1.2% |
15% |
False |
False |
110,256 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.3% |
75.0 |
1.0% |
15% |
False |
False |
73,599 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.3% |
61.5 |
0.8% |
15% |
False |
False |
55,205 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.3% |
50.5 |
0.7% |
15% |
False |
False |
44,170 |
120 |
7,848.0 |
7,274.5 |
573.5 |
7.8% |
42.5 |
0.6% |
14% |
False |
False |
36,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,751.5 |
2.618 |
7,617.0 |
1.618 |
7,534.5 |
1.000 |
7,483.5 |
0.618 |
7,452.0 |
HIGH |
7,401.0 |
0.618 |
7,369.5 |
0.500 |
7,360.0 |
0.382 |
7,350.0 |
LOW |
7,318.5 |
0.618 |
7,267.5 |
1.000 |
7,236.0 |
1.618 |
7,185.0 |
2.618 |
7,102.5 |
4.250 |
6,968.0 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,360.0 |
7,356.5 |
PP |
7,359.0 |
7,356.5 |
S1 |
7,358.0 |
7,356.0 |
|