Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
7,340.0 |
7,395.0 |
55.0 |
0.7% |
7,425.0 |
High |
7,401.0 |
7,484.0 |
83.0 |
1.1% |
7,451.5 |
Low |
7,318.5 |
7,384.5 |
66.0 |
0.9% |
7,274.5 |
Close |
7,357.0 |
7,457.0 |
100.0 |
1.4% |
7,312.5 |
Range |
82.5 |
99.5 |
17.0 |
20.6% |
177.0 |
ATR |
89.5 |
92.2 |
2.7 |
3.0% |
0.0 |
Volume |
99,913 |
125,005 |
25,092 |
25.1% |
499,514 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,740.5 |
7,698.0 |
7,511.5 |
|
R3 |
7,641.0 |
7,598.5 |
7,484.5 |
|
R2 |
7,541.5 |
7,541.5 |
7,475.0 |
|
R1 |
7,499.0 |
7,499.0 |
7,466.0 |
7,520.0 |
PP |
7,442.0 |
7,442.0 |
7,442.0 |
7,452.5 |
S1 |
7,399.5 |
7,399.5 |
7,448.0 |
7,421.0 |
S2 |
7,342.5 |
7,342.5 |
7,439.0 |
|
S3 |
7,243.0 |
7,300.0 |
7,429.5 |
|
S4 |
7,143.5 |
7,200.5 |
7,402.5 |
|
|
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 |
7,484.0 |
7,274.5 |
209.5 |
2.8% |
88.0 |
1.2% |
87% |
True |
False |
103,129 |
10 |
7,516.0 |
7,274.5 |
241.5 |
3.2% |
84.5 |
1.1% |
76% |
False |
False |
102,900 |
20 |
7,738.0 |
7,274.5 |
463.5 |
6.2% |
88.5 |
1.2% |
39% |
False |
False |
96,380 |
40 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
90.5 |
1.2% |
34% |
False |
False |
112,415 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
76.5 |
1.0% |
34% |
False |
False |
75,683 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
61.0 |
0.8% |
34% |
False |
False |
56,768 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
51.5 |
0.7% |
34% |
False |
False |
45,421 |
120 |
7,848.0 |
7,274.5 |
573.5 |
7.7% |
43.0 |
0.6% |
32% |
False |
False |
37,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,907.0 |
2.618 |
7,744.5 |
1.618 |
7,645.0 |
1.000 |
7,583.5 |
0.618 |
7,545.5 |
HIGH |
7,484.0 |
0.618 |
7,446.0 |
0.500 |
7,434.0 |
0.382 |
7,422.5 |
LOW |
7,384.5 |
0.618 |
7,323.0 |
1.000 |
7,285.0 |
1.618 |
7,223.5 |
2.618 |
7,124.0 |
4.250 |
6,961.5 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,449.5 |
7,438.5 |
PP |
7,442.0 |
7,420.0 |
S1 |
7,434.0 |
7,401.0 |
|