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 |
7,478.5 |
7,415.0 |
-63.5 |
-0.8% |
7,312.0 |
High |
7,496.0 |
7,459.5 |
-36.5 |
-0.5% |
7,496.0 |
Low |
7,406.0 |
7,406.5 |
0.5 |
0.0% |
7,311.0 |
Close |
7,416.0 |
7,433.5 |
17.5 |
0.2% |
7,416.0 |
Range |
90.0 |
53.0 |
-37.0 |
-41.1% |
185.0 |
ATR |
92.1 |
89.3 |
-2.8 |
-3.0% |
0.0 |
Volume |
107,524 |
77,605 |
-29,919 |
-27.8% |
519,639 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,592.0 |
7,566.0 |
7,462.5 |
|
R3 |
7,539.0 |
7,513.0 |
7,448.0 |
|
R2 |
7,486.0 |
7,486.0 |
7,443.0 |
|
R1 |
7,460.0 |
7,460.0 |
7,438.5 |
7,473.0 |
PP |
7,433.0 |
7,433.0 |
7,433.0 |
7,440.0 |
S1 |
7,407.0 |
7,407.0 |
7,428.5 |
7,420.0 |
S2 |
7,380.0 |
7,380.0 |
7,424.0 |
|
S3 |
7,327.0 |
7,354.0 |
7,419.0 |
|
S4 |
7,274.0 |
7,301.0 |
7,404.5 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,962.5 |
7,874.5 |
7,518.0 |
|
R3 |
7,777.5 |
7,689.5 |
7,467.0 |
|
R2 |
7,592.5 |
7,592.5 |
7,450.0 |
|
R1 |
7,504.5 |
7,504.5 |
7,433.0 |
7,548.5 |
PP |
7,407.5 |
7,407.5 |
7,407.5 |
7,430.0 |
S1 |
7,319.5 |
7,319.5 |
7,399.0 |
7,363.5 |
S2 |
7,222.5 |
7,222.5 |
7,382.0 |
|
S3 |
7,037.5 |
7,134.5 |
7,365.0 |
|
S4 |
6,852.5 |
6,949.5 |
7,314.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,496.0 |
7,318.5 |
177.5 |
2.4% |
78.5 |
1.1% |
65% |
False |
False |
102,124 |
10 |
7,496.0 |
7,274.5 |
221.5 |
3.0% |
81.0 |
1.1% |
72% |
False |
False |
98,950 |
20 |
7,738.0 |
7,274.5 |
463.5 |
6.2% |
86.5 |
1.2% |
34% |
False |
False |
97,382 |
40 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
89.5 |
1.2% |
30% |
False |
False |
106,726 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
77.5 |
1.0% |
30% |
False |
False |
78,768 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
63.0 |
0.8% |
30% |
False |
False |
59,082 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
53.0 |
0.7% |
30% |
False |
False |
47,272 |
120 |
7,848.0 |
7,274.5 |
573.5 |
7.7% |
44.0 |
0.6% |
28% |
False |
False |
39,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,685.0 |
2.618 |
7,598.5 |
1.618 |
7,545.5 |
1.000 |
7,512.5 |
0.618 |
7,492.5 |
HIGH |
7,459.5 |
0.618 |
7,439.5 |
0.500 |
7,433.0 |
0.382 |
7,426.5 |
LOW |
7,406.5 |
0.618 |
7,373.5 |
1.000 |
7,353.5 |
1.618 |
7,320.5 |
2.618 |
7,267.5 |
4.250 |
7,181.0 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,433.5 |
7,440.0 |
PP |
7,433.0 |
7,438.0 |
S1 |
7,433.0 |
7,436.0 |
|