| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,675.8 |
1,720.8 |
45.0 |
2.7% |
1,648.3 |
| High |
1,723.6 |
1,779.6 |
56.0 |
3.2% |
1,779.6 |
| Low |
1,675.4 |
1,719.9 |
44.5 |
2.7% |
1,641.7 |
| Close |
1,720.7 |
1,767.7 |
47.0 |
2.7% |
1,767.7 |
| Range |
48.2 |
59.7 |
11.5 |
23.9% |
137.9 |
| ATR |
33.7 |
35.5 |
1.9 |
5.5% |
0.0 |
| Volume |
271,579 |
320,195 |
48,616 |
17.9% |
1,271,614 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.8 |
1,911.0 |
1,800.5 |
|
| R3 |
1,875.1 |
1,851.3 |
1,784.1 |
|
| R2 |
1,815.4 |
1,815.4 |
1,778.6 |
|
| R1 |
1,791.6 |
1,791.6 |
1,773.2 |
1,803.5 |
| PP |
1,755.7 |
1,755.7 |
1,755.7 |
1,761.7 |
| S1 |
1,731.9 |
1,731.9 |
1,762.2 |
1,743.8 |
| S2 |
1,696.0 |
1,696.0 |
1,756.8 |
|
| S3 |
1,636.3 |
1,672.2 |
1,751.3 |
|
| S4 |
1,576.6 |
1,612.5 |
1,734.9 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.4 |
2,093.4 |
1,843.5 |
|
| R3 |
2,005.5 |
1,955.5 |
1,805.6 |
|
| R2 |
1,867.6 |
1,867.6 |
1,793.0 |
|
| R1 |
1,817.6 |
1,817.6 |
1,780.3 |
1,842.6 |
| PP |
1,729.7 |
1,729.7 |
1,729.7 |
1,742.2 |
| S1 |
1,679.7 |
1,679.7 |
1,755.1 |
1,704.7 |
| S2 |
1,591.8 |
1,591.8 |
1,742.4 |
|
| S3 |
1,453.9 |
1,541.8 |
1,729.8 |
|
| S4 |
1,316.0 |
1,403.9 |
1,691.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,779.6 |
1,641.7 |
137.9 |
7.8% |
38.2 |
2.2% |
91% |
True |
False |
254,322 |
| 10 |
1,779.6 |
1,638.8 |
140.8 |
8.0% |
34.5 |
2.0% |
92% |
True |
False |
248,488 |
| 20 |
1,802.7 |
1,638.8 |
163.9 |
9.3% |
36.6 |
2.1% |
79% |
False |
False |
236,798 |
| 40 |
1,892.7 |
1,638.8 |
253.9 |
14.4% |
33.1 |
1.9% |
51% |
False |
False |
233,681 |
| 60 |
1,958.7 |
1,638.8 |
319.9 |
18.1% |
31.8 |
1.8% |
40% |
False |
False |
158,644 |
| 80 |
2,038.2 |
1,638.8 |
399.4 |
22.6% |
31.7 |
1.8% |
32% |
False |
False |
119,020 |
| 100 |
2,038.2 |
1,638.8 |
399.4 |
22.6% |
31.6 |
1.8% |
32% |
False |
False |
95,246 |
| 120 |
2,038.2 |
1,638.8 |
399.4 |
22.6% |
30.3 |
1.7% |
32% |
False |
False |
79,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,033.3 |
|
2.618 |
1,935.9 |
|
1.618 |
1,876.2 |
|
1.000 |
1,839.3 |
|
0.618 |
1,816.5 |
|
HIGH |
1,779.6 |
|
0.618 |
1,756.8 |
|
0.500 |
1,749.8 |
|
0.382 |
1,742.7 |
|
LOW |
1,719.9 |
|
0.618 |
1,683.0 |
|
1.000 |
1,660.2 |
|
1.618 |
1,623.3 |
|
2.618 |
1,563.6 |
|
4.250 |
1,466.2 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,761.7 |
1,750.5 |
| PP |
1,755.7 |
1,733.2 |
| S1 |
1,749.8 |
1,716.0 |
|