| 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 |
2,026.3 |
2,013.4 |
-12.9 |
-0.6% |
2,007.8 |
| High |
2,037.7 |
2,026.0 |
-11.7 |
-0.6% |
2,039.7 |
| Low |
2,008.0 |
1,998.7 |
-9.3 |
-0.5% |
1,984.8 |
| Close |
2,014.6 |
2,007.8 |
-6.8 |
-0.3% |
2,018.7 |
| Range |
29.7 |
27.3 |
-2.4 |
-8.1% |
54.9 |
| ATR |
24.8 |
25.0 |
0.2 |
0.7% |
0.0 |
| Volume |
9,463 |
13,995 |
4,532 |
47.9% |
52,701 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.7 |
2,077.6 |
2,022.8 |
|
| R3 |
2,065.4 |
2,050.3 |
2,015.3 |
|
| R2 |
2,038.1 |
2,038.1 |
2,012.8 |
|
| R1 |
2,023.0 |
2,023.0 |
2,010.3 |
2,016.9 |
| PP |
2,010.8 |
2,010.8 |
2,010.8 |
2,007.8 |
| S1 |
1,995.7 |
1,995.7 |
2,005.3 |
1,989.6 |
| S2 |
1,983.5 |
1,983.5 |
2,002.8 |
|
| S3 |
1,956.2 |
1,968.4 |
2,000.3 |
|
| S4 |
1,928.9 |
1,941.1 |
1,992.8 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.1 |
2,153.8 |
2,048.9 |
|
| R3 |
2,124.2 |
2,098.9 |
2,033.8 |
|
| R2 |
2,069.3 |
2,069.3 |
2,028.8 |
|
| R1 |
2,044.0 |
2,044.0 |
2,023.7 |
2,056.7 |
| PP |
2,014.4 |
2,014.4 |
2,014.4 |
2,020.7 |
| S1 |
1,989.1 |
1,989.1 |
2,013.7 |
2,001.8 |
| S2 |
1,959.5 |
1,959.5 |
2,008.6 |
|
| S3 |
1,904.6 |
1,934.2 |
2,003.6 |
|
| S4 |
1,849.7 |
1,879.3 |
1,988.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.7 |
1,998.7 |
41.0 |
2.0% |
25.7 |
1.3% |
22% |
False |
True |
10,934 |
| 10 |
2,039.7 |
1,976.8 |
62.9 |
3.1% |
26.1 |
1.3% |
49% |
False |
False |
10,601 |
| 20 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
25.7 |
1.3% |
84% |
False |
False |
9,569 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
21.2 |
1.1% |
84% |
False |
False |
6,687 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
19.3 |
1.0% |
84% |
False |
False |
5,012 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.1 |
1.0% |
80% |
False |
False |
4,230 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.4 |
1.0% |
80% |
False |
False |
3,584 |
| 120 |
2,101.0 |
1,842.5 |
258.5 |
12.9% |
20.0 |
1.0% |
64% |
False |
False |
3,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.0 |
|
2.618 |
2,097.5 |
|
1.618 |
2,070.2 |
|
1.000 |
2,053.3 |
|
0.618 |
2,042.9 |
|
HIGH |
2,026.0 |
|
0.618 |
2,015.6 |
|
0.500 |
2,012.4 |
|
0.382 |
2,009.1 |
|
LOW |
1,998.7 |
|
0.618 |
1,981.8 |
|
1.000 |
1,971.4 |
|
1.618 |
1,954.5 |
|
2.618 |
1,927.2 |
|
4.250 |
1,882.7 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.4 |
2,018.2 |
| PP |
2,010.8 |
2,014.7 |
| S1 |
2,009.3 |
2,011.3 |
|