| 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 |
2,011.3 |
2,013.9 |
2.6 |
0.1% |
2,034.0 |
| High |
2,019.1 |
2,032.2 |
13.1 |
0.6% |
2,037.7 |
| Low |
2,007.0 |
2,009.8 |
2.8 |
0.1% |
1,998.7 |
| Close |
2,013.9 |
2,019.6 |
5.7 |
0.3% |
2,019.6 |
| Range |
12.1 |
22.4 |
10.3 |
85.1% |
39.0 |
| ATR |
24.1 |
24.0 |
-0.1 |
-0.5% |
0.0 |
| Volume |
12,156 |
11,669 |
-487 |
-4.0% |
54,913 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,087.7 |
2,076.1 |
2,031.9 |
|
| R3 |
2,065.3 |
2,053.7 |
2,025.8 |
|
| R2 |
2,042.9 |
2,042.9 |
2,023.7 |
|
| R1 |
2,031.3 |
2,031.3 |
2,021.7 |
2,037.1 |
| PP |
2,020.5 |
2,020.5 |
2,020.5 |
2,023.5 |
| S1 |
2,008.9 |
2,008.9 |
2,017.5 |
2,014.7 |
| S2 |
1,998.1 |
1,998.1 |
2,015.5 |
|
| S3 |
1,975.7 |
1,986.5 |
2,013.4 |
|
| S4 |
1,953.3 |
1,964.1 |
2,007.3 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.7 |
2,116.6 |
2,041.1 |
|
| R3 |
2,096.7 |
2,077.6 |
2,030.3 |
|
| R2 |
2,057.7 |
2,057.7 |
2,026.8 |
|
| R1 |
2,038.6 |
2,038.6 |
2,023.2 |
2,028.7 |
| PP |
2,018.7 |
2,018.7 |
2,018.7 |
2,013.7 |
| S1 |
1,999.6 |
1,999.6 |
2,016.0 |
1,989.7 |
| S2 |
1,979.7 |
1,979.7 |
2,012.5 |
|
| S3 |
1,940.7 |
1,960.6 |
2,008.9 |
|
| S4 |
1,901.7 |
1,921.6 |
1,998.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,037.7 |
1,998.7 |
39.0 |
1.9% |
21.7 |
1.1% |
54% |
False |
False |
10,982 |
| 10 |
2,039.7 |
1,984.8 |
54.9 |
2.7% |
23.6 |
1.2% |
63% |
False |
False |
10,761 |
| 20 |
2,039.7 |
1,876.8 |
162.9 |
8.1% |
25.4 |
1.3% |
88% |
False |
False |
9,947 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
21.5 |
1.1% |
90% |
False |
False |
7,200 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
19.3 |
1.0% |
90% |
False |
False |
5,332 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.1 |
0.9% |
86% |
False |
False |
4,471 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.2 |
1.0% |
86% |
False |
False |
3,810 |
| 120 |
2,096.4 |
1,842.5 |
253.9 |
12.6% |
20.0 |
1.0% |
70% |
False |
False |
3,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.4 |
|
2.618 |
2,090.8 |
|
1.618 |
2,068.4 |
|
1.000 |
2,054.6 |
|
0.618 |
2,046.0 |
|
HIGH |
2,032.2 |
|
0.618 |
2,023.6 |
|
0.500 |
2,021.0 |
|
0.382 |
2,018.4 |
|
LOW |
2,009.8 |
|
0.618 |
1,996.0 |
|
1.000 |
1,987.4 |
|
1.618 |
1,973.6 |
|
2.618 |
1,951.2 |
|
4.250 |
1,914.6 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.0 |
2,018.2 |
| PP |
2,020.5 |
2,016.8 |
| S1 |
2,020.1 |
2,015.5 |
|