| 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 |
2,013.9 |
2,019.6 |
5.7 |
0.3% |
2,034.0 |
| High |
2,032.2 |
2,020.2 |
-12.0 |
-0.6% |
2,037.7 |
| Low |
2,009.8 |
2,004.8 |
-5.0 |
-0.2% |
1,998.7 |
| Close |
2,019.6 |
2,009.0 |
-10.6 |
-0.5% |
2,019.6 |
| Range |
22.4 |
15.4 |
-7.0 |
-31.3% |
39.0 |
| ATR |
24.0 |
23.3 |
-0.6 |
-2.6% |
0.0 |
| Volume |
11,669 |
13,855 |
2,186 |
18.7% |
54,913 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.5 |
2,048.7 |
2,017.5 |
|
| R3 |
2,042.1 |
2,033.3 |
2,013.2 |
|
| R2 |
2,026.7 |
2,026.7 |
2,011.8 |
|
| R1 |
2,017.9 |
2,017.9 |
2,010.4 |
2,014.6 |
| PP |
2,011.3 |
2,011.3 |
2,011.3 |
2,009.7 |
| S1 |
2,002.5 |
2,002.5 |
2,007.6 |
1,999.2 |
| S2 |
1,995.9 |
1,995.9 |
2,006.2 |
|
| S3 |
1,980.5 |
1,987.1 |
2,004.8 |
|
| S4 |
1,965.1 |
1,971.7 |
2,000.5 |
|
|
| 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% |
21.4 |
1.1% |
26% |
False |
False |
12,227 |
| 10 |
2,039.7 |
1,984.8 |
54.9 |
2.7% |
23.0 |
1.1% |
44% |
False |
False |
11,233 |
| 20 |
2,039.7 |
1,885.4 |
154.3 |
7.7% |
25.2 |
1.3% |
80% |
False |
False |
10,236 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
21.6 |
1.1% |
84% |
False |
False |
7,515 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
19.4 |
1.0% |
84% |
False |
False |
5,536 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.1 |
1.0% |
81% |
False |
False |
4,618 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.2 |
1.0% |
81% |
False |
False |
3,944 |
| 120 |
2,070.5 |
1,842.5 |
228.0 |
11.3% |
19.9 |
1.0% |
73% |
False |
False |
3,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,085.7 |
|
2.618 |
2,060.5 |
|
1.618 |
2,045.1 |
|
1.000 |
2,035.6 |
|
0.618 |
2,029.7 |
|
HIGH |
2,020.2 |
|
0.618 |
2,014.3 |
|
0.500 |
2,012.5 |
|
0.382 |
2,010.7 |
|
LOW |
2,004.8 |
|
0.618 |
1,995.3 |
|
1.000 |
1,989.4 |
|
1.618 |
1,979.9 |
|
2.618 |
1,964.5 |
|
4.250 |
1,939.4 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.5 |
2,018.5 |
| PP |
2,011.3 |
2,015.3 |
| S1 |
2,010.2 |
2,012.2 |
|