| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,019.6 |
2,005.0 |
-14.6 |
-0.7% |
2,034.0 |
| High |
2,020.2 |
2,005.1 |
-15.1 |
-0.7% |
2,037.7 |
| Low |
2,004.8 |
1,983.2 |
-21.6 |
-1.1% |
1,998.7 |
| Close |
2,009.0 |
1,993.8 |
-15.2 |
-0.8% |
2,019.6 |
| Range |
15.4 |
21.9 |
6.5 |
42.2% |
39.0 |
| ATR |
23.3 |
23.5 |
0.2 |
0.8% |
0.0 |
| Volume |
13,855 |
61,959 |
48,104 |
347.2% |
54,913 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.7 |
2,048.7 |
2,005.8 |
|
| R3 |
2,037.8 |
2,026.8 |
1,999.8 |
|
| R2 |
2,015.9 |
2,015.9 |
1,997.8 |
|
| R1 |
2,004.9 |
2,004.9 |
1,995.8 |
1,999.5 |
| PP |
1,994.0 |
1,994.0 |
1,994.0 |
1,991.3 |
| S1 |
1,983.0 |
1,983.0 |
1,991.8 |
1,977.6 |
| S2 |
1,972.1 |
1,972.1 |
1,989.8 |
|
| S3 |
1,950.2 |
1,961.1 |
1,987.8 |
|
| S4 |
1,928.3 |
1,939.2 |
1,981.8 |
|
|
| 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 |
2,032.2 |
1,983.2 |
49.0 |
2.5% |
19.8 |
1.0% |
22% |
False |
True |
22,726 |
| 10 |
2,039.7 |
1,983.2 |
56.5 |
2.8% |
22.5 |
1.1% |
19% |
False |
True |
16,577 |
| 20 |
2,039.7 |
1,891.2 |
148.5 |
7.4% |
25.6 |
1.3% |
69% |
False |
False |
12,949 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
21.7 |
1.1% |
77% |
False |
False |
8,982 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
19.5 |
1.0% |
77% |
False |
False |
6,554 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.3% |
19.2 |
1.0% |
74% |
False |
False |
5,383 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.3% |
19.1 |
1.0% |
74% |
False |
False |
4,558 |
| 120 |
2,060.2 |
1,842.5 |
217.7 |
10.9% |
19.9 |
1.0% |
69% |
False |
False |
3,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,098.2 |
|
2.618 |
2,062.4 |
|
1.618 |
2,040.5 |
|
1.000 |
2,027.0 |
|
0.618 |
2,018.6 |
|
HIGH |
2,005.1 |
|
0.618 |
1,996.7 |
|
0.500 |
1,994.2 |
|
0.382 |
1,991.6 |
|
LOW |
1,983.2 |
|
0.618 |
1,969.7 |
|
1.000 |
1,961.3 |
|
1.618 |
1,947.8 |
|
2.618 |
1,925.9 |
|
4.250 |
1,890.1 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,994.2 |
2,007.7 |
| PP |
1,994.0 |
2,003.1 |
| S1 |
1,993.9 |
1,998.4 |
|