| 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 |
4,089.0 |
4,125.0 |
36.0 |
0.9% |
4,082.0 |
| High |
4,112.0 |
4,151.0 |
39.0 |
0.9% |
4,141.0 |
| Low |
4,089.0 |
4,094.0 |
5.0 |
0.1% |
4,034.0 |
| Close |
4,100.0 |
4,134.0 |
34.0 |
0.8% |
4,063.0 |
| Range |
23.0 |
57.0 |
34.0 |
147.8% |
107.0 |
| ATR |
48.5 |
49.2 |
0.6 |
1.2% |
0.0 |
| Volume |
23 |
3,034 |
3,011 |
13,091.3% |
17,589 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,297.3 |
4,272.7 |
4,165.4 |
|
| R3 |
4,240.3 |
4,215.7 |
4,149.7 |
|
| R2 |
4,183.3 |
4,183.3 |
4,144.5 |
|
| R1 |
4,158.7 |
4,158.7 |
4,139.2 |
4,171.0 |
| PP |
4,126.3 |
4,126.3 |
4,126.3 |
4,132.5 |
| S1 |
4,101.7 |
4,101.7 |
4,128.8 |
4,114.0 |
| S2 |
4,069.3 |
4,069.3 |
4,123.6 |
|
| S3 |
4,012.3 |
4,044.7 |
4,118.3 |
|
| S4 |
3,955.3 |
3,987.7 |
4,102.7 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,400.3 |
4,338.7 |
4,121.9 |
|
| R3 |
4,293.3 |
4,231.7 |
4,092.4 |
|
| R2 |
4,186.3 |
4,186.3 |
4,082.6 |
|
| R1 |
4,124.7 |
4,124.7 |
4,072.8 |
4,102.0 |
| PP |
4,079.3 |
4,079.3 |
4,079.3 |
4,068.0 |
| S1 |
4,017.7 |
4,017.7 |
4,053.2 |
3,995.0 |
| S2 |
3,972.3 |
3,972.3 |
4,043.4 |
|
| S3 |
3,865.3 |
3,910.7 |
4,033.6 |
|
| S4 |
3,758.3 |
3,803.7 |
4,004.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,151.0 |
4,034.0 |
117.0 |
2.8% |
40.6 |
1.0% |
85% |
True |
False |
647 |
| 10 |
4,151.0 |
4,034.0 |
117.0 |
2.8% |
41.3 |
1.0% |
85% |
True |
False |
2,919 |
| 20 |
4,281.0 |
4,034.0 |
247.0 |
6.0% |
42.7 |
1.0% |
40% |
False |
False |
2,087 |
| 40 |
4,368.0 |
4,034.0 |
334.0 |
8.1% |
37.7 |
0.9% |
30% |
False |
False |
1,406 |
| 60 |
4,461.0 |
4,034.0 |
427.0 |
10.3% |
26.6 |
0.6% |
23% |
False |
False |
1,006 |
| 80 |
4,557.0 |
4,034.0 |
523.0 |
12.7% |
20.5 |
0.5% |
19% |
False |
False |
754 |
| 100 |
4,557.0 |
4,034.0 |
523.0 |
12.7% |
16.4 |
0.4% |
19% |
False |
False |
663 |
| 120 |
4,557.0 |
4,034.0 |
523.0 |
12.7% |
13.6 |
0.3% |
19% |
False |
False |
621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,393.3 |
|
2.618 |
4,300.2 |
|
1.618 |
4,243.2 |
|
1.000 |
4,208.0 |
|
0.618 |
4,186.2 |
|
HIGH |
4,151.0 |
|
0.618 |
4,129.2 |
|
0.500 |
4,122.5 |
|
0.382 |
4,115.8 |
|
LOW |
4,094.0 |
|
0.618 |
4,058.8 |
|
1.000 |
4,037.0 |
|
1.618 |
4,001.8 |
|
2.618 |
3,944.8 |
|
4.250 |
3,851.8 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,130.2 |
4,125.8 |
| PP |
4,126.3 |
4,117.7 |
| S1 |
4,122.5 |
4,109.5 |
|