Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,125.0 |
4,167.0 |
42.0 |
1.0% |
4,082.0 |
High |
4,151.0 |
4,230.0 |
79.0 |
1.9% |
4,141.0 |
Low |
4,094.0 |
4,167.0 |
73.0 |
1.8% |
4,034.0 |
Close |
4,134.0 |
4,213.0 |
79.0 |
1.9% |
4,063.0 |
Range |
57.0 |
63.0 |
6.0 |
10.5% |
107.0 |
ATR |
49.2 |
52.5 |
3.3 |
6.8% |
0.0 |
Volume |
3,034 |
3,053 |
19 |
0.6% |
17,589 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,392.3 |
4,365.7 |
4,247.7 |
|
R3 |
4,329.3 |
4,302.7 |
4,230.3 |
|
R2 |
4,266.3 |
4,266.3 |
4,224.6 |
|
R1 |
4,239.7 |
4,239.7 |
4,218.8 |
4,253.0 |
PP |
4,203.3 |
4,203.3 |
4,203.3 |
4,210.0 |
S1 |
4,176.7 |
4,176.7 |
4,207.2 |
4,190.0 |
S2 |
4,140.3 |
4,140.3 |
4,201.5 |
|
S3 |
4,077.3 |
4,113.7 |
4,195.7 |
|
S4 |
4,014.3 |
4,050.7 |
4,178.4 |
|
|
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 |
4,230.0 |
4,034.0 |
196.0 |
4.7% |
45.4 |
1.1% |
91% |
True |
False |
1,249 |
10 |
4,230.0 |
4,034.0 |
196.0 |
4.7% |
43.6 |
1.0% |
91% |
True |
False |
3,011 |
20 |
4,281.0 |
4,034.0 |
247.0 |
5.9% |
44.5 |
1.1% |
72% |
False |
False |
2,239 |
40 |
4,368.0 |
4,034.0 |
334.0 |
7.9% |
39.3 |
0.9% |
54% |
False |
False |
1,482 |
60 |
4,402.0 |
4,034.0 |
368.0 |
8.7% |
27.7 |
0.7% |
49% |
False |
False |
1,056 |
80 |
4,557.0 |
4,034.0 |
523.0 |
12.4% |
21.2 |
0.5% |
34% |
False |
False |
792 |
100 |
4,557.0 |
4,034.0 |
523.0 |
12.4% |
17.0 |
0.4% |
34% |
False |
False |
634 |
120 |
4,557.0 |
4,034.0 |
523.0 |
12.4% |
14.2 |
0.3% |
34% |
False |
False |
647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,497.8 |
2.618 |
4,394.9 |
1.618 |
4,331.9 |
1.000 |
4,293.0 |
0.618 |
4,268.9 |
HIGH |
4,230.0 |
0.618 |
4,205.9 |
0.500 |
4,198.5 |
0.382 |
4,191.1 |
LOW |
4,167.0 |
0.618 |
4,128.1 |
1.000 |
4,104.0 |
1.618 |
4,065.1 |
2.618 |
4,002.1 |
4.250 |
3,899.3 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,208.2 |
4,195.2 |
PP |
4,203.3 |
4,177.3 |
S1 |
4,198.5 |
4,159.5 |
|