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 |
4,303.75 |
4,375.50 |
71.75 |
1.7% |
4,193.50 |
High |
4,386.00 |
4,439.00 |
53.00 |
1.2% |
4,439.00 |
Low |
4,303.50 |
4,373.25 |
69.75 |
1.6% |
4,188.50 |
Close |
4,382.75 |
4,423.75 |
41.00 |
0.9% |
4,423.75 |
Range |
82.50 |
65.75 |
-16.75 |
-20.3% |
250.50 |
ATR |
63.31 |
63.48 |
0.17 |
0.3% |
0.00 |
Volume |
5,590 |
4,770 |
-820 |
-14.7% |
23,976 |
|
Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.25 |
4,582.25 |
4,460.00 |
|
R3 |
4,543.50 |
4,516.50 |
4,441.75 |
|
R2 |
4,477.75 |
4,477.75 |
4,435.75 |
|
R1 |
4,450.75 |
4,450.75 |
4,429.75 |
4,464.25 |
PP |
4,412.00 |
4,412.00 |
4,412.00 |
4,418.75 |
S1 |
4,385.00 |
4,385.00 |
4,417.75 |
4,398.50 |
S2 |
4,346.25 |
4,346.25 |
4,411.75 |
|
S3 |
4,280.50 |
4,319.25 |
4,405.75 |
|
S4 |
4,214.75 |
4,253.50 |
4,387.50 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,102.00 |
5,013.25 |
4,561.50 |
|
R3 |
4,851.50 |
4,762.75 |
4,492.75 |
|
R2 |
4,601.00 |
4,601.00 |
4,469.75 |
|
R1 |
4,512.25 |
4,512.25 |
4,446.75 |
4,556.50 |
PP |
4,350.50 |
4,350.50 |
4,350.50 |
4,372.50 |
S1 |
4,261.75 |
4,261.75 |
4,400.75 |
4,306.00 |
S2 |
4,100.00 |
4,100.00 |
4,377.75 |
|
S3 |
3,849.50 |
4,011.25 |
4,354.75 |
|
S4 |
3,599.00 |
3,760.75 |
4,286.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,439.00 |
4,188.50 |
250.50 |
5.7% |
64.75 |
1.5% |
94% |
True |
False |
4,795 |
10 |
4,439.00 |
4,167.50 |
271.50 |
6.1% |
63.00 |
1.4% |
94% |
True |
False |
5,276 |
20 |
4,479.00 |
4,167.50 |
311.50 |
7.0% |
63.00 |
1.4% |
82% |
False |
False |
4,314 |
40 |
4,618.25 |
4,167.50 |
450.75 |
10.2% |
60.00 |
1.4% |
57% |
False |
False |
3,368 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.9% |
56.25 |
1.3% |
53% |
False |
False |
2,323 |
80 |
4,738.50 |
4,167.50 |
571.00 |
12.9% |
53.00 |
1.2% |
45% |
False |
False |
1,765 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.9% |
48.50 |
1.1% |
45% |
False |
False |
1,423 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.9% |
44.75 |
1.0% |
45% |
False |
False |
1,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,718.50 |
2.618 |
4,611.25 |
1.618 |
4,545.50 |
1.000 |
4,504.75 |
0.618 |
4,479.75 |
HIGH |
4,439.00 |
0.618 |
4,414.00 |
0.500 |
4,406.00 |
0.382 |
4,398.25 |
LOW |
4,373.25 |
0.618 |
4,332.50 |
1.000 |
4,307.50 |
1.618 |
4,266.75 |
2.618 |
4,201.00 |
4.250 |
4,093.75 |
|
|
Fisher Pivots for day following 03-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,418.00 |
4,395.25 |
PP |
4,412.00 |
4,366.75 |
S1 |
4,406.00 |
4,338.25 |
|