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 |
4,375.50 |
4,426.75 |
51.25 |
1.2% |
4,193.50 |
High |
4,439.00 |
4,436.75 |
-2.25 |
-0.1% |
4,439.00 |
Low |
4,373.25 |
4,412.25 |
39.00 |
0.9% |
4,188.50 |
Close |
4,423.75 |
4,431.75 |
8.00 |
0.2% |
4,423.75 |
Range |
65.75 |
24.50 |
-41.25 |
-62.7% |
250.50 |
ATR |
63.48 |
60.70 |
-2.78 |
-4.4% |
0.00 |
Volume |
4,770 |
1,773 |
-2,997 |
-62.8% |
23,976 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,500.50 |
4,490.50 |
4,445.25 |
|
R3 |
4,476.00 |
4,466.00 |
4,438.50 |
|
R2 |
4,451.50 |
4,451.50 |
4,436.25 |
|
R1 |
4,441.50 |
4,441.50 |
4,434.00 |
4,446.50 |
PP |
4,427.00 |
4,427.00 |
4,427.00 |
4,429.50 |
S1 |
4,417.00 |
4,417.00 |
4,429.50 |
4,422.00 |
S2 |
4,402.50 |
4,402.50 |
4,427.25 |
|
S3 |
4,378.00 |
4,392.50 |
4,425.00 |
|
S4 |
4,353.50 |
4,368.00 |
4,418.25 |
|
|
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 |
4,212.50 |
226.50 |
5.1% |
58.75 |
1.3% |
97% |
False |
False |
4,508 |
10 |
4,439.00 |
4,167.50 |
271.50 |
6.1% |
58.75 |
1.3% |
97% |
False |
False |
4,835 |
20 |
4,479.00 |
4,167.50 |
311.50 |
7.0% |
60.50 |
1.4% |
85% |
False |
False |
4,290 |
40 |
4,618.25 |
4,167.50 |
450.75 |
10.2% |
59.75 |
1.3% |
59% |
False |
False |
3,400 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.9% |
56.00 |
1.3% |
55% |
False |
False |
2,353 |
80 |
4,738.50 |
4,167.50 |
571.00 |
12.9% |
52.75 |
1.2% |
46% |
False |
False |
1,787 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.9% |
48.25 |
1.1% |
46% |
False |
False |
1,440 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.9% |
44.75 |
1.0% |
46% |
False |
False |
1,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,541.00 |
2.618 |
4,501.00 |
1.618 |
4,476.50 |
1.000 |
4,461.25 |
0.618 |
4,452.00 |
HIGH |
4,436.75 |
0.618 |
4,427.50 |
0.500 |
4,424.50 |
0.382 |
4,421.50 |
LOW |
4,412.25 |
0.618 |
4,397.00 |
1.000 |
4,387.75 |
1.618 |
4,372.50 |
2.618 |
4,348.00 |
4.250 |
4,308.00 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,429.25 |
4,411.50 |
PP |
4,427.00 |
4,391.50 |
S1 |
4,424.50 |
4,371.25 |
|