Trading Metrics calculated at close of trading on 08-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,427.00 |
4,443.50 |
16.50 |
0.4% |
4,193.50 |
High |
4,450.75 |
4,455.75 |
5.00 |
0.1% |
4,439.00 |
Low |
4,414.25 |
4,422.75 |
8.50 |
0.2% |
4,188.50 |
Close |
4,444.00 |
4,447.75 |
3.75 |
0.1% |
4,423.75 |
Range |
36.50 |
33.00 |
-3.50 |
-9.6% |
250.50 |
ATR |
58.97 |
57.11 |
-1.85 |
-3.1% |
0.00 |
Volume |
1,438 |
2,429 |
991 |
68.9% |
23,976 |
|
Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,541.00 |
4,527.50 |
4,466.00 |
|
R3 |
4,508.00 |
4,494.50 |
4,456.75 |
|
R2 |
4,475.00 |
4,475.00 |
4,453.75 |
|
R1 |
4,461.50 |
4,461.50 |
4,450.75 |
4,468.25 |
PP |
4,442.00 |
4,442.00 |
4,442.00 |
4,445.50 |
S1 |
4,428.50 |
4,428.50 |
4,444.75 |
4,435.25 |
S2 |
4,409.00 |
4,409.00 |
4,441.75 |
|
S3 |
4,376.00 |
4,395.50 |
4,438.75 |
|
S4 |
4,343.00 |
4,362.50 |
4,429.50 |
|
|
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 |
4,455.75 |
4,303.50 |
152.25 |
3.4% |
48.50 |
1.1% |
95% |
True |
False |
3,200 |
10 |
4,455.75 |
4,167.50 |
288.25 |
6.5% |
54.00 |
1.2% |
97% |
True |
False |
4,357 |
20 |
4,479.00 |
4,167.50 |
311.50 |
7.0% |
59.25 |
1.3% |
90% |
False |
False |
4,265 |
40 |
4,618.25 |
4,167.50 |
450.75 |
10.1% |
60.00 |
1.3% |
62% |
False |
False |
3,441 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.8% |
55.50 |
1.2% |
58% |
False |
False |
2,414 |
80 |
4,738.50 |
4,167.50 |
571.00 |
12.8% |
52.75 |
1.2% |
49% |
False |
False |
1,833 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.8% |
48.00 |
1.1% |
49% |
False |
False |
1,476 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.8% |
44.75 |
1.0% |
49% |
False |
False |
1,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,596.00 |
2.618 |
4,542.25 |
1.618 |
4,509.25 |
1.000 |
4,488.75 |
0.618 |
4,476.25 |
HIGH |
4,455.75 |
0.618 |
4,443.25 |
0.500 |
4,439.25 |
0.382 |
4,435.25 |
LOW |
4,422.75 |
0.618 |
4,402.25 |
1.000 |
4,389.75 |
1.618 |
4,369.25 |
2.618 |
4,336.25 |
4.250 |
4,282.50 |
|
|
Fisher Pivots for day following 08-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,445.00 |
4,443.25 |
PP |
4,442.00 |
4,438.50 |
S1 |
4,439.25 |
4,434.00 |
|