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 |
14,590.50 |
14,654.75 |
64.25 |
0.4% |
14,879.25 |
High |
14,684.50 |
14,944.00 |
259.50 |
1.8% |
15,119.25 |
Low |
14,494.00 |
14,595.50 |
101.50 |
0.7% |
14,322.75 |
Close |
14,673.00 |
14,928.25 |
255.25 |
1.7% |
14,445.75 |
Range |
190.50 |
348.50 |
158.00 |
82.9% |
796.50 |
ATR |
263.82 |
269.87 |
6.05 |
2.3% |
0.00 |
Volume |
1,116 |
1,695 |
579 |
51.9% |
6,271 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,868.00 |
15,746.75 |
15,120.00 |
|
R3 |
15,519.50 |
15,398.25 |
15,024.00 |
|
R2 |
15,171.00 |
15,171.00 |
14,992.25 |
|
R1 |
15,049.75 |
15,049.75 |
14,960.25 |
15,110.50 |
PP |
14,822.50 |
14,822.50 |
14,822.50 |
14,853.00 |
S1 |
14,701.25 |
14,701.25 |
14,896.25 |
14,762.00 |
S2 |
14,474.00 |
14,474.00 |
14,864.25 |
|
S3 |
14,125.50 |
14,352.75 |
14,832.50 |
|
S4 |
13,777.00 |
14,004.25 |
14,736.50 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,018.75 |
16,528.75 |
14,883.75 |
|
R3 |
16,222.25 |
15,732.25 |
14,664.75 |
|
R2 |
15,425.75 |
15,425.75 |
14,591.75 |
|
R1 |
14,935.75 |
14,935.75 |
14,518.75 |
14,782.50 |
PP |
14,629.25 |
14,629.25 |
14,629.25 |
14,552.50 |
S1 |
14,139.25 |
14,139.25 |
14,372.75 |
13,986.00 |
S2 |
13,832.75 |
13,832.75 |
14,299.75 |
|
S3 |
13,036.25 |
13,342.75 |
14,226.75 |
|
S4 |
12,239.75 |
12,546.25 |
14,007.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,944.00 |
14,322.75 |
621.25 |
4.2% |
245.00 |
1.6% |
97% |
True |
False |
1,419 |
10 |
15,329.75 |
14,322.75 |
1,007.00 |
6.7% |
272.75 |
1.8% |
60% |
False |
False |
1,277 |
20 |
15,667.00 |
14,322.75 |
1,344.25 |
9.0% |
271.00 |
1.8% |
45% |
False |
False |
1,068 |
40 |
15,919.00 |
14,322.75 |
1,596.25 |
10.7% |
255.00 |
1.7% |
38% |
False |
False |
890 |
60 |
16,063.50 |
14,322.75 |
1,740.75 |
11.7% |
254.50 |
1.7% |
35% |
False |
False |
634 |
80 |
16,436.50 |
14,322.75 |
2,113.75 |
14.2% |
232.50 |
1.6% |
29% |
False |
False |
479 |
100 |
16,436.50 |
14,322.75 |
2,113.75 |
14.2% |
202.00 |
1.4% |
29% |
False |
False |
383 |
120 |
16,436.50 |
13,814.00 |
2,622.50 |
17.6% |
169.25 |
1.1% |
42% |
False |
False |
319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,425.00 |
2.618 |
15,856.25 |
1.618 |
15,507.75 |
1.000 |
15,292.50 |
0.618 |
15,159.25 |
HIGH |
14,944.00 |
0.618 |
14,810.75 |
0.500 |
14,769.75 |
0.382 |
14,728.75 |
LOW |
14,595.50 |
0.618 |
14,380.25 |
1.000 |
14,247.00 |
1.618 |
14,031.75 |
2.618 |
13,683.25 |
4.250 |
13,114.50 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
14,875.50 |
14,857.50 |
PP |
14,822.50 |
14,787.00 |
S1 |
14,769.75 |
14,716.50 |
|