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 |
14,654.75 |
14,946.00 |
291.25 |
2.0% |
14,879.25 |
High |
14,944.00 |
15,202.50 |
258.50 |
1.7% |
15,119.25 |
Low |
14,595.50 |
14,946.00 |
350.50 |
2.4% |
14,322.75 |
Close |
14,928.25 |
15,185.50 |
257.25 |
1.7% |
14,445.75 |
Range |
348.50 |
256.50 |
-92.00 |
-26.4% |
796.50 |
ATR |
269.87 |
270.18 |
0.31 |
0.1% |
0.00 |
Volume |
1,695 |
1,783 |
88 |
5.2% |
6,271 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,880.75 |
15,789.75 |
15,326.50 |
|
R3 |
15,624.25 |
15,533.25 |
15,256.00 |
|
R2 |
15,367.75 |
15,367.75 |
15,232.50 |
|
R1 |
15,276.75 |
15,276.75 |
15,209.00 |
15,322.25 |
PP |
15,111.25 |
15,111.25 |
15,111.25 |
15,134.00 |
S1 |
15,020.25 |
15,020.25 |
15,162.00 |
15,065.75 |
S2 |
14,854.75 |
14,854.75 |
15,138.50 |
|
S3 |
14,598.25 |
14,763.75 |
15,115.00 |
|
S4 |
14,341.75 |
14,507.25 |
15,044.50 |
|
|
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 |
15,202.50 |
14,392.00 |
810.50 |
5.3% |
232.25 |
1.5% |
98% |
True |
False |
1,392 |
10 |
15,202.50 |
14,322.75 |
879.75 |
5.8% |
268.75 |
1.8% |
98% |
True |
False |
1,322 |
20 |
15,667.00 |
14,322.75 |
1,344.25 |
8.9% |
271.75 |
1.8% |
64% |
False |
False |
1,110 |
40 |
15,919.00 |
14,322.75 |
1,596.25 |
10.5% |
256.00 |
1.7% |
54% |
False |
False |
933 |
60 |
16,063.50 |
14,322.75 |
1,740.75 |
11.5% |
254.00 |
1.7% |
50% |
False |
False |
661 |
80 |
16,436.50 |
14,322.75 |
2,113.75 |
13.9% |
235.25 |
1.5% |
41% |
False |
False |
501 |
100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.9% |
204.50 |
1.3% |
41% |
False |
False |
401 |
120 |
16,436.50 |
13,894.00 |
2,542.50 |
16.7% |
171.25 |
1.1% |
51% |
False |
False |
334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,292.50 |
2.618 |
15,874.00 |
1.618 |
15,617.50 |
1.000 |
15,459.00 |
0.618 |
15,361.00 |
HIGH |
15,202.50 |
0.618 |
15,104.50 |
0.500 |
15,074.25 |
0.382 |
15,044.00 |
LOW |
14,946.00 |
0.618 |
14,787.50 |
1.000 |
14,689.50 |
1.618 |
14,531.00 |
2.618 |
14,274.50 |
4.250 |
13,856.00 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,148.50 |
15,073.00 |
PP |
15,111.25 |
14,960.75 |
S1 |
15,074.25 |
14,848.25 |
|