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 |
14,946.00 |
15,125.25 |
179.25 |
1.2% |
14,512.25 |
High |
15,202.50 |
15,415.25 |
212.75 |
1.4% |
15,415.25 |
Low |
14,946.00 |
15,118.50 |
172.50 |
1.2% |
14,488.75 |
Close |
15,185.50 |
15,366.75 |
181.25 |
1.2% |
15,366.75 |
Range |
256.50 |
296.75 |
40.25 |
15.7% |
926.50 |
ATR |
270.18 |
272.08 |
1.90 |
0.7% |
0.00 |
Volume |
1,783 |
1,613 |
-170 |
-9.5% |
7,600 |
|
Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,190.50 |
16,075.25 |
15,530.00 |
|
R3 |
15,893.75 |
15,778.50 |
15,448.25 |
|
R2 |
15,597.00 |
15,597.00 |
15,421.25 |
|
R1 |
15,481.75 |
15,481.75 |
15,394.00 |
15,539.50 |
PP |
15,300.25 |
15,300.25 |
15,300.25 |
15,329.00 |
S1 |
15,185.00 |
15,185.00 |
15,339.50 |
15,242.50 |
S2 |
15,003.50 |
15,003.50 |
15,312.25 |
|
S3 |
14,706.75 |
14,888.25 |
15,285.25 |
|
S4 |
14,410.00 |
14,591.50 |
15,203.50 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,869.75 |
17,544.75 |
15,876.25 |
|
R3 |
16,943.25 |
16,618.25 |
15,621.50 |
|
R2 |
16,016.75 |
16,016.75 |
15,536.50 |
|
R1 |
15,691.75 |
15,691.75 |
15,451.75 |
15,854.25 |
PP |
15,090.25 |
15,090.25 |
15,090.25 |
15,171.50 |
S1 |
14,765.25 |
14,765.25 |
15,281.75 |
14,927.75 |
S2 |
14,163.75 |
14,163.75 |
15,197.00 |
|
S3 |
13,237.25 |
13,838.75 |
15,112.00 |
|
S4 |
12,310.75 |
12,912.25 |
14,857.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,415.25 |
14,488.75 |
926.50 |
6.0% |
252.25 |
1.6% |
95% |
True |
False |
1,520 |
10 |
15,415.25 |
14,322.75 |
1,092.50 |
7.1% |
274.25 |
1.8% |
96% |
True |
False |
1,387 |
20 |
15,667.00 |
14,322.75 |
1,344.25 |
8.7% |
261.75 |
1.7% |
78% |
False |
False |
1,118 |
40 |
15,919.00 |
14,322.75 |
1,596.25 |
10.4% |
259.75 |
1.7% |
65% |
False |
False |
971 |
60 |
16,063.50 |
14,322.75 |
1,740.75 |
11.3% |
254.00 |
1.7% |
60% |
False |
False |
686 |
80 |
16,436.50 |
14,322.75 |
2,113.75 |
13.8% |
237.00 |
1.5% |
49% |
False |
False |
521 |
100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.8% |
207.50 |
1.4% |
49% |
False |
False |
417 |
120 |
16,436.50 |
13,910.00 |
2,526.50 |
16.4% |
173.75 |
1.1% |
58% |
False |
False |
347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,676.50 |
2.618 |
16,192.25 |
1.618 |
15,895.50 |
1.000 |
15,712.00 |
0.618 |
15,598.75 |
HIGH |
15,415.25 |
0.618 |
15,302.00 |
0.500 |
15,267.00 |
0.382 |
15,231.75 |
LOW |
15,118.50 |
0.618 |
14,935.00 |
1.000 |
14,821.75 |
1.618 |
14,638.25 |
2.618 |
14,341.50 |
4.250 |
13,857.25 |
|
|
Fisher Pivots for day following 03-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,333.50 |
15,246.25 |
PP |
15,300.25 |
15,125.75 |
S1 |
15,267.00 |
15,005.50 |
|