| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
15,391.00 |
15,398.00 |
7.00 |
0.0% |
14,512.25 |
| High |
15,446.00 |
15,604.50 |
158.50 |
1.0% |
15,415.25 |
| Low |
15,329.75 |
15,368.00 |
38.25 |
0.2% |
14,488.75 |
| Close |
15,423.00 |
15,567.75 |
144.75 |
0.9% |
15,366.75 |
| Range |
116.25 |
236.50 |
120.25 |
103.4% |
926.50 |
| ATR |
260.95 |
259.20 |
-1.75 |
-0.7% |
0.00 |
| Volume |
971 |
1,351 |
380 |
39.1% |
7,600 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,223.00 |
16,131.75 |
15,697.75 |
|
| R3 |
15,986.50 |
15,895.25 |
15,632.75 |
|
| R2 |
15,750.00 |
15,750.00 |
15,611.00 |
|
| R1 |
15,658.75 |
15,658.75 |
15,589.50 |
15,704.50 |
| PP |
15,513.50 |
15,513.50 |
15,513.50 |
15,536.25 |
| S1 |
15,422.25 |
15,422.25 |
15,546.00 |
15,468.00 |
| S2 |
15,277.00 |
15,277.00 |
15,524.50 |
|
| S3 |
15,040.50 |
15,185.75 |
15,502.75 |
|
| S4 |
14,804.00 |
14,949.25 |
15,437.75 |
|
|
| 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 |
15,604.50 |
14,595.50 |
1,009.00 |
6.5% |
251.00 |
1.6% |
96% |
True |
False |
1,482 |
| 10 |
15,604.50 |
14,322.75 |
1,281.75 |
8.2% |
253.25 |
1.6% |
97% |
True |
False |
1,412 |
| 20 |
15,667.00 |
14,322.75 |
1,344.25 |
8.6% |
255.75 |
1.6% |
93% |
False |
False |
1,156 |
| 40 |
15,919.00 |
14,322.75 |
1,596.25 |
10.3% |
259.00 |
1.7% |
78% |
False |
False |
1,025 |
| 60 |
16,063.50 |
14,322.75 |
1,740.75 |
11.2% |
252.25 |
1.6% |
72% |
False |
False |
724 |
| 80 |
16,436.50 |
14,322.75 |
2,113.75 |
13.6% |
237.25 |
1.5% |
59% |
False |
False |
550 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.6% |
207.75 |
1.3% |
59% |
False |
False |
440 |
| 120 |
16,436.50 |
14,122.00 |
2,314.50 |
14.9% |
176.75 |
1.1% |
62% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,609.50 |
|
2.618 |
16,223.75 |
|
1.618 |
15,987.25 |
|
1.000 |
15,841.00 |
|
0.618 |
15,750.75 |
|
HIGH |
15,604.50 |
|
0.618 |
15,514.25 |
|
0.500 |
15,486.25 |
|
0.382 |
15,458.25 |
|
LOW |
15,368.00 |
|
0.618 |
15,221.75 |
|
1.000 |
15,131.50 |
|
1.618 |
14,985.25 |
|
2.618 |
14,748.75 |
|
4.250 |
14,363.00 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,540.50 |
15,499.00 |
| PP |
15,513.50 |
15,430.25 |
| S1 |
15,486.25 |
15,361.50 |
|