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 |
33,295 |
33,422 |
127 |
0.4% |
33,629 |
High |
33,525 |
33,723 |
198 |
0.6% |
33,720 |
Low |
33,185 |
33,307 |
122 |
0.4% |
32,732 |
Close |
33,451 |
33,662 |
211 |
0.6% |
32,820 |
Range |
340 |
416 |
76 |
22.4% |
988 |
ATR |
393 |
395 |
2 |
0.4% |
0 |
Volume |
47 |
85 |
38 |
80.9% |
746 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,812 |
34,653 |
33,891 |
|
R3 |
34,396 |
34,237 |
33,777 |
|
R2 |
33,980 |
33,980 |
33,738 |
|
R1 |
33,821 |
33,821 |
33,700 |
33,901 |
PP |
33,564 |
33,564 |
33,564 |
33,604 |
S1 |
33,405 |
33,405 |
33,624 |
33,485 |
S2 |
33,148 |
33,148 |
33,586 |
|
S3 |
32,732 |
32,989 |
33,548 |
|
S4 |
32,316 |
32,573 |
33,433 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,055 |
35,425 |
33,364 |
|
R3 |
35,067 |
34,437 |
33,092 |
|
R2 |
34,079 |
34,079 |
33,001 |
|
R1 |
33,449 |
33,449 |
32,911 |
33,270 |
PP |
33,091 |
33,091 |
33,091 |
33,001 |
S1 |
32,461 |
32,461 |
32,730 |
32,282 |
S2 |
32,103 |
32,103 |
32,639 |
|
S3 |
31,115 |
31,473 |
32,548 |
|
S4 |
30,127 |
30,485 |
32,277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33,723 |
32,732 |
991 |
2.9% |
447 |
1.3% |
94% |
True |
False |
129 |
10 |
34,298 |
32,732 |
1,566 |
4.7% |
400 |
1.2% |
59% |
False |
False |
137 |
20 |
34,620 |
32,732 |
1,888 |
5.6% |
402 |
1.2% |
49% |
False |
False |
138 |
40 |
35,666 |
32,732 |
2,934 |
8.7% |
368 |
1.1% |
32% |
False |
False |
106 |
60 |
36,190 |
32,732 |
3,458 |
10.3% |
335 |
1.0% |
27% |
False |
False |
74 |
80 |
36,433 |
32,732 |
3,701 |
11.0% |
292 |
0.9% |
25% |
False |
False |
56 |
100 |
36,433 |
32,732 |
3,701 |
11.0% |
252 |
0.7% |
25% |
False |
False |
44 |
120 |
36,433 |
32,732 |
3,701 |
11.0% |
211 |
0.6% |
25% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,491 |
2.618 |
34,812 |
1.618 |
34,396 |
1.000 |
34,139 |
0.618 |
33,980 |
HIGH |
33,723 |
0.618 |
33,564 |
0.500 |
33,515 |
0.382 |
33,466 |
LOW |
33,307 |
0.618 |
33,050 |
1.000 |
32,891 |
1.618 |
32,634 |
2.618 |
32,218 |
4.250 |
31,539 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
33,613 |
33,539 |
PP |
33,564 |
33,416 |
S1 |
33,515 |
33,293 |
|