| 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 |
2,036.7 |
2,022.6 |
-14.1 |
-0.7% |
2,054.6 |
| High |
2,039.1 |
2,023.0 |
-16.1 |
-0.8% |
2,057.2 |
| Low |
2,024.2 |
2,003.4 |
-20.8 |
-1.0% |
2,018.0 |
| Close |
2,028.4 |
2,013.2 |
-15.2 |
-0.7% |
2,039.1 |
| Range |
14.9 |
19.6 |
4.7 |
31.5% |
39.2 |
| ATR |
22.3 |
22.5 |
0.2 |
0.9% |
0.0 |
| Volume |
3,005 |
4,350 |
1,345 |
44.8% |
15,624 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.0 |
2,062.2 |
2,024.0 |
|
| R3 |
2,052.4 |
2,042.6 |
2,018.6 |
|
| R2 |
2,032.8 |
2,032.8 |
2,016.8 |
|
| R1 |
2,023.0 |
2,023.0 |
2,015.0 |
2,018.1 |
| PP |
2,013.2 |
2,013.2 |
2,013.2 |
2,010.8 |
| S1 |
2,003.4 |
2,003.4 |
2,011.4 |
1,998.5 |
| S2 |
1,993.6 |
1,993.6 |
2,009.6 |
|
| S3 |
1,974.0 |
1,983.8 |
2,007.8 |
|
| S4 |
1,954.4 |
1,964.2 |
2,002.4 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.7 |
2,136.6 |
2,060.7 |
|
| R3 |
2,116.5 |
2,097.4 |
2,049.9 |
|
| R2 |
2,077.3 |
2,077.3 |
2,046.3 |
|
| R1 |
2,058.2 |
2,058.2 |
2,042.7 |
2,048.2 |
| PP |
2,038.1 |
2,038.1 |
2,038.1 |
2,033.1 |
| S1 |
2,019.0 |
2,019.0 |
2,035.5 |
2,009.0 |
| S2 |
1,998.9 |
1,998.9 |
2,031.9 |
|
| S3 |
1,959.7 |
1,979.8 |
2,028.3 |
|
| S4 |
1,920.5 |
1,940.6 |
2,017.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,051.2 |
2,003.4 |
47.8 |
2.4% |
18.7 |
0.9% |
21% |
False |
True |
3,750 |
| 10 |
2,058.5 |
2,003.4 |
55.1 |
2.7% |
21.4 |
1.1% |
18% |
False |
True |
3,205 |
| 20 |
2,058.5 |
1,909.6 |
148.9 |
7.4% |
24.1 |
1.2% |
70% |
False |
False |
2,823 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.8% |
20.4 |
1.0% |
77% |
False |
False |
2,270 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.8% |
18.4 |
0.9% |
77% |
False |
False |
1,714 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
17.9 |
0.9% |
74% |
False |
False |
1,413 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
17.6 |
0.9% |
74% |
False |
False |
1,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.3 |
|
2.618 |
2,074.3 |
|
1.618 |
2,054.7 |
|
1.000 |
2,042.6 |
|
0.618 |
2,035.1 |
|
HIGH |
2,023.0 |
|
0.618 |
2,015.5 |
|
0.500 |
2,013.2 |
|
0.382 |
2,010.9 |
|
LOW |
2,003.4 |
|
0.618 |
1,991.3 |
|
1.000 |
1,983.8 |
|
1.618 |
1,971.7 |
|
2.618 |
1,952.1 |
|
4.250 |
1,920.1 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,013.2 |
2,027.3 |
| PP |
2,013.2 |
2,022.6 |
| S1 |
2,013.2 |
2,017.9 |
|