| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,044.4 |
2,034.8 |
-9.6 |
-0.5% |
2,071.0 |
| High |
2,044.4 |
2,035.6 |
-8.8 |
-0.4% |
2,077.1 |
| Low |
2,023.6 |
2,013.1 |
-10.5 |
-0.5% |
2,039.2 |
| Close |
2,032.9 |
2,017.1 |
-15.8 |
-0.8% |
2,058.9 |
| Range |
20.8 |
22.5 |
1.7 |
8.2% |
37.9 |
| ATR |
22.5 |
22.5 |
0.0 |
0.0% |
0.0 |
| Volume |
3,903 |
4,744 |
841 |
21.5% |
14,000 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.4 |
2,075.8 |
2,029.5 |
|
| R3 |
2,066.9 |
2,053.3 |
2,023.3 |
|
| R2 |
2,044.4 |
2,044.4 |
2,021.2 |
|
| R1 |
2,030.8 |
2,030.8 |
2,019.2 |
2,026.4 |
| PP |
2,021.9 |
2,021.9 |
2,021.9 |
2,019.7 |
| S1 |
2,008.3 |
2,008.3 |
2,015.0 |
2,003.9 |
| S2 |
1,999.4 |
1,999.4 |
2,013.0 |
|
| S3 |
1,976.9 |
1,985.8 |
2,010.9 |
|
| S4 |
1,954.4 |
1,963.3 |
2,004.7 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.1 |
2,153.4 |
2,079.7 |
|
| R3 |
2,134.2 |
2,115.5 |
2,069.3 |
|
| R2 |
2,096.3 |
2,096.3 |
2,065.8 |
|
| R1 |
2,077.6 |
2,077.6 |
2,062.4 |
2,068.0 |
| PP |
2,058.4 |
2,058.4 |
2,058.4 |
2,053.6 |
| S1 |
2,039.7 |
2,039.7 |
2,055.4 |
2,030.1 |
| S2 |
2,020.5 |
2,020.5 |
2,052.0 |
|
| S3 |
1,982.6 |
2,001.8 |
2,048.5 |
|
| S4 |
1,944.7 |
1,963.9 |
2,038.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.5 |
2,013.1 |
58.4 |
2.9% |
18.1 |
0.9% |
7% |
False |
True |
3,470 |
| 10 |
2,078.9 |
2,013.1 |
65.8 |
3.3% |
21.5 |
1.1% |
6% |
False |
True |
3,064 |
| 20 |
2,078.9 |
1,938.1 |
140.8 |
7.0% |
24.5 |
1.2% |
56% |
False |
False |
2,548 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.9% |
20.5 |
1.0% |
69% |
False |
False |
1,709 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.9% |
18.2 |
0.9% |
69% |
False |
False |
1,247 |
| 80 |
2,082.2 |
1,879.5 |
202.7 |
10.0% |
17.4 |
0.9% |
68% |
False |
False |
977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.2 |
|
2.618 |
2,094.5 |
|
1.618 |
2,072.0 |
|
1.000 |
2,058.1 |
|
0.618 |
2,049.5 |
|
HIGH |
2,035.6 |
|
0.618 |
2,027.0 |
|
0.500 |
2,024.4 |
|
0.382 |
2,021.7 |
|
LOW |
2,013.1 |
|
0.618 |
1,999.2 |
|
1.000 |
1,990.6 |
|
1.618 |
1,976.7 |
|
2.618 |
1,954.2 |
|
4.250 |
1,917.5 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.4 |
2,036.3 |
| PP |
2,021.9 |
2,029.9 |
| S1 |
2,019.5 |
2,023.5 |
|