Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,814.5040 |
1,856.2340 |
41.7300 |
2.3% |
1,603.6320 |
High |
1,856.6470 |
1,874.3990 |
17.7520 |
1.0% |
1,865.1010 |
Low |
1,785.0080 |
1,786.5830 |
1.5750 |
0.1% |
1,593.2460 |
Close |
1,854.8340 |
1,805.2850 |
-49.5490 |
-2.7% |
1,781.6660 |
Range |
71.6390 |
87.8160 |
16.1770 |
22.6% |
271.8550 |
ATR |
62.3043 |
64.1266 |
1.8223 |
2.9% |
0.0000 |
Volume |
229,626 |
220,486 |
-9,140 |
-4.0% |
1,217,132 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.5370 |
2,033.2270 |
1,853.5838 |
|
R3 |
1,997.7210 |
1,945.4110 |
1,829.4344 |
|
R2 |
1,909.9050 |
1,909.9050 |
1,821.3846 |
|
R1 |
1,857.5950 |
1,857.5950 |
1,813.3348 |
1,839.8420 |
PP |
1,822.0890 |
1,822.0890 |
1,822.0890 |
1,813.2125 |
S1 |
1,769.7790 |
1,769.7790 |
1,797.2352 |
1,752.0260 |
S2 |
1,734.2730 |
1,734.2730 |
1,789.1854 |
|
S3 |
1,646.4570 |
1,681.9630 |
1,781.1356 |
|
S4 |
1,558.6410 |
1,594.1470 |
1,756.9862 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,562.2360 |
2,443.8060 |
1,931.1863 |
|
R3 |
2,290.3810 |
2,171.9510 |
1,856.4261 |
|
R2 |
2,018.5260 |
2,018.5260 |
1,831.5061 |
|
R1 |
1,900.0960 |
1,900.0960 |
1,806.5860 |
1,959.3110 |
PP |
1,746.6710 |
1,746.6710 |
1,746.6710 |
1,776.2785 |
S1 |
1,628.2410 |
1,628.2410 |
1,756.7460 |
1,687.4560 |
S2 |
1,474.8160 |
1,474.8160 |
1,731.8259 |
|
S3 |
1,202.9610 |
1,356.3860 |
1,706.9059 |
|
S4 |
931.1060 |
1,084.5310 |
1,632.1458 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,874.3990 |
1,751.1680 |
123.2310 |
6.8% |
64.0966 |
3.6% |
44% |
True |
False |
155,701 |
10 |
1,874.3990 |
1,562.2540 |
312.1450 |
17.3% |
82.1375 |
4.5% |
78% |
True |
False |
201,723 |
20 |
1,874.3990 |
1,523.0770 |
351.3220 |
19.5% |
65.6041 |
3.6% |
80% |
True |
False |
151,286 |
40 |
1,874.3990 |
1,523.0770 |
351.3220 |
19.5% |
56.5580 |
3.1% |
80% |
True |
False |
132,598 |
60 |
1,874.3990 |
1,523.0770 |
351.3220 |
19.5% |
55.4176 |
3.1% |
80% |
True |
False |
142,698 |
80 |
2,026.3210 |
1,523.0770 |
503.2440 |
27.9% |
53.9241 |
3.0% |
56% |
False |
False |
136,662 |
100 |
2,026.3210 |
1,523.0770 |
503.2440 |
27.9% |
56.8812 |
3.2% |
56% |
False |
False |
135,663 |
120 |
2,026.3210 |
1,523.0770 |
503.2440 |
27.9% |
57.0564 |
3.2% |
56% |
False |
False |
128,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,247.6170 |
2.618 |
2,104.3013 |
1.618 |
2,016.4853 |
1.000 |
1,962.2150 |
0.618 |
1,928.6693 |
HIGH |
1,874.3990 |
0.618 |
1,840.8533 |
0.500 |
1,830.4910 |
0.382 |
1,820.1287 |
LOW |
1,786.5830 |
0.618 |
1,732.3127 |
1.000 |
1,698.7670 |
1.618 |
1,644.4967 |
2.618 |
1,556.6807 |
4.250 |
1,413.3650 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,830.4910 |
1,828.8380 |
PP |
1,822.0890 |
1,820.9870 |
S1 |
1,813.6870 |
1,813.1360 |
|