| 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 |
151.682 |
150.956 |
-0.726 |
-0.5% |
149.775 |
| High |
151.682 |
150.963 |
-0.719 |
-0.5% |
150.775 |
| Low |
150.664 |
149.846 |
-0.818 |
-0.5% |
149.328 |
| Close |
150.935 |
150.481 |
-0.454 |
-0.3% |
149.653 |
| Range |
1.018 |
1.117 |
0.099 |
9.7% |
1.447 |
| ATR |
0.918 |
0.933 |
0.014 |
1.5% |
0.000 |
| Volume |
256,055 |
249,100 |
-6,955 |
-2.7% |
1,075,085 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.781 |
153.248 |
151.095 |
|
| R3 |
152.664 |
152.131 |
150.788 |
|
| R2 |
151.547 |
151.547 |
150.686 |
|
| R1 |
151.014 |
151.014 |
150.583 |
150.722 |
| PP |
150.430 |
150.430 |
150.430 |
150.284 |
| S1 |
149.897 |
149.897 |
150.379 |
149.605 |
| S2 |
149.313 |
149.313 |
150.276 |
|
| S3 |
148.196 |
148.780 |
150.174 |
|
| S4 |
147.079 |
147.663 |
149.867 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.260 |
153.403 |
150.449 |
|
| R3 |
152.813 |
151.956 |
150.051 |
|
| R2 |
151.366 |
151.366 |
149.918 |
|
| R1 |
150.509 |
150.509 |
149.786 |
150.214 |
| PP |
149.919 |
149.919 |
149.919 |
149.771 |
| S1 |
149.062 |
149.062 |
149.520 |
148.767 |
| S2 |
148.472 |
148.472 |
149.388 |
|
| S3 |
147.025 |
147.615 |
149.255 |
|
| S4 |
145.578 |
146.168 |
148.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151.709 |
148.809 |
2.900 |
1.9% |
1.362 |
0.9% |
58% |
False |
False |
245,021 |
| 10 |
151.709 |
148.809 |
2.900 |
1.9% |
0.954 |
0.6% |
58% |
False |
False |
229,723 |
| 20 |
151.709 |
148.166 |
3.543 |
2.4% |
0.833 |
0.6% |
65% |
False |
False |
259,967 |
| 40 |
151.709 |
145.910 |
5.799 |
3.9% |
0.843 |
0.6% |
79% |
False |
False |
287,605 |
| 60 |
151.709 |
143.305 |
8.404 |
5.6% |
0.918 |
0.6% |
85% |
False |
False |
293,549 |
| 80 |
151.709 |
137.248 |
14.461 |
9.6% |
1.063 |
0.7% |
92% |
False |
False |
321,154 |
| 100 |
151.709 |
137.248 |
14.461 |
9.6% |
1.100 |
0.7% |
92% |
False |
False |
329,582 |
| 120 |
151.709 |
135.643 |
16.066 |
10.7% |
1.112 |
0.7% |
92% |
False |
False |
327,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.710 |
|
2.618 |
153.887 |
|
1.618 |
152.770 |
|
1.000 |
152.080 |
|
0.618 |
151.653 |
|
HIGH |
150.963 |
|
0.618 |
150.536 |
|
0.500 |
150.405 |
|
0.382 |
150.273 |
|
LOW |
149.846 |
|
0.618 |
149.156 |
|
1.000 |
148.729 |
|
1.618 |
148.039 |
|
2.618 |
146.922 |
|
4.250 |
145.099 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
150.456 |
150.444 |
| PP |
150.430 |
150.407 |
| S1 |
150.405 |
150.370 |
|