| 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 |
1,993.3 |
1,992.0 |
-1.3 |
-0.1% |
1,987.7 |
| High |
2,005.9 |
1,999.2 |
-6.7 |
-0.3% |
2,019.7 |
| Low |
1,978.2 |
1,986.3 |
8.1 |
0.4% |
1,964.6 |
| Close |
1,987.5 |
1,993.5 |
6.0 |
0.3% |
1,998.5 |
| Range |
27.7 |
12.9 |
-14.8 |
-53.4% |
55.1 |
| ATR |
25.4 |
24.5 |
-0.9 |
-3.5% |
0.0 |
| Volume |
197,629 |
158,650 |
-38,979 |
-19.7% |
1,081,698 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,031.7 |
2,025.5 |
2,000.6 |
|
| R3 |
2,018.8 |
2,012.6 |
1,997.0 |
|
| R2 |
2,005.9 |
2,005.9 |
1,995.9 |
|
| R1 |
1,999.7 |
1,999.7 |
1,994.7 |
2,002.8 |
| PP |
1,993.0 |
1,993.0 |
1,993.0 |
1,994.6 |
| S1 |
1,986.8 |
1,986.8 |
1,992.3 |
1,989.9 |
| S2 |
1,980.1 |
1,980.1 |
1,991.1 |
|
| S3 |
1,967.2 |
1,973.9 |
1,990.0 |
|
| S4 |
1,954.3 |
1,961.0 |
1,986.4 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.6 |
2,134.1 |
2,028.8 |
|
| R3 |
2,104.5 |
2,079.0 |
2,013.7 |
|
| R2 |
2,049.4 |
2,049.4 |
2,008.6 |
|
| R1 |
2,023.9 |
2,023.9 |
2,003.6 |
2,036.7 |
| PP |
1,994.3 |
1,994.3 |
1,994.3 |
2,000.6 |
| S1 |
1,968.8 |
1,968.8 |
1,993.4 |
1,981.6 |
| S2 |
1,939.2 |
1,939.2 |
1,988.4 |
|
| S3 |
1,884.1 |
1,913.7 |
1,983.3 |
|
| S4 |
1,829.0 |
1,858.6 |
1,968.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,019.7 |
1,978.2 |
41.5 |
2.1% |
24.3 |
1.2% |
37% |
False |
False |
193,230 |
| 10 |
2,019.7 |
1,964.6 |
55.1 |
2.8% |
24.5 |
1.2% |
52% |
False |
False |
212,320 |
| 20 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
26.0 |
1.3% |
87% |
False |
False |
211,427 |
| 40 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
21.8 |
1.1% |
87% |
False |
False |
198,920 |
| 60 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
19.8 |
1.0% |
87% |
False |
False |
181,002 |
| 80 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
19.7 |
1.0% |
83% |
False |
False |
161,732 |
| 100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.2 |
1.0% |
83% |
False |
False |
132,217 |
| 120 |
2,084.4 |
1,823.5 |
260.9 |
13.1% |
20.9 |
1.0% |
65% |
False |
False |
110,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,054.0 |
|
2.618 |
2,033.0 |
|
1.618 |
2,020.1 |
|
1.000 |
2,012.1 |
|
0.618 |
2,007.2 |
|
HIGH |
1,999.2 |
|
0.618 |
1,994.3 |
|
0.500 |
1,992.8 |
|
0.382 |
1,991.2 |
|
LOW |
1,986.3 |
|
0.618 |
1,978.3 |
|
1.000 |
1,973.4 |
|
1.618 |
1,965.4 |
|
2.618 |
1,952.5 |
|
4.250 |
1,931.5 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.3 |
1,998.0 |
| PP |
1,993.0 |
1,996.5 |
| S1 |
1,992.8 |
1,995.0 |
|