| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
4,129.0 |
4,202.0 |
73.0 |
1.8% |
4,024.0 |
| High |
4,203.0 |
4,210.0 |
7.0 |
0.2% |
4,210.0 |
| Low |
4,126.0 |
4,176.0 |
50.0 |
1.2% |
4,022.0 |
| Close |
4,182.0 |
4,192.0 |
10.0 |
0.2% |
4,192.0 |
| Range |
77.0 |
34.0 |
-43.0 |
-55.8% |
188.0 |
| ATR |
63.6 |
61.5 |
-2.1 |
-3.3% |
0.0 |
| Volume |
1,203,827 |
928,699 |
-275,128 |
-22.9% |
4,390,522 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,294.7 |
4,277.3 |
4,210.7 |
|
| R3 |
4,260.7 |
4,243.3 |
4,201.4 |
|
| R2 |
4,226.7 |
4,226.7 |
4,198.2 |
|
| R1 |
4,209.3 |
4,209.3 |
4,195.1 |
4,201.0 |
| PP |
4,192.7 |
4,192.7 |
4,192.7 |
4,188.5 |
| S1 |
4,175.3 |
4,175.3 |
4,188.9 |
4,167.0 |
| S2 |
4,158.7 |
4,158.7 |
4,185.8 |
|
| S3 |
4,124.7 |
4,141.3 |
4,182.7 |
|
| S4 |
4,090.7 |
4,107.3 |
4,173.3 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,705.3 |
4,636.7 |
4,295.4 |
|
| R3 |
4,517.3 |
4,448.7 |
4,243.7 |
|
| R2 |
4,329.3 |
4,329.3 |
4,226.5 |
|
| R1 |
4,260.7 |
4,260.7 |
4,209.2 |
4,295.0 |
| PP |
4,141.3 |
4,141.3 |
4,141.3 |
4,158.5 |
| S1 |
4,072.7 |
4,072.7 |
4,174.8 |
4,107.0 |
| S2 |
3,953.3 |
3,953.3 |
4,157.5 |
|
| S3 |
3,765.3 |
3,884.7 |
4,140.3 |
|
| S4 |
3,577.3 |
3,696.7 |
4,088.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,210.0 |
4,022.0 |
188.0 |
4.5% |
54.2 |
1.3% |
90% |
True |
False |
878,104 |
| 10 |
4,210.0 |
4,001.0 |
209.0 |
5.0% |
56.3 |
1.3% |
91% |
True |
False |
888,949 |
| 20 |
4,256.0 |
4,001.0 |
255.0 |
6.1% |
58.6 |
1.4% |
75% |
False |
False |
868,912 |
| 40 |
4,359.0 |
4,001.0 |
358.0 |
8.5% |
59.1 |
1.4% |
53% |
False |
False |
896,682 |
| 60 |
4,408.0 |
4,001.0 |
407.0 |
9.7% |
57.0 |
1.4% |
47% |
False |
False |
613,197 |
| 80 |
4,533.0 |
4,001.0 |
532.0 |
12.7% |
52.5 |
1.3% |
36% |
False |
False |
459,949 |
| 100 |
4,533.0 |
4,001.0 |
532.0 |
12.7% |
48.9 |
1.2% |
36% |
False |
False |
368,164 |
| 120 |
4,533.0 |
4,001.0 |
532.0 |
12.7% |
43.0 |
1.0% |
36% |
False |
False |
306,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,354.5 |
|
2.618 |
4,299.0 |
|
1.618 |
4,265.0 |
|
1.000 |
4,244.0 |
|
0.618 |
4,231.0 |
|
HIGH |
4,210.0 |
|
0.618 |
4,197.0 |
|
0.500 |
4,193.0 |
|
0.382 |
4,189.0 |
|
LOW |
4,176.0 |
|
0.618 |
4,155.0 |
|
1.000 |
4,142.0 |
|
1.618 |
4,121.0 |
|
2.618 |
4,087.0 |
|
4.250 |
4,031.5 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,193.0 |
4,173.5 |
| PP |
4,192.7 |
4,155.0 |
| S1 |
4,192.3 |
4,136.5 |
|