| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
15,267.0 |
15,194.0 |
-73.0 |
-0.5% |
14,735.0 |
| High |
15,300.0 |
15,262.0 |
-38.0 |
-0.2% |
15,338.0 |
| Low |
15,168.0 |
15,133.0 |
-35.0 |
-0.2% |
14,733.0 |
| Close |
15,206.0 |
15,221.0 |
15.0 |
0.1% |
15,263.0 |
| Range |
132.0 |
129.0 |
-3.0 |
-2.3% |
605.0 |
| ATR |
198.8 |
193.8 |
-5.0 |
-2.5% |
0.0 |
| Volume |
44,090 |
49,143 |
5,053 |
11.5% |
335,802 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,592.3 |
15,535.7 |
15,292.0 |
|
| R3 |
15,463.3 |
15,406.7 |
15,256.5 |
|
| R2 |
15,334.3 |
15,334.3 |
15,244.7 |
|
| R1 |
15,277.7 |
15,277.7 |
15,232.8 |
15,306.0 |
| PP |
15,205.3 |
15,205.3 |
15,205.3 |
15,219.5 |
| S1 |
15,148.7 |
15,148.7 |
15,209.2 |
15,177.0 |
| S2 |
15,076.3 |
15,076.3 |
15,197.4 |
|
| S3 |
14,947.3 |
15,019.7 |
15,185.5 |
|
| S4 |
14,818.3 |
14,890.7 |
15,150.1 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,926.3 |
16,699.7 |
15,595.8 |
|
| R3 |
16,321.3 |
16,094.7 |
15,429.4 |
|
| R2 |
15,716.3 |
15,716.3 |
15,373.9 |
|
| R1 |
15,489.7 |
15,489.7 |
15,318.5 |
15,603.0 |
| PP |
15,111.3 |
15,111.3 |
15,111.3 |
15,168.0 |
| S1 |
14,884.7 |
14,884.7 |
15,207.5 |
14,998.0 |
| S2 |
14,506.3 |
14,506.3 |
15,152.1 |
|
| S3 |
13,901.3 |
14,279.7 |
15,096.6 |
|
| S4 |
13,296.3 |
13,674.7 |
14,930.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,338.0 |
14,857.0 |
481.0 |
3.2% |
164.0 |
1.1% |
76% |
False |
False |
60,251 |
| 10 |
15,338.0 |
14,666.0 |
672.0 |
4.4% |
165.1 |
1.1% |
83% |
False |
False |
65,870 |
| 20 |
15,684.0 |
14,666.0 |
1,018.0 |
6.7% |
186.8 |
1.2% |
55% |
False |
False |
67,352 |
| 40 |
16,153.0 |
14,666.0 |
1,487.0 |
9.8% |
194.8 |
1.3% |
37% |
False |
False |
66,246 |
| 60 |
16,200.0 |
14,666.0 |
1,534.0 |
10.1% |
169.5 |
1.1% |
36% |
False |
False |
45,275 |
| 80 |
16,716.0 |
14,666.0 |
2,050.0 |
13.5% |
144.9 |
1.0% |
27% |
False |
False |
33,959 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
13.5% |
134.6 |
0.9% |
27% |
False |
False |
27,172 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
13.5% |
118.6 |
0.8% |
27% |
False |
False |
22,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,810.3 |
|
2.618 |
15,599.7 |
|
1.618 |
15,470.7 |
|
1.000 |
15,391.0 |
|
0.618 |
15,341.7 |
|
HIGH |
15,262.0 |
|
0.618 |
15,212.7 |
|
0.500 |
15,197.5 |
|
0.382 |
15,182.3 |
|
LOW |
15,133.0 |
|
0.618 |
15,053.3 |
|
1.000 |
15,004.0 |
|
1.618 |
14,924.3 |
|
2.618 |
14,795.3 |
|
4.250 |
14,584.8 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,213.2 |
15,235.5 |
| PP |
15,205.3 |
15,230.7 |
| S1 |
15,197.5 |
15,225.8 |
|