| 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 |
2,013.4 |
2,011.3 |
-2.1 |
-0.1% |
2,007.8 |
| High |
2,026.0 |
2,019.1 |
-6.9 |
-0.3% |
2,039.7 |
| Low |
1,998.7 |
2,007.0 |
8.3 |
0.4% |
1,984.8 |
| Close |
2,007.8 |
2,013.9 |
6.1 |
0.3% |
2,018.7 |
| Range |
27.3 |
12.1 |
-15.2 |
-55.7% |
54.9 |
| ATR |
25.0 |
24.1 |
-0.9 |
-3.7% |
0.0 |
| Volume |
13,995 |
12,156 |
-1,839 |
-13.1% |
52,701 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.6 |
2,043.9 |
2,020.6 |
|
| R3 |
2,037.5 |
2,031.8 |
2,017.2 |
|
| R2 |
2,025.4 |
2,025.4 |
2,016.1 |
|
| R1 |
2,019.7 |
2,019.7 |
2,015.0 |
2,022.6 |
| PP |
2,013.3 |
2,013.3 |
2,013.3 |
2,014.8 |
| S1 |
2,007.6 |
2,007.6 |
2,012.8 |
2,010.5 |
| S2 |
2,001.2 |
2,001.2 |
2,011.7 |
|
| S3 |
1,989.1 |
1,995.5 |
2,010.6 |
|
| S4 |
1,977.0 |
1,983.4 |
2,007.2 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.1 |
2,153.8 |
2,048.9 |
|
| R3 |
2,124.2 |
2,098.9 |
2,033.8 |
|
| R2 |
2,069.3 |
2,069.3 |
2,028.8 |
|
| R1 |
2,044.0 |
2,044.0 |
2,023.7 |
2,056.7 |
| PP |
2,014.4 |
2,014.4 |
2,014.4 |
2,020.7 |
| S1 |
1,989.1 |
1,989.1 |
2,013.7 |
2,001.8 |
| S2 |
1,959.5 |
1,959.5 |
2,008.6 |
|
| S3 |
1,904.6 |
1,934.2 |
2,003.6 |
|
| S4 |
1,849.7 |
1,879.3 |
1,988.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.7 |
1,998.7 |
41.0 |
2.0% |
23.8 |
1.2% |
37% |
False |
False |
11,012 |
| 10 |
2,039.7 |
1,984.8 |
54.9 |
2.7% |
23.9 |
1.2% |
53% |
False |
False |
11,000 |
| 20 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
25.5 |
1.3% |
87% |
False |
False |
9,894 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
21.3 |
1.1% |
87% |
False |
False |
6,959 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
19.2 |
1.0% |
87% |
False |
False |
5,175 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
18.9 |
0.9% |
83% |
False |
False |
4,350 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.3 |
1.0% |
83% |
False |
False |
3,700 |
| 120 |
2,100.6 |
1,842.5 |
258.1 |
12.8% |
19.9 |
1.0% |
66% |
False |
False |
3,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,070.5 |
|
2.618 |
2,050.8 |
|
1.618 |
2,038.7 |
|
1.000 |
2,031.2 |
|
0.618 |
2,026.6 |
|
HIGH |
2,019.1 |
|
0.618 |
2,014.5 |
|
0.500 |
2,013.1 |
|
0.382 |
2,011.6 |
|
LOW |
2,007.0 |
|
0.618 |
1,999.5 |
|
1.000 |
1,994.9 |
|
1.618 |
1,987.4 |
|
2.618 |
1,975.3 |
|
4.250 |
1,955.6 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,013.6 |
2,018.2 |
| PP |
2,013.3 |
2,016.8 |
| S1 |
2,013.1 |
2,015.3 |
|