| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,005.0 |
1,995.1 |
-9.9 |
-0.5% |
2,034.0 |
| High |
2,005.1 |
1,997.6 |
-7.5 |
-0.4% |
2,037.7 |
| Low |
1,983.2 |
1,973.6 |
-9.6 |
-0.5% |
1,998.7 |
| Close |
1,993.8 |
1,978.1 |
-15.7 |
-0.8% |
2,019.6 |
| Range |
21.9 |
24.0 |
2.1 |
9.6% |
39.0 |
| ATR |
23.5 |
23.6 |
0.0 |
0.1% |
0.0 |
| Volume |
61,959 |
53,115 |
-8,844 |
-14.3% |
54,913 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,055.1 |
2,040.6 |
1,991.3 |
|
| R3 |
2,031.1 |
2,016.6 |
1,984.7 |
|
| R2 |
2,007.1 |
2,007.1 |
1,982.5 |
|
| R1 |
1,992.6 |
1,992.6 |
1,980.3 |
1,987.9 |
| PP |
1,983.1 |
1,983.1 |
1,983.1 |
1,980.7 |
| S1 |
1,968.6 |
1,968.6 |
1,975.9 |
1,963.9 |
| S2 |
1,959.1 |
1,959.1 |
1,973.7 |
|
| S3 |
1,935.1 |
1,944.6 |
1,971.5 |
|
| S4 |
1,911.1 |
1,920.6 |
1,964.9 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.7 |
2,116.6 |
2,041.1 |
|
| R3 |
2,096.7 |
2,077.6 |
2,030.3 |
|
| R2 |
2,057.7 |
2,057.7 |
2,026.8 |
|
| R1 |
2,038.6 |
2,038.6 |
2,023.2 |
2,028.7 |
| PP |
2,018.7 |
2,018.7 |
2,018.7 |
2,013.7 |
| S1 |
1,999.6 |
1,999.6 |
2,016.0 |
1,989.7 |
| S2 |
1,979.7 |
1,979.7 |
2,012.5 |
|
| S3 |
1,940.7 |
1,960.6 |
2,008.9 |
|
| S4 |
1,901.7 |
1,921.6 |
1,998.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,032.2 |
1,973.6 |
58.6 |
3.0% |
19.2 |
1.0% |
8% |
False |
True |
30,550 |
| 10 |
2,039.7 |
1,973.6 |
66.1 |
3.3% |
22.5 |
1.1% |
7% |
False |
True |
20,742 |
| 20 |
2,039.7 |
1,900.2 |
139.5 |
7.1% |
25.9 |
1.3% |
56% |
False |
False |
15,116 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
10.0% |
22.0 |
1.1% |
69% |
False |
False |
10,244 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
10.0% |
19.6 |
1.0% |
69% |
False |
False |
7,419 |
| 80 |
2,047.9 |
1,842.5 |
205.4 |
10.4% |
19.2 |
1.0% |
66% |
False |
False |
6,028 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.4% |
19.2 |
1.0% |
66% |
False |
False |
5,085 |
| 120 |
2,060.2 |
1,842.5 |
217.7 |
11.0% |
19.9 |
1.0% |
62% |
False |
False |
4,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.6 |
|
2.618 |
2,060.4 |
|
1.618 |
2,036.4 |
|
1.000 |
2,021.6 |
|
0.618 |
2,012.4 |
|
HIGH |
1,997.6 |
|
0.618 |
1,988.4 |
|
0.500 |
1,985.6 |
|
0.382 |
1,982.8 |
|
LOW |
1,973.6 |
|
0.618 |
1,958.8 |
|
1.000 |
1,949.6 |
|
1.618 |
1,934.8 |
|
2.618 |
1,910.8 |
|
4.250 |
1,871.6 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,985.6 |
1,996.9 |
| PP |
1,983.1 |
1,990.6 |
| S1 |
1,980.6 |
1,984.4 |
|