| 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 |
15,375.0 |
15,325.0 |
-50.0 |
-0.3% |
14,951.0 |
| High |
15,375.0 |
15,400.0 |
25.0 |
0.2% |
15,480.0 |
| Low |
15,353.0 |
15,325.0 |
-28.0 |
-0.2% |
14,938.0 |
| Close |
15,367.0 |
15,382.0 |
15.0 |
0.1% |
15,424.0 |
| Range |
22.0 |
75.0 |
53.0 |
240.9% |
542.0 |
| ATR |
149.4 |
144.1 |
-5.3 |
-3.6% |
0.0 |
| Volume |
8 |
14 |
6 |
75.0% |
139 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,594.0 |
15,563.0 |
15,423.3 |
|
| R3 |
15,519.0 |
15,488.0 |
15,402.6 |
|
| R2 |
15,444.0 |
15,444.0 |
15,395.8 |
|
| R1 |
15,413.0 |
15,413.0 |
15,388.9 |
15,428.5 |
| PP |
15,369.0 |
15,369.0 |
15,369.0 |
15,376.8 |
| S1 |
15,338.0 |
15,338.0 |
15,375.1 |
15,353.5 |
| S2 |
15,294.0 |
15,294.0 |
15,368.3 |
|
| S3 |
15,219.0 |
15,263.0 |
15,361.4 |
|
| S4 |
15,144.0 |
15,188.0 |
15,340.8 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,906.7 |
16,707.3 |
15,722.1 |
|
| R3 |
16,364.7 |
16,165.3 |
15,573.1 |
|
| R2 |
15,822.7 |
15,822.7 |
15,523.4 |
|
| R1 |
15,623.3 |
15,623.3 |
15,473.7 |
15,723.0 |
| PP |
15,280.7 |
15,280.7 |
15,280.7 |
15,330.5 |
| S1 |
15,081.3 |
15,081.3 |
15,374.3 |
15,181.0 |
| S2 |
14,738.7 |
14,738.7 |
15,324.6 |
|
| S3 |
14,196.7 |
14,539.3 |
15,275.0 |
|
| S4 |
13,654.7 |
13,997.3 |
15,125.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,480.0 |
15,030.0 |
450.0 |
2.9% |
114.6 |
0.7% |
78% |
False |
False |
25 |
| 10 |
15,480.0 |
14,836.0 |
644.0 |
4.2% |
106.9 |
0.7% |
85% |
False |
False |
26 |
| 20 |
15,819.0 |
14,836.0 |
983.0 |
6.4% |
105.4 |
0.7% |
56% |
False |
False |
29 |
| 40 |
16,263.0 |
14,836.0 |
1,427.0 |
9.3% |
100.4 |
0.7% |
38% |
False |
False |
26 |
| 60 |
16,319.0 |
14,836.0 |
1,483.0 |
9.6% |
75.8 |
0.5% |
37% |
False |
False |
17 |
| 80 |
16,887.0 |
14,836.0 |
2,051.0 |
13.3% |
61.4 |
0.4% |
27% |
False |
False |
13 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
13.3% |
49.1 |
0.3% |
27% |
False |
False |
10 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
13.3% |
40.9 |
0.3% |
27% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,718.8 |
|
2.618 |
15,596.4 |
|
1.618 |
15,521.4 |
|
1.000 |
15,475.0 |
|
0.618 |
15,446.4 |
|
HIGH |
15,400.0 |
|
0.618 |
15,371.4 |
|
0.500 |
15,362.5 |
|
0.382 |
15,353.7 |
|
LOW |
15,325.0 |
|
0.618 |
15,278.7 |
|
1.000 |
15,250.0 |
|
1.618 |
15,203.7 |
|
2.618 |
15,128.7 |
|
4.250 |
15,006.3 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,375.5 |
15,402.5 |
| PP |
15,369.0 |
15,395.7 |
| S1 |
15,362.5 |
15,388.8 |
|