| 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 |
15,325.0 |
15,332.0 |
7.0 |
0.0% |
14,951.0 |
| High |
15,400.0 |
15,500.0 |
100.0 |
0.6% |
15,480.0 |
| Low |
15,325.0 |
15,330.0 |
5.0 |
0.0% |
14,938.0 |
| Close |
15,382.0 |
15,453.0 |
71.0 |
0.5% |
15,424.0 |
| Range |
75.0 |
170.0 |
95.0 |
126.7% |
542.0 |
| ATR |
144.1 |
145.9 |
1.9 |
1.3% |
0.0 |
| Volume |
14 |
24 |
10 |
71.4% |
139 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,937.7 |
15,865.3 |
15,546.5 |
|
| R3 |
15,767.7 |
15,695.3 |
15,499.8 |
|
| R2 |
15,597.7 |
15,597.7 |
15,484.2 |
|
| R1 |
15,525.3 |
15,525.3 |
15,468.6 |
15,561.5 |
| PP |
15,427.7 |
15,427.7 |
15,427.7 |
15,445.8 |
| S1 |
15,355.3 |
15,355.3 |
15,437.4 |
15,391.5 |
| S2 |
15,257.7 |
15,257.7 |
15,421.8 |
|
| S3 |
15,087.7 |
15,185.3 |
15,406.3 |
|
| S4 |
14,917.7 |
15,015.3 |
15,359.5 |
|
|
| 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 |
15,500.0 |
15,220.0 |
280.0 |
1.8% |
111.4 |
0.7% |
83% |
True |
False |
27 |
| 10 |
15,500.0 |
14,836.0 |
664.0 |
4.3% |
115.1 |
0.7% |
93% |
True |
False |
21 |
| 20 |
15,819.0 |
14,836.0 |
983.0 |
6.4% |
113.2 |
0.7% |
63% |
False |
False |
29 |
| 40 |
16,263.0 |
14,836.0 |
1,427.0 |
9.2% |
104.0 |
0.7% |
43% |
False |
False |
26 |
| 60 |
16,319.0 |
14,836.0 |
1,483.0 |
9.6% |
78.7 |
0.5% |
42% |
False |
False |
18 |
| 80 |
16,887.0 |
14,836.0 |
2,051.0 |
13.3% |
63.5 |
0.4% |
30% |
False |
False |
13 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
13.3% |
50.8 |
0.3% |
30% |
False |
False |
11 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
13.3% |
42.4 |
0.3% |
30% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,222.5 |
|
2.618 |
15,945.1 |
|
1.618 |
15,775.1 |
|
1.000 |
15,670.0 |
|
0.618 |
15,605.1 |
|
HIGH |
15,500.0 |
|
0.618 |
15,435.1 |
|
0.500 |
15,415.0 |
|
0.382 |
15,394.9 |
|
LOW |
15,330.0 |
|
0.618 |
15,224.9 |
|
1.000 |
15,160.0 |
|
1.618 |
15,054.9 |
|
2.618 |
14,884.9 |
|
4.250 |
14,607.5 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,440.3 |
15,439.5 |
| PP |
15,427.7 |
15,426.0 |
| S1 |
15,415.0 |
15,412.5 |
|