| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,045.8 |
2,028.4 |
-17.4 |
-0.9% |
2,027.1 |
| High |
2,057.2 |
2,045.2 |
-12.0 |
-0.6% |
2,058.5 |
| Low |
2,027.6 |
2,018.0 |
-9.6 |
-0.5% |
2,005.0 |
| Close |
2,034.1 |
2,027.1 |
-7.0 |
-0.3% |
2,038.0 |
| Range |
29.6 |
27.2 |
-2.4 |
-8.1% |
53.5 |
| ATR |
23.7 |
24.0 |
0.2 |
1.1% |
0.0 |
| Volume |
2,702 |
3,621 |
919 |
34.0% |
13,372 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.7 |
2,096.6 |
2,042.1 |
|
| R3 |
2,084.5 |
2,069.4 |
2,034.6 |
|
| R2 |
2,057.3 |
2,057.3 |
2,032.1 |
|
| R1 |
2,042.2 |
2,042.2 |
2,029.6 |
2,036.2 |
| PP |
2,030.1 |
2,030.1 |
2,030.1 |
2,027.1 |
| S1 |
2,015.0 |
2,015.0 |
2,024.6 |
2,009.0 |
| S2 |
2,002.9 |
2,002.9 |
2,022.1 |
|
| S3 |
1,975.7 |
1,987.8 |
2,019.6 |
|
| S4 |
1,948.5 |
1,960.6 |
2,012.1 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.3 |
2,169.7 |
2,067.4 |
|
| R3 |
2,140.8 |
2,116.2 |
2,052.7 |
|
| R2 |
2,087.3 |
2,087.3 |
2,047.8 |
|
| R1 |
2,062.7 |
2,062.7 |
2,042.9 |
2,075.0 |
| PP |
2,033.8 |
2,033.8 |
2,033.8 |
2,040.0 |
| S1 |
2,009.2 |
2,009.2 |
2,033.1 |
2,021.5 |
| S2 |
1,980.3 |
1,980.3 |
2,028.2 |
|
| S3 |
1,926.8 |
1,955.7 |
2,023.3 |
|
| S4 |
1,873.3 |
1,902.2 |
2,008.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,058.5 |
2,018.0 |
40.5 |
2.0% |
24.5 |
1.2% |
22% |
False |
True |
2,704 |
| 10 |
2,058.5 |
1,996.8 |
61.7 |
3.0% |
24.8 |
1.2% |
49% |
False |
False |
2,630 |
| 20 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
24.2 |
1.2% |
84% |
False |
False |
2,717 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
19.9 |
1.0% |
84% |
False |
False |
1,981 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
18.2 |
0.9% |
84% |
False |
False |
1,491 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
17.8 |
0.9% |
81% |
False |
False |
1,256 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
17.9 |
0.9% |
81% |
False |
False |
1,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.8 |
|
2.618 |
2,116.4 |
|
1.618 |
2,089.2 |
|
1.000 |
2,072.4 |
|
0.618 |
2,062.0 |
|
HIGH |
2,045.2 |
|
0.618 |
2,034.8 |
|
0.500 |
2,031.6 |
|
0.382 |
2,028.4 |
|
LOW |
2,018.0 |
|
0.618 |
2,001.2 |
|
1.000 |
1,990.8 |
|
1.618 |
1,974.0 |
|
2.618 |
1,946.8 |
|
4.250 |
1,902.4 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.6 |
2,037.6 |
| PP |
2,030.1 |
2,034.1 |
| S1 |
2,028.6 |
2,030.6 |
|