| 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 |
2,028.4 |
2,032.3 |
3.9 |
0.2% |
2,027.1 |
| High |
2,045.2 |
2,037.9 |
-7.3 |
-0.4% |
2,058.5 |
| Low |
2,018.0 |
2,026.4 |
8.4 |
0.4% |
2,005.0 |
| Close |
2,027.1 |
2,033.3 |
6.2 |
0.3% |
2,038.0 |
| Range |
27.2 |
11.5 |
-15.7 |
-57.7% |
53.5 |
| ATR |
24.0 |
23.1 |
-0.9 |
-3.7% |
0.0 |
| Volume |
3,621 |
2,752 |
-869 |
-24.0% |
13,372 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.0 |
2,061.7 |
2,039.6 |
|
| R3 |
2,055.5 |
2,050.2 |
2,036.5 |
|
| R2 |
2,044.0 |
2,044.0 |
2,035.4 |
|
| R1 |
2,038.7 |
2,038.7 |
2,034.4 |
2,041.4 |
| PP |
2,032.5 |
2,032.5 |
2,032.5 |
2,033.9 |
| S1 |
2,027.2 |
2,027.2 |
2,032.2 |
2,029.9 |
| S2 |
2,021.0 |
2,021.0 |
2,031.2 |
|
| S3 |
2,009.5 |
2,015.7 |
2,030.1 |
|
| S4 |
1,998.0 |
2,004.2 |
2,027.0 |
|
|
| 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% |
23.0 |
1.1% |
38% |
False |
False |
2,604 |
| 10 |
2,058.5 |
2,005.0 |
53.5 |
2.6% |
22.7 |
1.1% |
53% |
False |
False |
2,647 |
| 20 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
24.1 |
1.2% |
87% |
False |
False |
2,676 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
20.0 |
1.0% |
87% |
False |
False |
2,031 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
18.1 |
0.9% |
87% |
False |
False |
1,528 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.6 |
0.9% |
84% |
False |
False |
1,281 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.8 |
0.9% |
84% |
False |
False |
1,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,086.8 |
|
2.618 |
2,068.0 |
|
1.618 |
2,056.5 |
|
1.000 |
2,049.4 |
|
0.618 |
2,045.0 |
|
HIGH |
2,037.9 |
|
0.618 |
2,033.5 |
|
0.500 |
2,032.2 |
|
0.382 |
2,030.8 |
|
LOW |
2,026.4 |
|
0.618 |
2,019.3 |
|
1.000 |
2,014.9 |
|
1.618 |
2,007.8 |
|
2.618 |
1,996.3 |
|
4.250 |
1,977.5 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.9 |
2,037.6 |
| PP |
2,032.5 |
2,036.2 |
| S1 |
2,032.2 |
2,034.7 |
|