| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,032.3 |
2,032.5 |
0.2 |
0.0% |
2,054.6 |
| High |
2,037.9 |
2,051.2 |
13.3 |
0.7% |
2,057.2 |
| Low |
2,026.4 |
2,030.9 |
4.5 |
0.2% |
2,018.0 |
| Close |
2,033.3 |
2,039.1 |
5.8 |
0.3% |
2,039.1 |
| Range |
11.5 |
20.3 |
8.8 |
76.5% |
39.2 |
| ATR |
23.1 |
22.9 |
-0.2 |
-0.9% |
0.0 |
| Volume |
2,752 |
5,022 |
2,270 |
82.5% |
15,624 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.3 |
2,090.5 |
2,050.3 |
|
| R3 |
2,081.0 |
2,070.2 |
2,044.7 |
|
| R2 |
2,060.7 |
2,060.7 |
2,042.8 |
|
| R1 |
2,049.9 |
2,049.9 |
2,041.0 |
2,055.3 |
| PP |
2,040.4 |
2,040.4 |
2,040.4 |
2,043.1 |
| S1 |
2,029.6 |
2,029.6 |
2,037.2 |
2,035.0 |
| S2 |
2,020.1 |
2,020.1 |
2,035.4 |
|
| S3 |
1,999.8 |
2,009.3 |
2,033.5 |
|
| S4 |
1,979.5 |
1,989.0 |
2,027.9 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.7 |
2,136.6 |
2,060.7 |
|
| R3 |
2,116.5 |
2,097.4 |
2,049.9 |
|
| R2 |
2,077.3 |
2,077.3 |
2,046.3 |
|
| R1 |
2,058.2 |
2,058.2 |
2,042.7 |
2,048.2 |
| PP |
2,038.1 |
2,038.1 |
2,038.1 |
2,033.1 |
| S1 |
2,019.0 |
2,019.0 |
2,035.5 |
2,009.0 |
| S2 |
1,998.9 |
1,998.9 |
2,031.9 |
|
| S3 |
1,959.7 |
1,979.8 |
2,028.3 |
|
| S4 |
1,920.5 |
1,940.6 |
2,017.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,057.2 |
2,018.0 |
39.2 |
1.9% |
20.8 |
1.0% |
54% |
False |
False |
3,124 |
| 10 |
2,058.5 |
2,005.0 |
53.5 |
2.6% |
22.4 |
1.1% |
64% |
False |
False |
2,899 |
| 20 |
2,058.5 |
1,895.6 |
162.9 |
8.0% |
23.9 |
1.2% |
88% |
False |
False |
2,733 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
20.3 |
1.0% |
90% |
False |
False |
2,143 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
18.2 |
0.9% |
90% |
False |
False |
1,599 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.7 |
0.9% |
87% |
False |
False |
1,334 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.8 |
0.9% |
87% |
False |
False |
1,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.5 |
|
2.618 |
2,104.3 |
|
1.618 |
2,084.0 |
|
1.000 |
2,071.5 |
|
0.618 |
2,063.7 |
|
HIGH |
2,051.2 |
|
0.618 |
2,043.4 |
|
0.500 |
2,041.1 |
|
0.382 |
2,038.7 |
|
LOW |
2,030.9 |
|
0.618 |
2,018.4 |
|
1.000 |
2,010.6 |
|
1.618 |
1,998.1 |
|
2.618 |
1,977.8 |
|
4.250 |
1,944.6 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.1 |
2,037.6 |
| PP |
2,040.4 |
2,036.1 |
| S1 |
2,039.8 |
2,034.6 |
|