| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,032.5 |
2,036.7 |
4.2 |
0.2% |
2,054.6 |
| High |
2,051.2 |
2,039.1 |
-12.1 |
-0.6% |
2,057.2 |
| Low |
2,030.9 |
2,024.2 |
-6.7 |
-0.3% |
2,018.0 |
| Close |
2,039.1 |
2,028.4 |
-10.7 |
-0.5% |
2,039.1 |
| Range |
20.3 |
14.9 |
-5.4 |
-26.6% |
39.2 |
| ATR |
22.9 |
22.3 |
-0.6 |
-2.5% |
0.0 |
| Volume |
5,022 |
3,005 |
-2,017 |
-40.2% |
15,624 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.3 |
2,066.7 |
2,036.6 |
|
| R3 |
2,060.4 |
2,051.8 |
2,032.5 |
|
| R2 |
2,045.5 |
2,045.5 |
2,031.1 |
|
| R1 |
2,036.9 |
2,036.9 |
2,029.8 |
2,033.8 |
| PP |
2,030.6 |
2,030.6 |
2,030.6 |
2,029.0 |
| S1 |
2,022.0 |
2,022.0 |
2,027.0 |
2,018.9 |
| S2 |
2,015.7 |
2,015.7 |
2,025.7 |
|
| S3 |
2,000.8 |
2,007.1 |
2,024.3 |
|
| S4 |
1,985.9 |
1,992.2 |
2,020.2 |
|
|
| 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% |
20.7 |
1.0% |
27% |
False |
False |
3,420 |
| 10 |
2,058.5 |
2,005.0 |
53.5 |
2.6% |
21.9 |
1.1% |
44% |
False |
False |
3,030 |
| 20 |
2,058.5 |
1,904.1 |
154.4 |
7.6% |
23.7 |
1.2% |
81% |
False |
False |
2,771 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
20.3 |
1.0% |
85% |
False |
False |
2,198 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
18.3 |
0.9% |
85% |
False |
False |
1,647 |
| 80 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.9 |
0.9% |
82% |
False |
False |
1,362 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
17.7 |
0.9% |
82% |
False |
False |
1,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,102.4 |
|
2.618 |
2,078.1 |
|
1.618 |
2,063.2 |
|
1.000 |
2,054.0 |
|
0.618 |
2,048.3 |
|
HIGH |
2,039.1 |
|
0.618 |
2,033.4 |
|
0.500 |
2,031.7 |
|
0.382 |
2,029.9 |
|
LOW |
2,024.2 |
|
0.618 |
2,015.0 |
|
1.000 |
2,009.3 |
|
1.618 |
2,000.1 |
|
2.618 |
1,985.2 |
|
4.250 |
1,960.9 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.7 |
2,037.7 |
| PP |
2,030.6 |
2,034.6 |
| S1 |
2,029.5 |
2,031.5 |
|