| 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 |
2,022.6 |
2,015.5 |
-7.1 |
-0.4% |
2,054.6 |
| High |
2,023.0 |
2,015.5 |
-7.5 |
-0.4% |
2,057.2 |
| Low |
2,003.4 |
1,992.9 |
-10.5 |
-0.5% |
2,018.0 |
| Close |
2,013.2 |
1,997.4 |
-15.8 |
-0.8% |
2,039.1 |
| Range |
19.6 |
22.6 |
3.0 |
15.3% |
39.2 |
| ATR |
22.5 |
22.5 |
0.0 |
0.0% |
0.0 |
| Volume |
4,350 |
4,566 |
216 |
5.0% |
15,624 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.7 |
2,056.2 |
2,009.8 |
|
| R3 |
2,047.1 |
2,033.6 |
2,003.6 |
|
| R2 |
2,024.5 |
2,024.5 |
2,001.5 |
|
| R1 |
2,011.0 |
2,011.0 |
1,999.5 |
2,006.5 |
| PP |
2,001.9 |
2,001.9 |
2,001.9 |
1,999.7 |
| S1 |
1,988.4 |
1,988.4 |
1,995.3 |
1,983.9 |
| S2 |
1,979.3 |
1,979.3 |
1,993.3 |
|
| S3 |
1,956.7 |
1,965.8 |
1,991.2 |
|
| S4 |
1,934.1 |
1,943.2 |
1,985.0 |
|
|
| 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 |
2,051.2 |
1,992.9 |
58.3 |
2.9% |
17.8 |
0.9% |
8% |
False |
True |
3,939 |
| 10 |
2,058.5 |
1,992.9 |
65.6 |
3.3% |
21.1 |
1.1% |
7% |
False |
True |
3,321 |
| 20 |
2,058.5 |
1,919.1 |
139.4 |
7.0% |
24.3 |
1.2% |
56% |
False |
False |
2,926 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.9% |
20.7 |
1.0% |
69% |
False |
False |
2,365 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.9% |
18.5 |
0.9% |
69% |
False |
False |
1,784 |
| 80 |
2,065.3 |
1,861.7 |
203.6 |
10.2% |
18.0 |
0.9% |
67% |
False |
False |
1,467 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.2% |
17.7 |
0.9% |
67% |
False |
False |
1,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.6 |
|
2.618 |
2,074.7 |
|
1.618 |
2,052.1 |
|
1.000 |
2,038.1 |
|
0.618 |
2,029.5 |
|
HIGH |
2,015.5 |
|
0.618 |
2,006.9 |
|
0.500 |
2,004.2 |
|
0.382 |
2,001.5 |
|
LOW |
1,992.9 |
|
0.618 |
1,978.9 |
|
1.000 |
1,970.3 |
|
1.618 |
1,956.3 |
|
2.618 |
1,933.7 |
|
4.250 |
1,896.9 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,004.2 |
2,016.0 |
| PP |
2,001.9 |
2,009.8 |
| S1 |
1,999.7 |
2,003.6 |
|