| 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 |
2,051.8 |
2,051.9 |
0.1 |
0.0% |
2,043.0 |
| High |
2,065.6 |
2,058.1 |
-7.5 |
-0.4% |
2,078.9 |
| Low |
2,039.2 |
2,046.7 |
7.5 |
0.4% |
2,025.4 |
| Close |
2,046.9 |
2,053.2 |
6.3 |
0.3% |
2,058.0 |
| Range |
26.4 |
11.4 |
-15.0 |
-56.8% |
53.5 |
| ATR |
24.0 |
23.1 |
-0.9 |
-3.8% |
0.0 |
| Volume |
3,759 |
2,546 |
-1,213 |
-32.3% |
11,519 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.9 |
2,081.4 |
2,059.5 |
|
| R3 |
2,075.5 |
2,070.0 |
2,056.3 |
|
| R2 |
2,064.1 |
2,064.1 |
2,055.3 |
|
| R1 |
2,058.6 |
2,058.6 |
2,054.2 |
2,061.4 |
| PP |
2,052.7 |
2,052.7 |
2,052.7 |
2,054.0 |
| S1 |
2,047.2 |
2,047.2 |
2,052.2 |
2,050.0 |
| S2 |
2,041.3 |
2,041.3 |
2,051.1 |
|
| S3 |
2,029.9 |
2,035.8 |
2,050.1 |
|
| S4 |
2,018.5 |
2,024.4 |
2,046.9 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.6 |
2,189.8 |
2,087.4 |
|
| R3 |
2,161.1 |
2,136.3 |
2,072.7 |
|
| R2 |
2,107.6 |
2,107.6 |
2,067.8 |
|
| R1 |
2,082.8 |
2,082.8 |
2,062.9 |
2,095.2 |
| PP |
2,054.1 |
2,054.1 |
2,054.1 |
2,060.3 |
| S1 |
2,029.3 |
2,029.3 |
2,053.1 |
2,041.7 |
| S2 |
2,000.6 |
2,000.6 |
2,048.2 |
|
| S3 |
1,947.1 |
1,975.8 |
2,043.3 |
|
| S4 |
1,893.6 |
1,922.3 |
2,028.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,078.9 |
2,039.2 |
39.7 |
1.9% |
22.8 |
1.1% |
35% |
False |
False |
2,511 |
| 10 |
2,078.9 |
2,025.4 |
53.5 |
2.6% |
23.1 |
1.1% |
52% |
False |
False |
2,556 |
| 20 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
24.0 |
1.2% |
87% |
False |
False |
1,963 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
19.6 |
1.0% |
87% |
False |
False |
1,393 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
17.8 |
0.9% |
87% |
False |
False |
1,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.6 |
|
2.618 |
2,087.9 |
|
1.618 |
2,076.5 |
|
1.000 |
2,069.5 |
|
0.618 |
2,065.1 |
|
HIGH |
2,058.1 |
|
0.618 |
2,053.7 |
|
0.500 |
2,052.4 |
|
0.382 |
2,051.1 |
|
LOW |
2,046.7 |
|
0.618 |
2,039.7 |
|
1.000 |
2,035.3 |
|
1.618 |
2,028.3 |
|
2.618 |
2,016.9 |
|
4.250 |
1,998.3 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.9 |
2,058.2 |
| PP |
2,052.7 |
2,056.5 |
| S1 |
2,052.4 |
2,054.9 |
|