| 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 |
2,051.9 |
2,056.0 |
4.1 |
0.2% |
2,071.0 |
| High |
2,071.5 |
2,059.4 |
-12.1 |
-0.6% |
2,077.1 |
| Low |
2,050.2 |
2,044.9 |
-5.3 |
-0.3% |
2,039.2 |
| Close |
2,058.9 |
2,048.2 |
-10.7 |
-0.5% |
2,058.9 |
| Range |
21.3 |
14.5 |
-6.8 |
-31.9% |
37.9 |
| ATR |
23.0 |
22.4 |
-0.6 |
-2.6% |
0.0 |
| Volume |
3,744 |
2,417 |
-1,327 |
-35.4% |
14,000 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.3 |
2,085.8 |
2,056.2 |
|
| R3 |
2,079.8 |
2,071.3 |
2,052.2 |
|
| R2 |
2,065.3 |
2,065.3 |
2,050.9 |
|
| R1 |
2,056.8 |
2,056.8 |
2,049.5 |
2,053.8 |
| PP |
2,050.8 |
2,050.8 |
2,050.8 |
2,049.4 |
| S1 |
2,042.3 |
2,042.3 |
2,046.9 |
2,039.3 |
| S2 |
2,036.3 |
2,036.3 |
2,045.5 |
|
| S3 |
2,021.8 |
2,027.8 |
2,044.2 |
|
| S4 |
2,007.3 |
2,013.3 |
2,040.2 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.1 |
2,153.4 |
2,079.7 |
|
| R3 |
2,134.2 |
2,115.5 |
2,069.3 |
|
| R2 |
2,096.3 |
2,096.3 |
2,065.8 |
|
| R1 |
2,077.6 |
2,077.6 |
2,062.4 |
2,068.0 |
| PP |
2,058.4 |
2,058.4 |
2,058.4 |
2,053.6 |
| S1 |
2,039.7 |
2,039.7 |
2,055.4 |
2,030.1 |
| S2 |
2,020.5 |
2,020.5 |
2,052.0 |
|
| S3 |
1,982.6 |
2,001.8 |
2,048.5 |
|
| S4 |
1,944.7 |
1,963.9 |
2,038.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,077.1 |
2,039.2 |
37.9 |
1.9% |
20.4 |
1.0% |
24% |
False |
False |
2,959 |
| 10 |
2,078.9 |
2,025.4 |
53.5 |
2.6% |
22.1 |
1.1% |
43% |
False |
False |
2,659 |
| 20 |
2,078.9 |
1,923.5 |
155.4 |
7.6% |
23.7 |
1.2% |
80% |
False |
False |
2,189 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
20.0 |
1.0% |
85% |
False |
False |
1,524 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
17.9 |
0.9% |
85% |
False |
False |
1,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,121.0 |
|
2.618 |
2,097.4 |
|
1.618 |
2,082.9 |
|
1.000 |
2,073.9 |
|
0.618 |
2,068.4 |
|
HIGH |
2,059.4 |
|
0.618 |
2,053.9 |
|
0.500 |
2,052.2 |
|
0.382 |
2,050.4 |
|
LOW |
2,044.9 |
|
0.618 |
2,035.9 |
|
1.000 |
2,030.4 |
|
1.618 |
2,021.4 |
|
2.618 |
2,006.9 |
|
4.250 |
1,983.3 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.2 |
2,058.2 |
| PP |
2,050.8 |
2,054.9 |
| S1 |
2,049.5 |
2,051.5 |
|