| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,056.0 |
2,044.4 |
-11.6 |
-0.6% |
2,071.0 |
| High |
2,059.4 |
2,044.4 |
-15.0 |
-0.7% |
2,077.1 |
| Low |
2,044.9 |
2,023.6 |
-21.3 |
-1.0% |
2,039.2 |
| Close |
2,048.2 |
2,032.9 |
-15.3 |
-0.7% |
2,058.9 |
| Range |
14.5 |
20.8 |
6.3 |
43.4% |
37.9 |
| ATR |
22.4 |
22.5 |
0.2 |
0.7% |
0.0 |
| Volume |
2,417 |
3,903 |
1,486 |
61.5% |
14,000 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.0 |
2,085.3 |
2,044.3 |
|
| R3 |
2,075.2 |
2,064.5 |
2,038.6 |
|
| R2 |
2,054.4 |
2,054.4 |
2,036.7 |
|
| R1 |
2,043.7 |
2,043.7 |
2,034.8 |
2,038.7 |
| PP |
2,033.6 |
2,033.6 |
2,033.6 |
2,031.1 |
| S1 |
2,022.9 |
2,022.9 |
2,031.0 |
2,017.9 |
| S2 |
2,012.8 |
2,012.8 |
2,029.1 |
|
| S3 |
1,992.0 |
2,002.1 |
2,027.2 |
|
| S4 |
1,971.2 |
1,981.3 |
2,021.5 |
|
|
| 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 |
2,071.5 |
2,023.6 |
47.9 |
2.4% |
18.9 |
0.9% |
19% |
False |
True |
3,273 |
| 10 |
2,078.9 |
2,023.6 |
55.3 |
2.7% |
21.7 |
1.1% |
17% |
False |
True |
2,845 |
| 20 |
2,078.9 |
1,929.1 |
149.8 |
7.4% |
24.2 |
1.2% |
69% |
False |
False |
2,337 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
20.1 |
1.0% |
77% |
False |
False |
1,604 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
18.1 |
0.9% |
77% |
False |
False |
1,172 |
| 80 |
2,085.0 |
1,879.5 |
205.5 |
10.1% |
17.4 |
0.9% |
75% |
False |
False |
919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.8 |
|
2.618 |
2,098.9 |
|
1.618 |
2,078.1 |
|
1.000 |
2,065.2 |
|
0.618 |
2,057.3 |
|
HIGH |
2,044.4 |
|
0.618 |
2,036.5 |
|
0.500 |
2,034.0 |
|
0.382 |
2,031.5 |
|
LOW |
2,023.6 |
|
0.618 |
2,010.7 |
|
1.000 |
2,002.8 |
|
1.618 |
1,989.9 |
|
2.618 |
1,969.1 |
|
4.250 |
1,935.2 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.0 |
2,047.6 |
| PP |
2,033.6 |
2,042.7 |
| S1 |
2,033.3 |
2,037.8 |
|