| 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 |
14,453.68 |
14,849.29 |
395.61 |
2.7% |
14,521.34 |
| High |
14,677.86 |
14,930.76 |
252.90 |
1.7% |
14,774.16 |
| Low |
14,443.16 |
14,795.14 |
351.98 |
2.4% |
14,058.33 |
| Close |
14,664.91 |
14,919.55 |
254.64 |
1.7% |
14,180.42 |
| Range |
234.70 |
135.62 |
-99.08 |
-42.2% |
715.83 |
| ATR |
245.03 |
246.52 |
1.49 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,288.68 |
15,239.73 |
14,994.14 |
|
| R3 |
15,153.06 |
15,104.11 |
14,956.85 |
|
| R2 |
15,017.44 |
15,017.44 |
14,944.41 |
|
| R1 |
14,968.49 |
14,968.49 |
14,931.98 |
14,992.97 |
| PP |
14,881.82 |
14,881.82 |
14,881.82 |
14,894.05 |
| S1 |
14,832.87 |
14,832.87 |
14,907.12 |
14,857.35 |
| S2 |
14,746.20 |
14,746.20 |
14,894.69 |
|
| S3 |
14,610.58 |
14,697.25 |
14,882.25 |
|
| S4 |
14,474.96 |
14,561.63 |
14,844.96 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,485.13 |
16,048.60 |
14,574.13 |
|
| R3 |
15,769.30 |
15,332.77 |
14,377.27 |
|
| R2 |
15,053.47 |
15,053.47 |
14,311.66 |
|
| R1 |
14,616.94 |
14,616.94 |
14,246.04 |
14,477.29 |
| PP |
14,337.64 |
14,337.64 |
14,337.64 |
14,267.81 |
| S1 |
13,901.11 |
13,901.11 |
14,114.80 |
13,761.46 |
| S2 |
13,621.81 |
13,621.81 |
14,049.18 |
|
| S3 |
12,905.98 |
13,185.28 |
13,983.57 |
|
| S4 |
12,190.15 |
12,469.45 |
13,786.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,930.76 |
14,130.37 |
800.39 |
5.4% |
181.82 |
1.2% |
99% |
True |
False |
|
| 10 |
14,930.76 |
14,058.33 |
872.43 |
5.8% |
222.05 |
1.5% |
99% |
True |
False |
|
| 20 |
15,333.98 |
14,058.33 |
1,275.65 |
8.6% |
234.46 |
1.6% |
68% |
False |
False |
|
| 40 |
15,512.82 |
14,058.33 |
1,454.49 |
9.7% |
214.46 |
1.4% |
59% |
False |
False |
|
| 60 |
15,618.04 |
14,058.33 |
1,559.71 |
10.5% |
213.48 |
1.4% |
55% |
False |
False |
|
| 80 |
15,932.05 |
14,058.33 |
1,873.72 |
12.6% |
208.39 |
1.4% |
46% |
False |
False |
|
| 100 |
15,932.05 |
14,058.33 |
1,873.72 |
12.6% |
203.04 |
1.4% |
46% |
False |
False |
|
| 120 |
15,932.05 |
13,297.85 |
2,634.20 |
17.7% |
199.92 |
1.3% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,507.15 |
|
2.618 |
15,285.81 |
|
1.618 |
15,150.19 |
|
1.000 |
15,066.38 |
|
0.618 |
15,014.57 |
|
HIGH |
14,930.76 |
|
0.618 |
14,878.95 |
|
0.500 |
14,862.95 |
|
0.382 |
14,846.95 |
|
LOW |
14,795.14 |
|
0.618 |
14,711.33 |
|
1.000 |
14,659.52 |
|
1.618 |
14,575.71 |
|
2.618 |
14,440.09 |
|
4.250 |
14,218.76 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,900.68 |
14,807.28 |
| PP |
14,881.82 |
14,695.00 |
| S1 |
14,862.95 |
14,582.73 |
|