| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,893.4570 |
1,888.4430 |
-5.0140 |
-0.3% |
1,781.3460 |
| High |
1,904.8620 |
2,084.8890 |
180.0270 |
9.5% |
1,874.3990 |
| Low |
1,874.4960 |
1,883.7550 |
9.2590 |
0.5% |
1,764.9770 |
| Close |
1,889.3320 |
2,059.8320 |
170.5000 |
9.0% |
1,830.1970 |
| Range |
30.3660 |
201.1340 |
170.7680 |
562.4% |
109.4220 |
| ATR |
62.1459 |
72.0736 |
9.9277 |
16.0% |
0.0000 |
| Volume |
127,241 |
490,070 |
362,829 |
285.2% |
739,216 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.8940 |
2,537.4970 |
2,170.4557 |
|
| R3 |
2,411.7600 |
2,336.3630 |
2,115.1439 |
|
| R2 |
2,210.6260 |
2,210.6260 |
2,096.7066 |
|
| R1 |
2,135.2290 |
2,135.2290 |
2,078.2693 |
2,172.9275 |
| PP |
2,009.4920 |
2,009.4920 |
2,009.4920 |
2,028.3413 |
| S1 |
1,934.0950 |
1,934.0950 |
2,041.3947 |
1,971.7935 |
| S2 |
1,808.3580 |
1,808.3580 |
2,022.9574 |
|
| S3 |
1,607.2240 |
1,732.9610 |
2,004.5202 |
|
| S4 |
1,406.0900 |
1,531.8270 |
1,949.2083 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.4570 |
2,100.2490 |
1,890.3791 |
|
| R3 |
2,042.0350 |
1,990.8270 |
1,860.2881 |
|
| R2 |
1,932.6130 |
1,932.6130 |
1,850.2577 |
|
| R1 |
1,881.4050 |
1,881.4050 |
1,840.2274 |
1,907.0090 |
| PP |
1,823.1910 |
1,823.1910 |
1,823.1910 |
1,835.9930 |
| S1 |
1,771.9830 |
1,771.9830 |
1,820.1667 |
1,797.5870 |
| S2 |
1,713.7690 |
1,713.7690 |
1,810.1363 |
|
| S3 |
1,604.3470 |
1,662.5610 |
1,800.1060 |
|
| S4 |
1,494.9250 |
1,553.1390 |
1,770.0149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,084.8890 |
1,779.1820 |
305.7070 |
14.8% |
86.1580 |
4.2% |
92% |
True |
False |
191,399 |
| 10 |
2,084.8890 |
1,751.1680 |
333.7210 |
16.2% |
75.1273 |
3.6% |
92% |
True |
False |
173,550 |
| 20 |
2,084.8890 |
1,533.6020 |
551.2870 |
26.8% |
73.7259 |
3.6% |
95% |
True |
False |
172,285 |
| 40 |
2,084.8890 |
1,523.0770 |
561.8120 |
27.3% |
59.9346 |
2.9% |
96% |
True |
False |
141,224 |
| 60 |
2,084.8890 |
1,523.0770 |
561.8120 |
27.3% |
60.5491 |
2.9% |
96% |
True |
False |
152,147 |
| 80 |
2,084.8890 |
1,523.0770 |
561.8120 |
27.3% |
54.1569 |
2.6% |
96% |
True |
False |
136,594 |
| 100 |
2,084.8890 |
1,523.0770 |
561.8120 |
27.3% |
57.7922 |
2.8% |
96% |
True |
False |
139,538 |
| 120 |
2,084.8890 |
1,523.0770 |
561.8120 |
27.3% |
58.7513 |
2.9% |
96% |
True |
False |
131,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.7085 |
|
2.618 |
2,611.4578 |
|
1.618 |
2,410.3238 |
|
1.000 |
2,286.0230 |
|
0.618 |
2,209.1898 |
|
HIGH |
2,084.8890 |
|
0.618 |
2,008.0558 |
|
0.500 |
1,984.3220 |
|
0.382 |
1,960.5882 |
|
LOW |
1,883.7550 |
|
0.618 |
1,759.4542 |
|
1.000 |
1,682.6210 |
|
1.618 |
1,558.3202 |
|
2.618 |
1,357.1862 |
|
4.250 |
1,028.9355 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.6620 |
2,029.3245 |
| PP |
2,009.4920 |
1,998.8170 |
| S1 |
1,984.3220 |
1,968.3095 |
|