| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,059.8320 |
2,092.5030 |
32.6710 |
1.6% |
1,829.4200 |
| High |
2,135.6880 |
2,118.2240 |
-17.4640 |
-0.8% |
2,135.6880 |
| Low |
2,059.7310 |
2,020.4200 |
-39.3110 |
-1.9% |
1,825.7960 |
| Close |
2,092.9170 |
2,060.6540 |
-32.2630 |
-1.5% |
2,092.9170 |
| Range |
75.9570 |
97.8040 |
21.8470 |
28.8% |
309.8920 |
| ATR |
72.3510 |
74.1691 |
1.8181 |
2.5% |
0.0000 |
| Volume |
368,801 |
2,751 |
-366,050 |
-99.3% |
1,185,543 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.8447 |
2,308.0533 |
2,114.4462 |
|
| R3 |
2,262.0407 |
2,210.2493 |
2,087.5501 |
|
| R2 |
2,164.2367 |
2,164.2367 |
2,078.5847 |
|
| R1 |
2,112.4453 |
2,112.4453 |
2,069.6194 |
2,089.4390 |
| PP |
2,066.4327 |
2,066.4327 |
2,066.4327 |
2,054.9295 |
| S1 |
2,014.6413 |
2,014.6413 |
2,051.6886 |
1,991.6350 |
| S2 |
1,968.6287 |
1,968.6287 |
2,042.7233 |
|
| S3 |
1,870.8247 |
1,916.8373 |
2,033.7579 |
|
| S4 |
1,773.0207 |
1,819.0333 |
2,006.8618 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.8097 |
2,830.2553 |
2,263.3576 |
|
| R3 |
2,637.9177 |
2,520.3633 |
2,178.1373 |
|
| R2 |
2,328.0257 |
2,328.0257 |
2,149.7305 |
|
| R1 |
2,210.4713 |
2,210.4713 |
2,121.3238 |
2,269.2485 |
| PP |
2,018.1337 |
2,018.1337 |
2,018.1337 |
2,047.5223 |
| S1 |
1,900.5793 |
1,900.5793 |
2,064.5102 |
1,959.3565 |
| S2 |
1,708.2417 |
1,708.2417 |
2,036.1035 |
|
| S3 |
1,398.3497 |
1,590.6873 |
2,007.6967 |
|
| S4 |
1,088.4577 |
1,280.7953 |
1,922.4764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,135.6880 |
1,851.7300 |
283.9580 |
13.8% |
92.2446 |
4.5% |
74% |
False |
False |
237,306 |
| 10 |
2,135.6880 |
1,779.1820 |
356.5060 |
17.3% |
80.0432 |
3.9% |
79% |
False |
False |
192,594 |
| 20 |
2,135.6880 |
1,543.6780 |
592.0100 |
28.7% |
76.7401 |
3.7% |
87% |
False |
False |
185,527 |
| 40 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.7% |
62.2127 |
3.0% |
88% |
False |
False |
148,386 |
| 60 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.7% |
59.2447 |
2.9% |
88% |
False |
False |
146,814 |
| 80 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.7% |
55.4533 |
2.7% |
88% |
False |
False |
138,860 |
| 100 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.7% |
57.6759 |
2.8% |
88% |
False |
False |
136,928 |
| 120 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.7% |
59.4549 |
2.9% |
88% |
False |
False |
134,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.8910 |
|
2.618 |
2,374.2749 |
|
1.618 |
2,276.4709 |
|
1.000 |
2,216.0280 |
|
0.618 |
2,178.6669 |
|
HIGH |
2,118.2240 |
|
0.618 |
2,080.8629 |
|
0.500 |
2,069.3220 |
|
0.382 |
2,057.7811 |
|
LOW |
2,020.4200 |
|
0.618 |
1,959.9771 |
|
1.000 |
1,922.6160 |
|
1.618 |
1,862.1731 |
|
2.618 |
1,764.3691 |
|
4.250 |
1,604.7530 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.3220 |
2,043.6765 |
| PP |
2,066.4327 |
2,026.6990 |
| S1 |
2,063.5433 |
2,009.7215 |
|