Trading Metrics calculated at close of trading on 14-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
2,092.5030 |
2,060.1730 |
-32.3300 |
-1.5% |
1,829.4200 |
High |
2,118.2240 |
2,071.4520 |
-46.7720 |
-2.2% |
2,135.6880 |
Low |
2,020.4200 |
1,947.4960 |
-72.9240 |
-3.6% |
1,825.7960 |
Close |
2,060.6540 |
1,982.2830 |
-78.3710 |
-3.8% |
2,092.9170 |
Range |
97.8040 |
123.9560 |
26.1520 |
26.7% |
309.8920 |
ATR |
74.1691 |
77.7253 |
3.5562 |
4.8% |
0.0000 |
Volume |
2,751 |
267,010 |
264,259 |
9,605.9% |
1,185,543 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,372.2783 |
2,301.2367 |
2,050.4588 |
|
R3 |
2,248.3223 |
2,177.2807 |
2,016.3709 |
|
R2 |
2,124.3663 |
2,124.3663 |
2,005.0083 |
|
R1 |
2,053.3247 |
2,053.3247 |
1,993.6456 |
2,026.8675 |
PP |
2,000.4103 |
2,000.4103 |
2,000.4103 |
1,987.1818 |
S1 |
1,929.3687 |
1,929.3687 |
1,970.9204 |
1,902.9115 |
S2 |
1,876.4543 |
1,876.4543 |
1,959.5577 |
|
S3 |
1,752.4983 |
1,805.4127 |
1,948.1951 |
|
S4 |
1,628.5423 |
1,681.4567 |
1,914.1072 |
|
|
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 |
1,874.4960 |
261.1920 |
13.2% |
105.8434 |
5.3% |
41% |
False |
False |
251,174 |
10 |
2,135.6880 |
1,779.1820 |
356.5060 |
18.0% |
88.7962 |
4.5% |
57% |
False |
False |
204,567 |
20 |
2,135.6880 |
1,543.6780 |
592.0100 |
29.9% |
80.3857 |
4.1% |
74% |
False |
False |
192,180 |
40 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.9% |
64.4990 |
3.3% |
75% |
False |
False |
152,606 |
60 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.9% |
60.5802 |
3.1% |
75% |
False |
False |
151,240 |
80 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.9% |
56.1290 |
2.8% |
75% |
False |
False |
142,173 |
100 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.9% |
58.2428 |
2.9% |
75% |
False |
False |
137,498 |
120 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.9% |
59.8647 |
3.0% |
75% |
False |
False |
136,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,598.2650 |
2.618 |
2,395.9688 |
1.618 |
2,272.0128 |
1.000 |
2,195.4080 |
0.618 |
2,148.0568 |
HIGH |
2,071.4520 |
0.618 |
2,024.1008 |
0.500 |
2,009.4740 |
0.382 |
1,994.8472 |
LOW |
1,947.4960 |
0.618 |
1,870.8912 |
1.000 |
1,823.5400 |
1.618 |
1,746.9352 |
2.618 |
1,622.9792 |
4.250 |
1,420.6830 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2,009.4740 |
2,041.5920 |
PP |
2,000.4103 |
2,021.8223 |
S1 |
1,991.3467 |
2,002.0527 |
|