| 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 |
1,943.4 |
1,950.3 |
6.9 |
0.4% |
1,999.4 |
| High |
1,953.5 |
1,975.3 |
21.8 |
1.1% |
2,000.1 |
| Low |
1,935.6 |
1,938.8 |
3.2 |
0.2% |
1,936.9 |
| Close |
1,950.2 |
1,966.5 |
16.3 |
0.8% |
1,937.7 |
| Range |
17.9 |
36.5 |
18.6 |
103.9% |
63.2 |
| ATR |
24.1 |
24.9 |
0.9 |
3.7% |
0.0 |
| Volume |
183,702 |
180,741 |
-2,961 |
-1.6% |
998,300 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.7 |
2,054.6 |
1,986.6 |
|
| R3 |
2,033.2 |
2,018.1 |
1,976.5 |
|
| R2 |
1,996.7 |
1,996.7 |
1,973.2 |
|
| R1 |
1,981.6 |
1,981.6 |
1,969.8 |
1,989.2 |
| PP |
1,960.2 |
1,960.2 |
1,960.2 |
1,964.0 |
| S1 |
1,945.1 |
1,945.1 |
1,963.2 |
1,952.7 |
| S2 |
1,923.7 |
1,923.7 |
1,959.8 |
|
| S3 |
1,887.2 |
1,908.6 |
1,956.5 |
|
| S4 |
1,850.7 |
1,872.1 |
1,946.4 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.8 |
2,106.0 |
1,972.5 |
|
| R3 |
2,084.6 |
2,042.8 |
1,955.1 |
|
| R2 |
2,021.4 |
2,021.4 |
1,949.3 |
|
| R1 |
1,979.6 |
1,979.6 |
1,943.5 |
1,968.9 |
| PP |
1,958.2 |
1,958.2 |
1,958.2 |
1,952.9 |
| S1 |
1,916.4 |
1,916.4 |
1,931.9 |
1,905.7 |
| S2 |
1,895.0 |
1,895.0 |
1,926.1 |
|
| S3 |
1,831.8 |
1,853.2 |
1,920.3 |
|
| S4 |
1,768.6 |
1,790.0 |
1,902.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,977.5 |
1,935.6 |
41.9 |
2.1% |
26.1 |
1.3% |
74% |
False |
False |
199,503 |
| 10 |
2,011.9 |
1,935.6 |
76.3 |
3.9% |
23.2 |
1.2% |
40% |
False |
False |
194,121 |
| 20 |
2,019.7 |
1,935.6 |
84.1 |
4.3% |
25.5 |
1.3% |
37% |
False |
False |
212,149 |
| 40 |
2,019.7 |
1,823.5 |
196.2 |
10.0% |
23.8 |
1.2% |
73% |
False |
False |
206,958 |
| 60 |
2,019.7 |
1,823.5 |
196.2 |
10.0% |
21.0 |
1.1% |
73% |
False |
False |
188,876 |
| 80 |
2,022.1 |
1,823.5 |
198.6 |
10.1% |
20.5 |
1.0% |
72% |
False |
False |
176,780 |
| 100 |
2,028.6 |
1,823.5 |
205.1 |
10.4% |
20.1 |
1.0% |
70% |
False |
False |
147,671 |
| 120 |
2,039.0 |
1,823.5 |
215.5 |
11.0% |
20.9 |
1.1% |
66% |
False |
False |
123,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.4 |
|
2.618 |
2,070.9 |
|
1.618 |
2,034.4 |
|
1.000 |
2,011.8 |
|
0.618 |
1,997.9 |
|
HIGH |
1,975.3 |
|
0.618 |
1,961.4 |
|
0.500 |
1,957.1 |
|
0.382 |
1,952.7 |
|
LOW |
1,938.8 |
|
0.618 |
1,916.2 |
|
1.000 |
1,902.3 |
|
1.618 |
1,879.7 |
|
2.618 |
1,843.2 |
|
4.250 |
1,783.7 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,963.4 |
1,962.8 |
| PP |
1,960.2 |
1,959.1 |
| S1 |
1,957.1 |
1,955.5 |
|