| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,950.3 |
1,966.9 |
16.6 |
0.9% |
1,999.4 |
| High |
1,975.3 |
1,979.2 |
3.9 |
0.2% |
2,000.1 |
| Low |
1,938.8 |
1,958.8 |
20.0 |
1.0% |
1,936.9 |
| Close |
1,966.5 |
1,964.3 |
-2.2 |
-0.1% |
1,937.7 |
| Range |
36.5 |
20.4 |
-16.1 |
-44.1% |
63.2 |
| ATR |
24.9 |
24.6 |
-0.3 |
-1.3% |
0.0 |
| Volume |
180,741 |
142,924 |
-37,817 |
-20.9% |
998,300 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,028.6 |
2,016.9 |
1,975.5 |
|
| R3 |
2,008.2 |
1,996.5 |
1,969.9 |
|
| R2 |
1,987.8 |
1,987.8 |
1,968.0 |
|
| R1 |
1,976.1 |
1,976.1 |
1,966.2 |
1,971.8 |
| PP |
1,967.4 |
1,967.4 |
1,967.4 |
1,965.3 |
| S1 |
1,955.7 |
1,955.7 |
1,962.4 |
1,951.4 |
| S2 |
1,947.0 |
1,947.0 |
1,960.6 |
|
| S3 |
1,926.6 |
1,935.3 |
1,958.7 |
|
| S4 |
1,906.2 |
1,914.9 |
1,953.1 |
|
|
| 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 |
1,979.2 |
1,935.6 |
43.6 |
2.2% |
25.3 |
1.3% |
66% |
True |
False |
190,216 |
| 10 |
2,011.9 |
1,935.6 |
76.3 |
3.9% |
22.5 |
1.1% |
38% |
False |
False |
188,650 |
| 20 |
2,019.7 |
1,935.6 |
84.1 |
4.3% |
24.5 |
1.2% |
34% |
False |
False |
205,793 |
| 40 |
2,019.7 |
1,823.5 |
196.2 |
10.0% |
23.8 |
1.2% |
72% |
False |
False |
205,007 |
| 60 |
2,019.7 |
1,823.5 |
196.2 |
10.0% |
21.1 |
1.1% |
72% |
False |
False |
189,073 |
| 80 |
2,022.1 |
1,823.5 |
198.6 |
10.1% |
20.5 |
1.0% |
71% |
False |
False |
177,536 |
| 100 |
2,028.6 |
1,823.5 |
205.1 |
10.4% |
20.2 |
1.0% |
69% |
False |
False |
149,024 |
| 120 |
2,039.0 |
1,823.5 |
215.5 |
11.0% |
20.9 |
1.1% |
65% |
False |
False |
124,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,065.9 |
|
2.618 |
2,032.6 |
|
1.618 |
2,012.2 |
|
1.000 |
1,999.6 |
|
0.618 |
1,991.8 |
|
HIGH |
1,979.2 |
|
0.618 |
1,971.4 |
|
0.500 |
1,969.0 |
|
0.382 |
1,966.6 |
|
LOW |
1,958.8 |
|
0.618 |
1,946.2 |
|
1.000 |
1,938.4 |
|
1.618 |
1,925.8 |
|
2.618 |
1,905.4 |
|
4.250 |
1,872.1 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.0 |
1,962.0 |
| PP |
1,967.4 |
1,959.7 |
| S1 |
1,965.9 |
1,957.4 |
|