| 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 |
4,161.0 |
4,185.0 |
24.0 |
0.6% |
4,024.0 |
| High |
4,210.0 |
4,246.0 |
36.0 |
0.9% |
4,210.0 |
| Low |
4,143.0 |
4,185.0 |
42.0 |
1.0% |
4,022.0 |
| Close |
4,191.0 |
4,240.0 |
49.0 |
1.2% |
4,192.0 |
| Range |
67.0 |
61.0 |
-6.0 |
-9.0% |
188.0 |
| ATR |
58.9 |
59.1 |
0.1 |
0.2% |
0.0 |
| Volume |
834,665 |
905,417 |
70,752 |
8.5% |
4,390,522 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,406.7 |
4,384.3 |
4,273.6 |
|
| R3 |
4,345.7 |
4,323.3 |
4,256.8 |
|
| R2 |
4,284.7 |
4,284.7 |
4,251.2 |
|
| R1 |
4,262.3 |
4,262.3 |
4,245.6 |
4,273.5 |
| PP |
4,223.7 |
4,223.7 |
4,223.7 |
4,229.3 |
| S1 |
4,201.3 |
4,201.3 |
4,234.4 |
4,212.5 |
| S2 |
4,162.7 |
4,162.7 |
4,228.8 |
|
| S3 |
4,101.7 |
4,140.3 |
4,223.2 |
|
| S4 |
4,040.7 |
4,079.3 |
4,206.5 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,705.3 |
4,636.7 |
4,295.4 |
|
| R3 |
4,517.3 |
4,448.7 |
4,243.7 |
|
| R2 |
4,329.3 |
4,329.3 |
4,226.5 |
|
| R1 |
4,260.7 |
4,260.7 |
4,209.2 |
4,295.0 |
| PP |
4,141.3 |
4,141.3 |
4,141.3 |
4,158.5 |
| S1 |
4,072.7 |
4,072.7 |
4,174.8 |
4,107.0 |
| S2 |
3,953.3 |
3,953.3 |
4,157.5 |
|
| S3 |
3,765.3 |
3,884.7 |
4,140.3 |
|
| S4 |
3,577.3 |
3,696.7 |
4,088.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,246.0 |
4,143.0 |
103.0 |
2.4% |
48.0 |
1.1% |
94% |
True |
False |
793,541 |
| 10 |
4,246.0 |
4,001.0 |
245.0 |
5.8% |
55.8 |
1.3% |
98% |
True |
False |
851,349 |
| 20 |
4,246.0 |
4,001.0 |
245.0 |
5.8% |
57.0 |
1.3% |
98% |
True |
False |
863,545 |
| 40 |
4,359.0 |
4,001.0 |
358.0 |
8.4% |
58.6 |
1.4% |
67% |
False |
False |
850,478 |
| 60 |
4,388.0 |
4,001.0 |
387.0 |
9.1% |
57.2 |
1.3% |
62% |
False |
False |
663,400 |
| 80 |
4,533.0 |
4,001.0 |
532.0 |
12.5% |
53.7 |
1.3% |
45% |
False |
False |
497,931 |
| 100 |
4,533.0 |
4,001.0 |
532.0 |
12.5% |
49.9 |
1.2% |
45% |
False |
False |
398,528 |
| 120 |
4,533.0 |
4,001.0 |
532.0 |
12.5% |
44.7 |
1.1% |
45% |
False |
False |
332,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,505.3 |
|
2.618 |
4,405.7 |
|
1.618 |
4,344.7 |
|
1.000 |
4,307.0 |
|
0.618 |
4,283.7 |
|
HIGH |
4,246.0 |
|
0.618 |
4,222.7 |
|
0.500 |
4,215.5 |
|
0.382 |
4,208.3 |
|
LOW |
4,185.0 |
|
0.618 |
4,147.3 |
|
1.000 |
4,124.0 |
|
1.618 |
4,086.3 |
|
2.618 |
4,025.3 |
|
4.250 |
3,925.8 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,231.8 |
4,224.8 |
| PP |
4,223.7 |
4,209.7 |
| S1 |
4,215.5 |
4,194.5 |
|