| 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 |
1,963.2 |
1,970.4 |
7.2 |
0.4% |
2,019.6 |
| High |
1,973.5 |
1,995.2 |
21.7 |
1.1% |
2,020.2 |
| Low |
1,955.4 |
1,959.0 |
3.6 |
0.2% |
1,956.9 |
| Close |
1,970.2 |
1,986.4 |
16.2 |
0.8% |
1,957.7 |
| Range |
18.1 |
36.2 |
18.1 |
100.0% |
63.3 |
| ATR |
23.8 |
24.7 |
0.9 |
3.7% |
0.0 |
| Volume |
54,169 |
19,880 |
-34,289 |
-63.3% |
239,161 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.8 |
2,073.8 |
2,006.3 |
|
| R3 |
2,052.6 |
2,037.6 |
1,996.4 |
|
| R2 |
2,016.4 |
2,016.4 |
1,993.0 |
|
| R1 |
2,001.4 |
2,001.4 |
1,989.7 |
2,008.9 |
| PP |
1,980.2 |
1,980.2 |
1,980.2 |
1,984.0 |
| S1 |
1,965.2 |
1,965.2 |
1,983.1 |
1,972.7 |
| S2 |
1,944.0 |
1,944.0 |
1,979.8 |
|
| S3 |
1,907.8 |
1,929.0 |
1,976.4 |
|
| S4 |
1,871.6 |
1,892.8 |
1,966.5 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.2 |
2,126.2 |
1,992.5 |
|
| R3 |
2,104.9 |
2,062.9 |
1,975.1 |
|
| R2 |
2,041.6 |
2,041.6 |
1,969.3 |
|
| R1 |
1,999.6 |
1,999.6 |
1,963.5 |
1,989.0 |
| PP |
1,978.3 |
1,978.3 |
1,978.3 |
1,972.9 |
| S1 |
1,936.3 |
1,936.3 |
1,951.9 |
1,925.7 |
| S2 |
1,915.0 |
1,915.0 |
1,946.1 |
|
| S3 |
1,851.7 |
1,873.0 |
1,940.3 |
|
| S4 |
1,788.4 |
1,809.7 |
1,922.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,997.6 |
1,955.4 |
42.2 |
2.1% |
26.0 |
1.3% |
73% |
False |
False |
47,479 |
| 10 |
2,032.2 |
1,955.4 |
76.8 |
3.9% |
22.9 |
1.2% |
40% |
False |
False |
35,103 |
| 20 |
2,039.7 |
1,955.4 |
84.3 |
4.2% |
25.1 |
1.3% |
37% |
False |
False |
22,621 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
23.4 |
1.2% |
73% |
False |
False |
14,527 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
20.5 |
1.0% |
73% |
False |
False |
10,394 |
| 80 |
2,042.2 |
1,842.5 |
199.7 |
10.1% |
19.8 |
1.0% |
72% |
False |
False |
8,248 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.3% |
19.3 |
1.0% |
70% |
False |
False |
6,883 |
| 120 |
2,058.0 |
1,842.5 |
215.5 |
10.8% |
20.0 |
1.0% |
67% |
False |
False |
5,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.1 |
|
2.618 |
2,090.0 |
|
1.618 |
2,053.8 |
|
1.000 |
2,031.4 |
|
0.618 |
2,017.6 |
|
HIGH |
1,995.2 |
|
0.618 |
1,981.4 |
|
0.500 |
1,977.1 |
|
0.382 |
1,972.8 |
|
LOW |
1,959.0 |
|
0.618 |
1,936.6 |
|
1.000 |
1,922.8 |
|
1.618 |
1,900.4 |
|
2.618 |
1,864.2 |
|
4.250 |
1,805.2 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,983.3 |
1,982.7 |
| PP |
1,980.2 |
1,979.0 |
| S1 |
1,977.1 |
1,975.3 |
|