| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,822.0 |
1,800.0 |
-22.0 |
-1.2% |
1,725.8 |
| High |
1,831.4 |
1,824.0 |
-7.4 |
-0.4% |
1,857.3 |
| Low |
1,789.0 |
1,799.2 |
10.2 |
0.6% |
1,713.0 |
| Close |
1,797.9 |
1,821.4 |
23.5 |
1.3% |
1,821.4 |
| Range |
42.4 |
24.8 |
-17.6 |
-41.5% |
144.3 |
| ATR |
37.6 |
36.8 |
-0.8 |
-2.2% |
0.0 |
| Volume |
311 |
269 |
-42 |
-13.5% |
1,573 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,889.3 |
1,880.1 |
1,835.0 |
|
| R3 |
1,864.5 |
1,855.3 |
1,828.2 |
|
| R2 |
1,839.7 |
1,839.7 |
1,825.9 |
|
| R1 |
1,830.5 |
1,830.5 |
1,823.7 |
1,835.1 |
| PP |
1,814.9 |
1,814.9 |
1,814.9 |
1,817.2 |
| S1 |
1,805.7 |
1,805.7 |
1,819.1 |
1,810.3 |
| S2 |
1,790.1 |
1,790.1 |
1,816.9 |
|
| S3 |
1,765.3 |
1,780.9 |
1,814.6 |
|
| S4 |
1,740.5 |
1,756.1 |
1,807.8 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.1 |
2,170.1 |
1,900.8 |
|
| R3 |
2,085.8 |
2,025.8 |
1,861.1 |
|
| R2 |
1,941.5 |
1,941.5 |
1,847.9 |
|
| R1 |
1,881.5 |
1,881.5 |
1,834.6 |
1,911.5 |
| PP |
1,797.2 |
1,797.2 |
1,797.2 |
1,812.3 |
| S1 |
1,737.2 |
1,737.2 |
1,808.2 |
1,767.2 |
| S2 |
1,652.9 |
1,652.9 |
1,794.9 |
|
| S3 |
1,508.6 |
1,592.9 |
1,781.7 |
|
| S4 |
1,364.3 |
1,448.6 |
1,742.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,857.3 |
1,713.0 |
144.3 |
7.9% |
45.2 |
2.5% |
75% |
False |
False |
314 |
| 10 |
1,857.3 |
1,705.7 |
151.6 |
8.3% |
38.1 |
2.1% |
76% |
False |
False |
262 |
| 20 |
1,857.3 |
1,656.1 |
201.2 |
11.0% |
35.6 |
2.0% |
82% |
False |
False |
235 |
| 40 |
1,857.3 |
1,656.1 |
201.2 |
11.0% |
35.2 |
1.9% |
82% |
False |
False |
196 |
| 60 |
1,970.8 |
1,656.1 |
314.7 |
17.3% |
29.6 |
1.6% |
53% |
False |
False |
147 |
| 80 |
2,052.8 |
1,656.1 |
396.7 |
21.8% |
27.5 |
1.5% |
42% |
False |
False |
111 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
21.8% |
25.5 |
1.4% |
42% |
False |
False |
89 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
21.8% |
22.1 |
1.2% |
42% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,929.4 |
|
2.618 |
1,888.9 |
|
1.618 |
1,864.1 |
|
1.000 |
1,848.8 |
|
0.618 |
1,839.3 |
|
HIGH |
1,824.0 |
|
0.618 |
1,814.5 |
|
0.500 |
1,811.6 |
|
0.382 |
1,808.7 |
|
LOW |
1,799.2 |
|
0.618 |
1,783.9 |
|
1.000 |
1,774.4 |
|
1.618 |
1,759.1 |
|
2.618 |
1,734.3 |
|
4.250 |
1,693.8 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,818.1 |
1,823.2 |
| PP |
1,814.9 |
1,822.6 |
| S1 |
1,811.6 |
1,822.0 |
|