| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,994.0 |
2,004.9 |
10.9 |
0.5% |
2,036.7 |
| High |
2,010.1 |
2,004.9 |
-5.2 |
-0.3% |
2,039.1 |
| Low |
1,987.8 |
1,976.1 |
-11.7 |
-0.6% |
1,976.1 |
| Close |
2,009.2 |
1,976.8 |
-32.4 |
-1.6% |
1,976.8 |
| Range |
22.3 |
28.8 |
6.5 |
29.1% |
63.0 |
| ATR |
22.5 |
23.2 |
0.8 |
3.4% |
0.0 |
| Volume |
3,494 |
4,190 |
696 |
19.9% |
19,605 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.3 |
2,053.4 |
1,992.6 |
|
| R3 |
2,043.5 |
2,024.6 |
1,984.7 |
|
| R2 |
2,014.7 |
2,014.7 |
1,982.1 |
|
| R1 |
1,995.8 |
1,995.8 |
1,979.4 |
1,990.9 |
| PP |
1,985.9 |
1,985.9 |
1,985.9 |
1,983.5 |
| S1 |
1,967.0 |
1,967.0 |
1,974.2 |
1,962.1 |
| S2 |
1,957.1 |
1,957.1 |
1,971.5 |
|
| S3 |
1,928.3 |
1,938.2 |
1,968.9 |
|
| S4 |
1,899.5 |
1,909.4 |
1,961.0 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.3 |
2,144.6 |
2,011.5 |
|
| R3 |
2,123.3 |
2,081.6 |
1,994.1 |
|
| R2 |
2,060.3 |
2,060.3 |
1,988.4 |
|
| R1 |
2,018.6 |
2,018.6 |
1,982.6 |
2,008.0 |
| PP |
1,997.3 |
1,997.3 |
1,997.3 |
1,992.0 |
| S1 |
1,955.6 |
1,955.6 |
1,971.0 |
1,945.0 |
| S2 |
1,934.3 |
1,934.3 |
1,965.3 |
|
| S3 |
1,871.3 |
1,892.6 |
1,959.5 |
|
| S4 |
1,808.3 |
1,829.6 |
1,942.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.1 |
1,976.1 |
63.0 |
3.2% |
21.6 |
1.1% |
1% |
False |
True |
3,921 |
| 10 |
2,057.2 |
1,976.1 |
81.1 |
4.1% |
21.2 |
1.1% |
1% |
False |
True |
3,522 |
| 20 |
2,058.5 |
1,961.6 |
96.9 |
4.9% |
22.9 |
1.2% |
16% |
False |
False |
2,927 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
10.0% |
21.3 |
1.1% |
58% |
False |
False |
2,517 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
10.0% |
18.8 |
1.0% |
58% |
False |
False |
1,903 |
| 80 |
2,060.6 |
1,861.7 |
198.9 |
10.1% |
18.3 |
0.9% |
58% |
False |
False |
1,557 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.3% |
17.8 |
0.9% |
56% |
False |
False |
1,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.3 |
|
2.618 |
2,080.3 |
|
1.618 |
2,051.5 |
|
1.000 |
2,033.7 |
|
0.618 |
2,022.7 |
|
HIGH |
2,004.9 |
|
0.618 |
1,993.9 |
|
0.500 |
1,990.5 |
|
0.382 |
1,987.1 |
|
LOW |
1,976.1 |
|
0.618 |
1,958.3 |
|
1.000 |
1,947.3 |
|
1.618 |
1,929.5 |
|
2.618 |
1,900.7 |
|
4.250 |
1,853.7 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.5 |
1,995.8 |
| PP |
1,985.9 |
1,989.5 |
| S1 |
1,981.4 |
1,983.1 |
|