| 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 |
1,982.3 |
1,989.0 |
6.7 |
0.3% |
2,036.7 |
| High |
1,992.0 |
2,013.2 |
21.2 |
1.1% |
2,039.1 |
| Low |
1,975.1 |
1,983.0 |
7.9 |
0.4% |
1,976.1 |
| Close |
1,989.4 |
2,005.6 |
16.2 |
0.8% |
1,976.8 |
| Range |
16.9 |
30.2 |
13.3 |
78.7% |
63.0 |
| ATR |
22.8 |
23.3 |
0.5 |
2.3% |
0.0 |
| Volume |
2,912 |
2,138 |
-774 |
-26.6% |
19,605 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.2 |
2,078.6 |
2,022.2 |
|
| R3 |
2,061.0 |
2,048.4 |
2,013.9 |
|
| R2 |
2,030.8 |
2,030.8 |
2,011.1 |
|
| R1 |
2,018.2 |
2,018.2 |
2,008.4 |
2,024.5 |
| PP |
2,000.6 |
2,000.6 |
2,000.6 |
2,003.8 |
| S1 |
1,988.0 |
1,988.0 |
2,002.8 |
1,994.3 |
| S2 |
1,970.4 |
1,970.4 |
2,000.1 |
|
| S3 |
1,940.2 |
1,957.8 |
1,997.3 |
|
| S4 |
1,910.0 |
1,927.6 |
1,989.0 |
|
|
| 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 |
2,015.5 |
1,975.1 |
40.4 |
2.0% |
24.2 |
1.2% |
75% |
False |
False |
3,460 |
| 10 |
2,051.2 |
1,975.1 |
76.1 |
3.8% |
21.4 |
1.1% |
40% |
False |
False |
3,605 |
| 20 |
2,058.5 |
1,975.1 |
83.4 |
4.2% |
23.6 |
1.2% |
37% |
False |
False |
3,037 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.8% |
22.1 |
1.1% |
73% |
False |
False |
2,604 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.8% |
19.3 |
1.0% |
73% |
False |
False |
1,977 |
| 80 |
2,060.6 |
1,861.7 |
198.9 |
9.9% |
18.6 |
0.9% |
72% |
False |
False |
1,605 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.2% |
17.8 |
0.9% |
71% |
False |
False |
1,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.6 |
|
2.618 |
2,092.3 |
|
1.618 |
2,062.1 |
|
1.000 |
2,043.4 |
|
0.618 |
2,031.9 |
|
HIGH |
2,013.2 |
|
0.618 |
2,001.7 |
|
0.500 |
1,998.1 |
|
0.382 |
1,994.5 |
|
LOW |
1,983.0 |
|
0.618 |
1,964.3 |
|
1.000 |
1,952.8 |
|
1.618 |
1,934.1 |
|
2.618 |
1,903.9 |
|
4.250 |
1,854.7 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.1 |
2,001.8 |
| PP |
2,000.6 |
1,998.0 |
| S1 |
1,998.1 |
1,994.2 |
|