| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,989.0 |
2,005.5 |
16.5 |
0.8% |
2,036.7 |
| High |
2,013.2 |
2,017.7 |
4.5 |
0.2% |
2,039.1 |
| Low |
1,983.0 |
1,999.6 |
16.6 |
0.8% |
1,976.1 |
| Close |
2,005.6 |
2,003.6 |
-2.0 |
-0.1% |
1,976.8 |
| Range |
30.2 |
18.1 |
-12.1 |
-40.1% |
63.0 |
| ATR |
23.3 |
22.9 |
-0.4 |
-1.6% |
0.0 |
| Volume |
2,138 |
2,899 |
761 |
35.6% |
19,605 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.3 |
2,050.5 |
2,013.6 |
|
| R3 |
2,043.2 |
2,032.4 |
2,008.6 |
|
| R2 |
2,025.1 |
2,025.1 |
2,006.9 |
|
| R1 |
2,014.3 |
2,014.3 |
2,005.3 |
2,010.7 |
| PP |
2,007.0 |
2,007.0 |
2,007.0 |
2,005.1 |
| S1 |
1,996.2 |
1,996.2 |
2,001.9 |
1,992.6 |
| S2 |
1,988.9 |
1,988.9 |
2,000.3 |
|
| S3 |
1,970.8 |
1,978.1 |
1,998.6 |
|
| S4 |
1,952.7 |
1,960.0 |
1,993.6 |
|
|
| 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 |
2,017.7 |
1,975.1 |
42.6 |
2.1% |
23.3 |
1.2% |
67% |
True |
False |
3,126 |
| 10 |
2,051.2 |
1,975.1 |
76.1 |
3.8% |
20.5 |
1.0% |
37% |
False |
False |
3,532 |
| 20 |
2,058.5 |
1,975.1 |
83.4 |
4.2% |
22.6 |
1.1% |
34% |
False |
False |
3,081 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.8% |
22.1 |
1.1% |
72% |
False |
False |
2,648 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.8% |
19.3 |
1.0% |
72% |
False |
False |
2,000 |
| 80 |
2,060.6 |
1,861.7 |
198.9 |
9.9% |
18.7 |
0.9% |
71% |
False |
False |
1,626 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.2% |
17.9 |
0.9% |
70% |
False |
False |
1,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,094.6 |
|
2.618 |
2,065.1 |
|
1.618 |
2,047.0 |
|
1.000 |
2,035.8 |
|
0.618 |
2,028.9 |
|
HIGH |
2,017.7 |
|
0.618 |
2,010.8 |
|
0.500 |
2,008.7 |
|
0.382 |
2,006.5 |
|
LOW |
1,999.6 |
|
0.618 |
1,988.4 |
|
1.000 |
1,981.5 |
|
1.618 |
1,970.3 |
|
2.618 |
1,952.2 |
|
4.250 |
1,922.7 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,008.7 |
2,001.2 |
| PP |
2,007.0 |
1,998.8 |
| S1 |
2,005.3 |
1,996.4 |
|