| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,034.8 |
2,016.8 |
-18.0 |
-0.9% |
2,071.0 |
| High |
2,035.6 |
2,029.6 |
-6.0 |
-0.3% |
2,077.1 |
| Low |
2,013.1 |
2,007.6 |
-5.5 |
-0.3% |
2,039.2 |
| Close |
2,017.1 |
2,028.9 |
11.8 |
0.6% |
2,058.9 |
| Range |
22.5 |
22.0 |
-0.5 |
-2.2% |
37.9 |
| ATR |
22.5 |
22.5 |
0.0 |
-0.2% |
0.0 |
| Volume |
4,744 |
3,860 |
-884 |
-18.6% |
14,000 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.0 |
2,080.5 |
2,041.0 |
|
| R3 |
2,066.0 |
2,058.5 |
2,035.0 |
|
| R2 |
2,044.0 |
2,044.0 |
2,032.9 |
|
| R1 |
2,036.5 |
2,036.5 |
2,030.9 |
2,040.3 |
| PP |
2,022.0 |
2,022.0 |
2,022.0 |
2,023.9 |
| S1 |
2,014.5 |
2,014.5 |
2,026.9 |
2,018.3 |
| S2 |
2,000.0 |
2,000.0 |
2,024.9 |
|
| S3 |
1,978.0 |
1,992.5 |
2,022.9 |
|
| S4 |
1,956.0 |
1,970.5 |
2,016.8 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.1 |
2,153.4 |
2,079.7 |
|
| R3 |
2,134.2 |
2,115.5 |
2,069.3 |
|
| R2 |
2,096.3 |
2,096.3 |
2,065.8 |
|
| R1 |
2,077.6 |
2,077.6 |
2,062.4 |
2,068.0 |
| PP |
2,058.4 |
2,058.4 |
2,058.4 |
2,053.6 |
| S1 |
2,039.7 |
2,039.7 |
2,055.4 |
2,030.1 |
| S2 |
2,020.5 |
2,020.5 |
2,052.0 |
|
| S3 |
1,982.6 |
2,001.8 |
2,048.5 |
|
| S4 |
1,944.7 |
1,963.9 |
2,038.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.5 |
2,007.6 |
63.9 |
3.1% |
20.2 |
1.0% |
33% |
False |
True |
3,733 |
| 10 |
2,078.9 |
2,007.6 |
71.3 |
3.5% |
21.5 |
1.1% |
30% |
False |
True |
3,122 |
| 20 |
2,078.9 |
1,940.0 |
138.9 |
6.8% |
24.8 |
1.2% |
64% |
False |
False |
2,706 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
20.8 |
1.0% |
75% |
False |
False |
1,775 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
18.4 |
0.9% |
75% |
False |
False |
1,309 |
| 80 |
2,082.2 |
1,879.5 |
202.7 |
10.0% |
17.6 |
0.9% |
74% |
False |
False |
1,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,123.1 |
|
2.618 |
2,087.2 |
|
1.618 |
2,065.2 |
|
1.000 |
2,051.6 |
|
0.618 |
2,043.2 |
|
HIGH |
2,029.6 |
|
0.618 |
2,021.2 |
|
0.500 |
2,018.6 |
|
0.382 |
2,016.0 |
|
LOW |
2,007.6 |
|
0.618 |
1,994.0 |
|
1.000 |
1,985.6 |
|
1.618 |
1,972.0 |
|
2.618 |
1,950.0 |
|
4.250 |
1,914.1 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.5 |
2,027.9 |
| PP |
2,022.0 |
2,027.0 |
| S1 |
2,018.6 |
2,026.0 |
|