| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,023.2 |
2,003.2 |
-20.0 |
-1.0% |
2,056.0 |
| High |
2,024.7 |
2,010.8 |
-13.9 |
-0.7% |
2,059.4 |
| Low |
1,995.9 |
1,994.8 |
-1.1 |
-0.1% |
1,995.9 |
| Close |
1,996.6 |
2,009.3 |
12.7 |
0.6% |
1,996.6 |
| Range |
28.8 |
16.0 |
-12.8 |
-44.4% |
63.5 |
| ATR |
23.3 |
22.7 |
-0.5 |
-2.2% |
0.0 |
| Volume |
4,562 |
3,401 |
-1,161 |
-25.4% |
19,486 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,053.0 |
2,047.1 |
2,018.1 |
|
| R3 |
2,037.0 |
2,031.1 |
2,013.7 |
|
| R2 |
2,021.0 |
2,021.0 |
2,012.2 |
|
| R1 |
2,015.1 |
2,015.1 |
2,010.8 |
2,018.1 |
| PP |
2,005.0 |
2,005.0 |
2,005.0 |
2,006.4 |
| S1 |
1,999.1 |
1,999.1 |
2,007.8 |
2,002.1 |
| S2 |
1,989.0 |
1,989.0 |
2,006.4 |
|
| S3 |
1,973.0 |
1,983.1 |
2,004.9 |
|
| S4 |
1,957.0 |
1,967.1 |
2,000.5 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.8 |
2,165.7 |
2,031.5 |
|
| R3 |
2,144.3 |
2,102.2 |
2,014.1 |
|
| R2 |
2,080.8 |
2,080.8 |
2,008.2 |
|
| R1 |
2,038.7 |
2,038.7 |
2,002.4 |
2,028.0 |
| PP |
2,017.3 |
2,017.3 |
2,017.3 |
2,012.0 |
| S1 |
1,975.2 |
1,975.2 |
1,990.8 |
1,964.5 |
| S2 |
1,953.8 |
1,953.8 |
1,985.0 |
|
| S3 |
1,890.3 |
1,911.7 |
1,979.1 |
|
| S4 |
1,826.8 |
1,848.2 |
1,961.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,044.4 |
1,994.8 |
49.6 |
2.5% |
22.0 |
1.1% |
29% |
False |
True |
4,094 |
| 10 |
2,077.1 |
1,994.8 |
82.3 |
4.1% |
21.2 |
1.1% |
18% |
False |
True |
3,526 |
| 20 |
2,078.9 |
1,983.7 |
95.2 |
4.7% |
23.2 |
1.2% |
27% |
False |
False |
2,899 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.9% |
21.3 |
1.1% |
65% |
False |
False |
1,944 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.9% |
18.7 |
0.9% |
65% |
False |
False |
1,433 |
| 80 |
2,079.7 |
1,879.5 |
200.2 |
10.0% |
17.8 |
0.9% |
65% |
False |
False |
1,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.8 |
|
2.618 |
2,052.7 |
|
1.618 |
2,036.7 |
|
1.000 |
2,026.8 |
|
0.618 |
2,020.7 |
|
HIGH |
2,010.8 |
|
0.618 |
2,004.7 |
|
0.500 |
2,002.8 |
|
0.382 |
2,000.9 |
|
LOW |
1,994.8 |
|
0.618 |
1,984.9 |
|
1.000 |
1,978.8 |
|
1.618 |
1,968.9 |
|
2.618 |
1,952.9 |
|
4.250 |
1,926.8 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,007.1 |
2,012.2 |
| PP |
2,005.0 |
2,011.2 |
| S1 |
2,002.8 |
2,010.3 |
|