| 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 |
2,003.2 |
2,011.5 |
8.3 |
0.4% |
2,056.0 |
| High |
2,010.8 |
2,033.9 |
23.1 |
1.1% |
2,059.4 |
| Low |
1,994.8 |
1,999.0 |
4.2 |
0.2% |
1,995.9 |
| Close |
2,009.3 |
2,025.4 |
16.1 |
0.8% |
1,996.6 |
| Range |
16.0 |
34.9 |
18.9 |
118.1% |
63.5 |
| ATR |
22.7 |
23.6 |
0.9 |
3.8% |
0.0 |
| Volume |
3,401 |
1,747 |
-1,654 |
-48.6% |
19,486 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.1 |
2,109.7 |
2,044.6 |
|
| R3 |
2,089.2 |
2,074.8 |
2,035.0 |
|
| R2 |
2,054.3 |
2,054.3 |
2,031.8 |
|
| R1 |
2,039.9 |
2,039.9 |
2,028.6 |
2,047.1 |
| PP |
2,019.4 |
2,019.4 |
2,019.4 |
2,023.1 |
| S1 |
2,005.0 |
2,005.0 |
2,022.2 |
2,012.2 |
| S2 |
1,984.5 |
1,984.5 |
2,019.0 |
|
| S3 |
1,949.6 |
1,970.1 |
2,015.8 |
|
| S4 |
1,914.7 |
1,935.2 |
2,006.2 |
|
|
| 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 |
2,035.6 |
1,994.8 |
40.8 |
2.0% |
24.8 |
1.2% |
75% |
False |
False |
3,662 |
| 10 |
2,071.5 |
1,994.8 |
76.7 |
3.8% |
21.9 |
1.1% |
40% |
False |
False |
3,468 |
| 20 |
2,078.9 |
1,994.8 |
84.1 |
4.2% |
24.0 |
1.2% |
36% |
False |
False |
2,932 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
22.0 |
1.1% |
73% |
False |
False |
1,964 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
19.1 |
0.9% |
73% |
False |
False |
1,460 |
| 80 |
2,079.7 |
1,879.5 |
200.2 |
9.9% |
18.2 |
0.9% |
73% |
False |
False |
1,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.2 |
|
2.618 |
2,125.3 |
|
1.618 |
2,090.4 |
|
1.000 |
2,068.8 |
|
0.618 |
2,055.5 |
|
HIGH |
2,033.9 |
|
0.618 |
2,020.6 |
|
0.500 |
2,016.5 |
|
0.382 |
2,012.3 |
|
LOW |
1,999.0 |
|
0.618 |
1,977.4 |
|
1.000 |
1,964.1 |
|
1.618 |
1,942.5 |
|
2.618 |
1,907.6 |
|
4.250 |
1,850.7 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.4 |
2,021.7 |
| PP |
2,019.4 |
2,018.0 |
| S1 |
2,016.5 |
2,014.4 |
|