| 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 |
2,011.5 |
2,025.0 |
13.5 |
0.7% |
2,056.0 |
| High |
2,033.9 |
2,037.8 |
3.9 |
0.2% |
2,059.4 |
| Low |
1,999.0 |
2,019.6 |
20.6 |
1.0% |
1,995.9 |
| Close |
2,025.4 |
2,023.5 |
-1.9 |
-0.1% |
1,996.6 |
| Range |
34.9 |
18.2 |
-16.7 |
-47.9% |
63.5 |
| ATR |
23.6 |
23.2 |
-0.4 |
-1.6% |
0.0 |
| Volume |
1,747 |
860 |
-887 |
-50.8% |
19,486 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.6 |
2,070.7 |
2,033.5 |
|
| R3 |
2,063.4 |
2,052.5 |
2,028.5 |
|
| R2 |
2,045.2 |
2,045.2 |
2,026.8 |
|
| R1 |
2,034.3 |
2,034.3 |
2,025.2 |
2,030.7 |
| PP |
2,027.0 |
2,027.0 |
2,027.0 |
2,025.1 |
| S1 |
2,016.1 |
2,016.1 |
2,021.8 |
2,012.5 |
| S2 |
2,008.8 |
2,008.8 |
2,020.2 |
|
| S3 |
1,990.6 |
1,997.9 |
2,018.5 |
|
| S4 |
1,972.4 |
1,979.7 |
2,013.5 |
|
|
| 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 |
2,037.8 |
1,994.8 |
43.0 |
2.1% |
24.0 |
1.2% |
67% |
True |
False |
2,886 |
| 10 |
2,071.5 |
1,994.8 |
76.7 |
3.8% |
21.0 |
1.0% |
37% |
False |
False |
3,178 |
| 20 |
2,078.9 |
1,994.8 |
84.1 |
4.2% |
23.1 |
1.1% |
34% |
False |
False |
2,865 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.9% |
22.0 |
1.1% |
72% |
False |
False |
1,975 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.9% |
19.2 |
0.9% |
72% |
False |
False |
1,466 |
| 80 |
2,079.7 |
1,879.5 |
200.2 |
9.9% |
18.2 |
0.9% |
72% |
False |
False |
1,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,115.2 |
|
2.618 |
2,085.4 |
|
1.618 |
2,067.2 |
|
1.000 |
2,056.0 |
|
0.618 |
2,049.0 |
|
HIGH |
2,037.8 |
|
0.618 |
2,030.8 |
|
0.500 |
2,028.7 |
|
0.382 |
2,026.6 |
|
LOW |
2,019.6 |
|
0.618 |
2,008.4 |
|
1.000 |
2,001.4 |
|
1.618 |
1,990.2 |
|
2.618 |
1,972.0 |
|
4.250 |
1,942.3 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.7 |
2,021.1 |
| PP |
2,027.0 |
2,018.7 |
| S1 |
2,025.2 |
2,016.3 |
|