| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,022.7 |
2,045.0 |
22.3 |
1.1% |
2,003.2 |
| High |
2,050.2 |
2,055.5 |
5.3 |
0.3% |
2,055.5 |
| Low |
2,020.1 |
2,040.9 |
20.8 |
1.0% |
1,994.8 |
| Close |
2,046.8 |
2,044.1 |
-2.7 |
-0.1% |
2,044.1 |
| Range |
30.1 |
14.6 |
-15.5 |
-51.5% |
60.7 |
| ATR |
23.7 |
23.1 |
-0.7 |
-2.7% |
0.0 |
| Volume |
2,904 |
1,505 |
-1,399 |
-48.2% |
10,417 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.6 |
2,082.0 |
2,052.1 |
|
| R3 |
2,076.0 |
2,067.4 |
2,048.1 |
|
| R2 |
2,061.4 |
2,061.4 |
2,046.8 |
|
| R1 |
2,052.8 |
2,052.8 |
2,045.4 |
2,049.8 |
| PP |
2,046.8 |
2,046.8 |
2,046.8 |
2,045.4 |
| S1 |
2,038.2 |
2,038.2 |
2,042.8 |
2,035.2 |
| S2 |
2,032.2 |
2,032.2 |
2,041.4 |
|
| S3 |
2,017.6 |
2,023.6 |
2,040.1 |
|
| S4 |
2,003.0 |
2,009.0 |
2,036.1 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.6 |
2,189.5 |
2,077.5 |
|
| R3 |
2,152.9 |
2,128.8 |
2,060.8 |
|
| R2 |
2,092.2 |
2,092.2 |
2,055.2 |
|
| R1 |
2,068.1 |
2,068.1 |
2,049.7 |
2,080.2 |
| PP |
2,031.5 |
2,031.5 |
2,031.5 |
2,037.5 |
| S1 |
2,007.4 |
2,007.4 |
2,038.5 |
2,019.5 |
| S2 |
1,970.8 |
1,970.8 |
2,033.0 |
|
| S3 |
1,910.1 |
1,946.7 |
2,027.4 |
|
| S4 |
1,849.4 |
1,886.0 |
2,010.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,055.5 |
1,994.8 |
60.7 |
3.0% |
22.8 |
1.1% |
81% |
True |
False |
2,083 |
| 10 |
2,059.4 |
1,994.8 |
64.6 |
3.2% |
22.2 |
1.1% |
76% |
False |
False |
2,990 |
| 20 |
2,078.9 |
1,994.8 |
84.1 |
4.1% |
22.5 |
1.1% |
59% |
False |
False |
2,771 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
22.5 |
1.1% |
83% |
False |
False |
2,061 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
19.4 |
0.9% |
83% |
False |
False |
1,531 |
| 80 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
18.2 |
0.9% |
83% |
False |
False |
1,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.6 |
|
2.618 |
2,093.7 |
|
1.618 |
2,079.1 |
|
1.000 |
2,070.1 |
|
0.618 |
2,064.5 |
|
HIGH |
2,055.5 |
|
0.618 |
2,049.9 |
|
0.500 |
2,048.2 |
|
0.382 |
2,046.5 |
|
LOW |
2,040.9 |
|
0.618 |
2,031.9 |
|
1.000 |
2,026.3 |
|
1.618 |
2,017.3 |
|
2.618 |
2,002.7 |
|
4.250 |
1,978.9 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.2 |
2,041.9 |
| PP |
2,046.8 |
2,039.7 |
| S1 |
2,045.5 |
2,037.6 |
|