| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,888.4430 |
2,059.8320 |
171.3890 |
9.1% |
1,829.4200 |
| High |
2,084.8890 |
2,135.6880 |
50.7990 |
2.4% |
2,135.6880 |
| Low |
1,883.7550 |
2,059.7310 |
175.9760 |
9.3% |
1,825.7960 |
| Close |
2,059.8320 |
2,092.9170 |
33.0850 |
1.6% |
2,092.9170 |
| Range |
201.1340 |
75.9570 |
-125.1770 |
-62.2% |
309.8920 |
| ATR |
72.0736 |
72.3510 |
0.2774 |
0.4% |
0.0000 |
| Volume |
490,070 |
368,801 |
-121,269 |
-24.7% |
1,185,543 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.9830 |
2,284.4070 |
2,134.6934 |
|
| R3 |
2,248.0260 |
2,208.4500 |
2,113.8052 |
|
| R2 |
2,172.0690 |
2,172.0690 |
2,106.8425 |
|
| R1 |
2,132.4930 |
2,132.4930 |
2,099.8797 |
2,152.2810 |
| PP |
2,096.1120 |
2,096.1120 |
2,096.1120 |
2,106.0060 |
| S1 |
2,056.5360 |
2,056.5360 |
2,085.9543 |
2,076.3240 |
| S2 |
2,020.1550 |
2,020.1550 |
2,078.9916 |
|
| S3 |
1,944.1980 |
1,980.5790 |
2,072.0288 |
|
| S4 |
1,868.2410 |
1,904.6220 |
2,051.1407 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.8097 |
2,830.2553 |
2,263.3576 |
|
| R3 |
2,637.9177 |
2,520.3633 |
2,178.1373 |
|
| R2 |
2,328.0257 |
2,328.0257 |
2,149.7305 |
|
| R1 |
2,210.4713 |
2,210.4713 |
2,121.3238 |
2,269.2485 |
| PP |
2,018.1337 |
2,018.1337 |
2,018.1337 |
2,047.5223 |
| S1 |
1,900.5793 |
1,900.5793 |
2,064.5102 |
1,959.3565 |
| S2 |
1,708.2417 |
1,708.2417 |
2,036.1035 |
|
| S3 |
1,398.3497 |
1,590.6873 |
2,007.6967 |
|
| S4 |
1,088.4577 |
1,280.7953 |
1,922.4764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,135.6880 |
1,825.7960 |
309.8920 |
14.8% |
90.5184 |
4.3% |
86% |
True |
False |
237,108 |
| 10 |
2,135.6880 |
1,764.9770 |
370.7110 |
17.7% |
76.7310 |
3.7% |
88% |
True |
False |
192,475 |
| 20 |
2,135.6880 |
1,543.6780 |
592.0100 |
28.3% |
76.2061 |
3.6% |
93% |
True |
False |
185,510 |
| 40 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
61.2480 |
2.9% |
93% |
True |
False |
148,355 |
| 60 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
60.1305 |
2.9% |
93% |
True |
False |
154,291 |
| 80 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
54.4854 |
2.6% |
93% |
True |
False |
138,836 |
| 100 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
57.3403 |
2.7% |
93% |
True |
False |
139,541 |
| 120 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.3% |
59.0855 |
2.8% |
93% |
True |
False |
134,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.5053 |
|
2.618 |
2,334.5434 |
|
1.618 |
2,258.5864 |
|
1.000 |
2,211.6450 |
|
0.618 |
2,182.6294 |
|
HIGH |
2,135.6880 |
|
0.618 |
2,106.6724 |
|
0.500 |
2,097.7095 |
|
0.382 |
2,088.7466 |
|
LOW |
2,059.7310 |
|
0.618 |
2,012.7896 |
|
1.000 |
1,983.7740 |
|
1.618 |
1,936.8326 |
|
2.618 |
1,860.8756 |
|
4.250 |
1,736.9138 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.7095 |
2,063.6420 |
| PP |
2,096.1120 |
2,034.3670 |
| S1 |
2,094.5145 |
2,005.0920 |
|