| 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 |
2,060.1730 |
1,981.4520 |
-78.7210 |
-3.8% |
1,829.4200 |
| High |
2,071.4520 |
2,062.9700 |
-8.4820 |
-0.4% |
2,135.6880 |
| Low |
1,947.4960 |
1,968.0330 |
20.5370 |
1.1% |
1,825.7960 |
| Close |
1,982.2830 |
2,048.2310 |
65.9480 |
3.3% |
2,092.9170 |
| Range |
123.9560 |
94.9370 |
-29.0190 |
-23.4% |
309.8920 |
| ATR |
77.7253 |
78.9547 |
1.2294 |
1.6% |
0.0000 |
| Volume |
267,010 |
244,692 |
-22,318 |
-8.4% |
1,185,543 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.2223 |
2,274.6637 |
2,100.4464 |
|
| R3 |
2,216.2853 |
2,179.7267 |
2,074.3387 |
|
| R2 |
2,121.3483 |
2,121.3483 |
2,065.6361 |
|
| R1 |
2,084.7897 |
2,084.7897 |
2,056.9336 |
2,103.0690 |
| PP |
2,026.4113 |
2,026.4113 |
2,026.4113 |
2,035.5510 |
| S1 |
1,989.8527 |
1,989.8527 |
2,039.5284 |
2,008.1320 |
| S2 |
1,931.4743 |
1,931.4743 |
2,030.8259 |
|
| S3 |
1,836.5373 |
1,894.9157 |
2,022.1233 |
|
| S4 |
1,741.6003 |
1,799.9787 |
1,996.0157 |
|
|
| 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 |
1,883.7550 |
251.9330 |
12.3% |
118.7576 |
5.8% |
65% |
False |
False |
274,664 |
| 10 |
2,135.6880 |
1,779.1820 |
356.5060 |
17.4% |
91.1260 |
4.4% |
75% |
False |
False |
206,073 |
| 20 |
2,135.6880 |
1,543.6780 |
592.0100 |
28.9% |
83.7925 |
4.1% |
85% |
False |
False |
199,094 |
| 40 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
65.8584 |
3.2% |
86% |
False |
False |
155,258 |
| 60 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
61.2460 |
3.0% |
86% |
False |
False |
152,740 |
| 80 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
57.0312 |
2.8% |
86% |
False |
False |
144,047 |
| 100 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
58.3256 |
2.8% |
86% |
False |
False |
139,927 |
| 120 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
60.2234 |
2.9% |
86% |
False |
False |
137,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.4523 |
|
2.618 |
2,311.5151 |
|
1.618 |
2,216.5781 |
|
1.000 |
2,157.9070 |
|
0.618 |
2,121.6411 |
|
HIGH |
2,062.9700 |
|
0.618 |
2,026.7041 |
|
0.500 |
2,015.5015 |
|
0.382 |
2,004.2989 |
|
LOW |
1,968.0330 |
|
0.618 |
1,909.3619 |
|
1.000 |
1,873.0960 |
|
1.618 |
1,814.4249 |
|
2.618 |
1,719.4879 |
|
4.250 |
1,564.5508 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.3212 |
2,043.1073 |
| PP |
2,026.4113 |
2,037.9837 |
| S1 |
2,015.5015 |
2,032.8600 |
|