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 |
2,047.8760 |
1,954.9000 |
-92.9760 |
-4.5% |
2,092.5030 |
High |
2,091.5350 |
1,991.1720 |
-100.3630 |
-4.8% |
2,118.2240 |
Low |
1,939.9900 |
1,909.8580 |
-30.1320 |
-1.6% |
1,909.8580 |
Close |
1,955.4240 |
1,946.8450 |
-8.5790 |
-0.4% |
1,946.8450 |
Range |
151.5450 |
81.3140 |
-70.2310 |
-46.3% |
208.3660 |
ATR |
84.1397 |
83.9379 |
-0.2018 |
-0.2% |
0.0000 |
Volume |
304,511 |
223,319 |
-81,192 |
-26.7% |
1,042,283 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,193.2337 |
2,151.3533 |
1,991.5677 |
|
R3 |
2,111.9197 |
2,070.0393 |
1,969.2064 |
|
R2 |
2,030.6057 |
2,030.6057 |
1,961.7526 |
|
R1 |
1,988.7253 |
1,988.7253 |
1,954.2988 |
1,969.0085 |
PP |
1,949.2917 |
1,949.2917 |
1,949.2917 |
1,939.4333 |
S1 |
1,907.4113 |
1,907.4113 |
1,939.3912 |
1,887.6945 |
S2 |
1,867.9777 |
1,867.9777 |
1,931.9374 |
|
S3 |
1,786.6637 |
1,826.0973 |
1,924.4837 |
|
S4 |
1,705.3497 |
1,744.7833 |
1,902.1223 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,616.7403 |
2,490.1587 |
2,061.4463 |
|
R3 |
2,408.3743 |
2,281.7927 |
2,004.1457 |
|
R2 |
2,200.0083 |
2,200.0083 |
1,985.0454 |
|
R1 |
2,073.4267 |
2,073.4267 |
1,965.9452 |
2,032.5345 |
PP |
1,991.6423 |
1,991.6423 |
1,991.6423 |
1,971.1963 |
S1 |
1,865.0607 |
1,865.0607 |
1,927.7448 |
1,824.1685 |
S2 |
1,783.2763 |
1,783.2763 |
1,908.6446 |
|
S3 |
1,574.9103 |
1,656.6947 |
1,889.5444 |
|
S4 |
1,366.5443 |
1,448.3287 |
1,832.2437 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,118.2240 |
1,909.8580 |
208.3660 |
10.7% |
109.9112 |
5.6% |
18% |
False |
True |
208,456 |
10 |
2,135.6880 |
1,825.7960 |
309.8920 |
15.9% |
100.2148 |
5.1% |
39% |
False |
False |
222,782 |
20 |
2,135.6880 |
1,593.2460 |
542.4420 |
27.9% |
90.5184 |
4.6% |
65% |
False |
False |
209,208 |
40 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.5% |
69.5985 |
3.6% |
69% |
False |
False |
162,184 |
60 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.5% |
62.7261 |
3.2% |
69% |
False |
False |
155,069 |
80 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.5% |
59.0792 |
3.0% |
69% |
False |
False |
147,855 |
100 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.5% |
59.2877 |
3.0% |
69% |
False |
False |
141,806 |
120 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.5% |
61.5590 |
3.2% |
69% |
False |
False |
139,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,336.7565 |
2.618 |
2,204.0521 |
1.618 |
2,122.7381 |
1.000 |
2,072.4860 |
0.618 |
2,041.4241 |
HIGH |
1,991.1720 |
0.618 |
1,960.1101 |
0.500 |
1,950.5150 |
0.382 |
1,940.9199 |
LOW |
1,909.8580 |
0.618 |
1,859.6059 |
1.000 |
1,828.5440 |
1.618 |
1,778.2919 |
2.618 |
1,696.9779 |
4.250 |
1,564.2735 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,950.5150 |
2,000.6965 |
PP |
1,949.2917 |
1,982.7460 |
S1 |
1,948.0683 |
1,964.7955 |
|