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 |
1,950.22 |
1,958.49 |
8.27 |
0.4% |
1,992.62 |
High |
1,964.73 |
1,960.52 |
-4.21 |
-0.2% |
1,992.68 |
Low |
1,945.69 |
1,934.37 |
-11.32 |
-0.6% |
1,934.37 |
Close |
1,958.48 |
1,937.18 |
-21.30 |
-1.1% |
1,937.18 |
Range |
19.04 |
26.15 |
7.11 |
37.3% |
58.31 |
ATR |
20.10 |
20.53 |
0.43 |
2.1% |
0.00 |
Volume |
5,647 |
5,689 |
42 |
0.7% |
28,506 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,022.47 |
2,005.98 |
1,951.56 |
|
R3 |
1,996.32 |
1,979.83 |
1,944.37 |
|
R2 |
1,970.17 |
1,970.17 |
1,941.97 |
|
R1 |
1,953.68 |
1,953.68 |
1,939.58 |
1,948.85 |
PP |
1,944.02 |
1,944.02 |
1,944.02 |
1,941.61 |
S1 |
1,927.53 |
1,927.53 |
1,934.78 |
1,922.70 |
S2 |
1,917.87 |
1,917.87 |
1,932.39 |
|
S3 |
1,891.72 |
1,901.38 |
1,929.99 |
|
S4 |
1,865.57 |
1,875.23 |
1,922.80 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,129.67 |
2,091.74 |
1,969.25 |
|
R3 |
2,071.36 |
2,033.43 |
1,953.22 |
|
R2 |
2,013.05 |
2,013.05 |
1,947.87 |
|
R1 |
1,975.12 |
1,975.12 |
1,942.53 |
1,964.93 |
PP |
1,954.74 |
1,954.74 |
1,954.74 |
1,949.65 |
S1 |
1,916.81 |
1,916.81 |
1,931.83 |
1,906.62 |
S2 |
1,896.43 |
1,896.43 |
1,926.49 |
|
S3 |
1,838.12 |
1,858.50 |
1,921.14 |
|
S4 |
1,779.81 |
1,800.19 |
1,905.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,992.68 |
1,934.37 |
58.31 |
3.0% |
20.71 |
1.1% |
5% |
False |
True |
5,701 |
10 |
2,007.32 |
1,934.37 |
72.95 |
3.8% |
19.16 |
1.0% |
4% |
False |
True |
5,642 |
20 |
2,008.65 |
1,909.36 |
99.29 |
5.1% |
21.24 |
1.1% |
28% |
False |
False |
5,534 |
40 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
20.29 |
1.0% |
64% |
False |
False |
5,605 |
60 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
17.91 |
0.9% |
64% |
False |
False |
5,670 |
80 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
17.41 |
0.9% |
64% |
False |
False |
5,684 |
100 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
17.43 |
0.9% |
64% |
False |
False |
5,692 |
120 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
18.23 |
0.9% |
64% |
False |
False |
5,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,071.66 |
2.618 |
2,028.98 |
1.618 |
2,002.83 |
1.000 |
1,986.67 |
0.618 |
1,976.68 |
HIGH |
1,960.52 |
0.618 |
1,950.53 |
0.500 |
1,947.45 |
0.382 |
1,944.36 |
LOW |
1,934.37 |
0.618 |
1,918.21 |
1.000 |
1,908.22 |
1.618 |
1,892.06 |
2.618 |
1,865.91 |
4.250 |
1,823.23 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,947.45 |
1,952.44 |
PP |
1,944.02 |
1,947.35 |
S1 |
1,940.60 |
1,942.27 |
|