Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,958.49 |
1,938.70 |
-19.79 |
-1.0% |
1,992.62 |
High |
1,960.52 |
1,948.05 |
-12.47 |
-0.6% |
1,992.68 |
Low |
1,934.37 |
1,933.24 |
-1.13 |
-0.1% |
1,934.37 |
Close |
1,937.18 |
1,946.13 |
8.95 |
0.5% |
1,937.18 |
Range |
26.15 |
14.81 |
-11.34 |
-43.4% |
58.31 |
ATR |
20.53 |
20.12 |
-0.41 |
-2.0% |
0.00 |
Volume |
5,689 |
5,677 |
-12 |
-0.2% |
28,506 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.90 |
1,981.33 |
1,954.28 |
|
R3 |
1,972.09 |
1,966.52 |
1,950.20 |
|
R2 |
1,957.28 |
1,957.28 |
1,948.85 |
|
R1 |
1,951.71 |
1,951.71 |
1,947.49 |
1,954.50 |
PP |
1,942.47 |
1,942.47 |
1,942.47 |
1,943.87 |
S1 |
1,936.90 |
1,936.90 |
1,944.77 |
1,939.69 |
S2 |
1,927.66 |
1,927.66 |
1,943.41 |
|
S3 |
1,912.85 |
1,922.09 |
1,942.06 |
|
S4 |
1,898.04 |
1,907.28 |
1,937.98 |
|
|
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 |
1,978.20 |
1,933.24 |
44.96 |
2.3% |
20.66 |
1.1% |
29% |
False |
True |
5,705 |
10 |
2,005.80 |
1,933.24 |
72.56 |
3.7% |
19.16 |
1.0% |
18% |
False |
True |
5,671 |
20 |
2,008.65 |
1,912.83 |
95.82 |
4.9% |
20.80 |
1.1% |
35% |
False |
False |
5,553 |
40 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
20.38 |
1.0% |
68% |
False |
False |
5,600 |
60 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
17.88 |
0.9% |
68% |
False |
False |
5,668 |
80 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
17.33 |
0.9% |
68% |
False |
False |
5,683 |
100 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
17.42 |
0.9% |
68% |
False |
False |
5,694 |
120 |
2,008.65 |
1,812.39 |
196.26 |
10.1% |
18.26 |
0.9% |
68% |
False |
False |
5,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.99 |
2.618 |
1,986.82 |
1.618 |
1,972.01 |
1.000 |
1,962.86 |
0.618 |
1,957.20 |
HIGH |
1,948.05 |
0.618 |
1,942.39 |
0.500 |
1,940.65 |
0.382 |
1,938.90 |
LOW |
1,933.24 |
0.618 |
1,924.09 |
1.000 |
1,918.43 |
1.618 |
1,909.28 |
2.618 |
1,894.47 |
4.250 |
1,870.30 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,944.30 |
1,948.99 |
PP |
1,942.47 |
1,948.03 |
S1 |
1,940.65 |
1,947.08 |
|