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 |
1,955.5 |
1,964.1 |
8.6 |
0.4% |
1,999.4 |
High |
1,971.5 |
1,965.6 |
-5.9 |
-0.3% |
2,000.1 |
Low |
1,948.3 |
1,936.9 |
-11.4 |
-0.6% |
1,936.9 |
Close |
1,969.8 |
1,937.7 |
-32.1 |
-1.6% |
1,937.7 |
Range |
23.2 |
28.7 |
5.5 |
23.7% |
63.2 |
ATR |
23.9 |
24.5 |
0.6 |
2.7% |
0.0 |
Volume |
214,077 |
229,637 |
15,560 |
7.3% |
998,300 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.8 |
2,014.0 |
1,953.5 |
|
R3 |
2,004.1 |
1,985.3 |
1,945.6 |
|
R2 |
1,975.4 |
1,975.4 |
1,943.0 |
|
R1 |
1,956.6 |
1,956.6 |
1,940.3 |
1,951.7 |
PP |
1,946.7 |
1,946.7 |
1,946.7 |
1,944.3 |
S1 |
1,927.9 |
1,927.9 |
1,935.1 |
1,923.0 |
S2 |
1,918.0 |
1,918.0 |
1,932.4 |
|
S3 |
1,889.3 |
1,899.2 |
1,929.8 |
|
S4 |
1,860.6 |
1,870.5 |
1,921.9 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,147.8 |
2,106.0 |
1,972.5 |
|
R3 |
2,084.6 |
2,042.8 |
1,955.1 |
|
R2 |
2,021.4 |
2,021.4 |
1,949.3 |
|
R1 |
1,979.6 |
1,979.6 |
1,943.5 |
1,968.9 |
PP |
1,958.2 |
1,958.2 |
1,958.2 |
1,952.9 |
S1 |
1,916.4 |
1,916.4 |
1,931.9 |
1,905.7 |
S2 |
1,895.0 |
1,895.0 |
1,926.1 |
|
S3 |
1,831.8 |
1,853.2 |
1,920.3 |
|
S4 |
1,768.6 |
1,790.0 |
1,902.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,000.1 |
1,936.9 |
63.2 |
3.3% |
22.9 |
1.2% |
1% |
False |
True |
199,660 |
10 |
2,017.7 |
1,936.9 |
80.8 |
4.2% |
22.5 |
1.2% |
1% |
False |
True |
197,288 |
20 |
2,019.7 |
1,921.2 |
98.5 |
5.1% |
24.8 |
1.3% |
17% |
False |
False |
211,322 |
40 |
2,019.7 |
1,823.5 |
196.2 |
10.1% |
22.9 |
1.2% |
58% |
False |
False |
204,575 |
60 |
2,019.7 |
1,823.5 |
196.2 |
10.1% |
20.5 |
1.1% |
58% |
False |
False |
187,016 |
80 |
2,022.1 |
1,823.5 |
198.6 |
10.2% |
20.2 |
1.0% |
58% |
False |
False |
173,633 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.6% |
20.0 |
1.0% |
56% |
False |
False |
144,162 |
120 |
2,043.2 |
1,823.5 |
219.7 |
11.3% |
20.9 |
1.1% |
52% |
False |
False |
120,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,087.6 |
2.618 |
2,040.7 |
1.618 |
2,012.0 |
1.000 |
1,994.3 |
0.618 |
1,983.3 |
HIGH |
1,965.6 |
0.618 |
1,954.6 |
0.500 |
1,951.3 |
0.382 |
1,947.9 |
LOW |
1,936.9 |
0.618 |
1,919.2 |
1.000 |
1,908.2 |
1.618 |
1,890.5 |
2.618 |
1,861.8 |
4.250 |
1,814.9 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,951.3 |
1,957.2 |
PP |
1,946.7 |
1,950.7 |
S1 |
1,942.2 |
1,944.2 |
|