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 |
1,964.1 |
1,943.4 |
-20.7 |
-1.1% |
1,999.4 |
High |
1,965.6 |
1,953.5 |
-12.1 |
-0.6% |
2,000.1 |
Low |
1,936.9 |
1,935.6 |
-1.3 |
-0.1% |
1,936.9 |
Close |
1,937.7 |
1,950.2 |
12.5 |
0.6% |
1,937.7 |
Range |
28.7 |
17.9 |
-10.8 |
-37.6% |
63.2 |
ATR |
24.5 |
24.1 |
-0.5 |
-1.9% |
0.0 |
Volume |
229,637 |
183,702 |
-45,935 |
-20.0% |
998,300 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.1 |
1,993.1 |
1,960.0 |
|
R3 |
1,982.2 |
1,975.2 |
1,955.1 |
|
R2 |
1,964.3 |
1,964.3 |
1,953.5 |
|
R1 |
1,957.3 |
1,957.3 |
1,951.8 |
1,960.8 |
PP |
1,946.4 |
1,946.4 |
1,946.4 |
1,948.2 |
S1 |
1,939.4 |
1,939.4 |
1,948.6 |
1,942.9 |
S2 |
1,928.5 |
1,928.5 |
1,946.9 |
|
S3 |
1,910.6 |
1,921.5 |
1,945.3 |
|
S4 |
1,892.7 |
1,903.6 |
1,940.4 |
|
|
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 |
1,985.2 |
1,935.6 |
49.6 |
2.5% |
23.3 |
1.2% |
29% |
False |
True |
207,144 |
10 |
2,017.7 |
1,935.6 |
82.1 |
4.2% |
22.6 |
1.2% |
18% |
False |
True |
197,524 |
20 |
2,019.7 |
1,924.6 |
95.1 |
4.9% |
24.6 |
1.3% |
27% |
False |
False |
211,366 |
40 |
2,019.7 |
1,823.5 |
196.2 |
10.1% |
23.1 |
1.2% |
65% |
False |
False |
205,717 |
60 |
2,019.7 |
1,823.5 |
196.2 |
10.1% |
20.6 |
1.1% |
65% |
False |
False |
188,165 |
80 |
2,022.1 |
1,823.5 |
198.6 |
10.2% |
20.2 |
1.0% |
64% |
False |
False |
175,496 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.5% |
20.0 |
1.0% |
62% |
False |
False |
145,948 |
120 |
2,043.2 |
1,823.5 |
219.7 |
11.3% |
20.8 |
1.1% |
58% |
False |
False |
122,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,029.6 |
2.618 |
2,000.4 |
1.618 |
1,982.5 |
1.000 |
1,971.4 |
0.618 |
1,964.6 |
HIGH |
1,953.5 |
0.618 |
1,946.7 |
0.500 |
1,944.6 |
0.382 |
1,942.4 |
LOW |
1,935.6 |
0.618 |
1,924.5 |
1.000 |
1,917.7 |
1.618 |
1,906.6 |
2.618 |
1,888.7 |
4.250 |
1,859.5 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,948.3 |
1,953.6 |
PP |
1,946.4 |
1,952.4 |
S1 |
1,944.6 |
1,951.3 |
|