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 |
1,963.0 |
1,984.2 |
21.2 |
1.1% |
1,943.4 |
High |
1,991.1 |
1,996.4 |
5.3 |
0.3% |
1,996.4 |
Low |
1,959.0 |
1,981.1 |
22.1 |
1.1% |
1,935.6 |
Close |
1,987.3 |
1,984.7 |
-2.6 |
-0.1% |
1,984.7 |
Range |
32.1 |
15.3 |
-16.8 |
-52.3% |
60.8 |
ATR |
25.2 |
24.5 |
-0.7 |
-2.8% |
0.0 |
Volume |
186,810 |
133,120 |
-53,690 |
-28.7% |
827,297 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.3 |
2,024.3 |
1,993.1 |
|
R3 |
2,018.0 |
2,009.0 |
1,988.9 |
|
R2 |
2,002.7 |
2,002.7 |
1,987.5 |
|
R1 |
1,993.7 |
1,993.7 |
1,986.1 |
1,998.2 |
PP |
1,987.4 |
1,987.4 |
1,987.4 |
1,989.7 |
S1 |
1,978.4 |
1,978.4 |
1,983.3 |
1,982.9 |
S2 |
1,972.1 |
1,972.1 |
1,981.9 |
|
S3 |
1,956.8 |
1,963.1 |
1,980.5 |
|
S4 |
1,941.5 |
1,947.8 |
1,976.3 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,154.6 |
2,130.5 |
2,018.1 |
|
R3 |
2,093.8 |
2,069.7 |
2,001.4 |
|
R2 |
2,033.0 |
2,033.0 |
1,995.8 |
|
R1 |
2,008.9 |
2,008.9 |
1,990.3 |
2,021.0 |
PP |
1,972.2 |
1,972.2 |
1,972.2 |
1,978.3 |
S1 |
1,948.1 |
1,948.1 |
1,979.1 |
1,960.2 |
S2 |
1,911.4 |
1,911.4 |
1,973.6 |
|
S3 |
1,850.6 |
1,887.3 |
1,968.0 |
|
S4 |
1,789.8 |
1,826.5 |
1,951.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,996.4 |
1,935.6 |
60.8 |
3.1% |
24.4 |
1.2% |
81% |
True |
False |
165,459 |
10 |
2,000.1 |
1,935.6 |
64.5 |
3.2% |
23.7 |
1.2% |
76% |
False |
False |
182,559 |
20 |
2,019.7 |
1,935.6 |
84.1 |
4.2% |
23.9 |
1.2% |
58% |
False |
False |
194,093 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
24.3 |
1.2% |
82% |
False |
False |
203,859 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
21.3 |
1.1% |
82% |
False |
False |
189,281 |
80 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
20.4 |
1.0% |
82% |
False |
False |
177,858 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.3 |
1.0% |
79% |
False |
False |
152,054 |
120 |
2,039.0 |
1,823.5 |
215.5 |
10.9% |
20.8 |
1.0% |
75% |
False |
False |
127,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,061.4 |
2.618 |
2,036.5 |
1.618 |
2,021.2 |
1.000 |
2,011.7 |
0.618 |
2,005.9 |
HIGH |
1,996.4 |
0.618 |
1,990.6 |
0.500 |
1,988.8 |
0.382 |
1,986.9 |
LOW |
1,981.1 |
0.618 |
1,971.6 |
1.000 |
1,965.8 |
1.618 |
1,956.3 |
2.618 |
1,941.0 |
4.250 |
1,916.1 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,988.8 |
1,982.3 |
PP |
1,987.4 |
1,980.0 |
S1 |
1,986.1 |
1,977.6 |
|