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 |
4,185.0 |
4,210.0 |
25.0 |
0.6% |
4,192.0 |
High |
4,246.0 |
4,242.0 |
-4.0 |
-0.1% |
4,246.0 |
Low |
4,185.0 |
4,185.0 |
0.0 |
0.0% |
4,143.0 |
Close |
4,240.0 |
4,208.0 |
-32.0 |
-0.8% |
4,208.0 |
Range |
61.0 |
57.0 |
-4.0 |
-6.6% |
103.0 |
ATR |
59.1 |
58.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
905,417 |
870,864 |
-34,553 |
-3.8% |
3,909,872 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,382.7 |
4,352.3 |
4,239.4 |
|
R3 |
4,325.7 |
4,295.3 |
4,223.7 |
|
R2 |
4,268.7 |
4,268.7 |
4,218.5 |
|
R1 |
4,238.3 |
4,238.3 |
4,213.2 |
4,225.0 |
PP |
4,211.7 |
4,211.7 |
4,211.7 |
4,205.0 |
S1 |
4,181.3 |
4,181.3 |
4,202.8 |
4,168.0 |
S2 |
4,154.7 |
4,154.7 |
4,197.6 |
|
S3 |
4,097.7 |
4,124.3 |
4,192.3 |
|
S4 |
4,040.7 |
4,067.3 |
4,176.7 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,508.0 |
4,461.0 |
4,264.7 |
|
R3 |
4,405.0 |
4,358.0 |
4,236.3 |
|
R2 |
4,302.0 |
4,302.0 |
4,226.9 |
|
R1 |
4,255.0 |
4,255.0 |
4,217.4 |
4,278.5 |
PP |
4,199.0 |
4,199.0 |
4,199.0 |
4,210.8 |
S1 |
4,152.0 |
4,152.0 |
4,198.6 |
4,175.5 |
S2 |
4,096.0 |
4,096.0 |
4,189.1 |
|
S3 |
3,993.0 |
4,049.0 |
4,179.7 |
|
S4 |
3,890.0 |
3,946.0 |
4,151.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,246.0 |
4,143.0 |
103.0 |
2.4% |
52.6 |
1.3% |
63% |
False |
False |
781,974 |
10 |
4,246.0 |
4,022.0 |
224.0 |
5.3% |
53.4 |
1.3% |
83% |
False |
False |
830,039 |
20 |
4,246.0 |
4,001.0 |
245.0 |
5.8% |
55.9 |
1.3% |
84% |
False |
False |
861,159 |
40 |
4,328.0 |
4,001.0 |
327.0 |
7.8% |
58.8 |
1.4% |
63% |
False |
False |
846,299 |
60 |
4,388.0 |
4,001.0 |
387.0 |
9.2% |
57.1 |
1.4% |
53% |
False |
False |
677,910 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.6% |
54.1 |
1.3% |
39% |
False |
False |
508,816 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.6% |
50.0 |
1.2% |
39% |
False |
False |
407,236 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.6% |
45.0 |
1.1% |
39% |
False |
False |
339,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,484.3 |
2.618 |
4,391.2 |
1.618 |
4,334.2 |
1.000 |
4,299.0 |
0.618 |
4,277.2 |
HIGH |
4,242.0 |
0.618 |
4,220.2 |
0.500 |
4,213.5 |
0.382 |
4,206.8 |
LOW |
4,185.0 |
0.618 |
4,149.8 |
1.000 |
4,128.0 |
1.618 |
4,092.8 |
2.618 |
4,035.8 |
4.250 |
3,942.8 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,213.5 |
4,203.5 |
PP |
4,211.7 |
4,199.0 |
S1 |
4,209.8 |
4,194.5 |
|