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 |
4,210.0 |
4,228.0 |
18.0 |
0.4% |
4,192.0 |
High |
4,242.0 |
4,248.0 |
6.0 |
0.1% |
4,246.0 |
Low |
4,185.0 |
4,210.0 |
25.0 |
0.6% |
4,143.0 |
Close |
4,208.0 |
4,241.0 |
33.0 |
0.8% |
4,208.0 |
Range |
57.0 |
38.0 |
-19.0 |
-33.3% |
103.0 |
ATR |
58.9 |
57.6 |
-1.4 |
-2.3% |
0.0 |
Volume |
870,864 |
608,196 |
-262,668 |
-30.2% |
3,909,872 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,347.0 |
4,332.0 |
4,261.9 |
|
R3 |
4,309.0 |
4,294.0 |
4,251.5 |
|
R2 |
4,271.0 |
4,271.0 |
4,248.0 |
|
R1 |
4,256.0 |
4,256.0 |
4,244.5 |
4,263.5 |
PP |
4,233.0 |
4,233.0 |
4,233.0 |
4,236.8 |
S1 |
4,218.0 |
4,218.0 |
4,237.5 |
4,225.5 |
S2 |
4,195.0 |
4,195.0 |
4,234.0 |
|
S3 |
4,157.0 |
4,180.0 |
4,230.6 |
|
S4 |
4,119.0 |
4,142.0 |
4,220.1 |
|
|
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 |
4,248.0 |
4,143.0 |
105.0 |
2.5% |
51.0 |
1.2% |
93% |
True |
False |
773,186 |
10 |
4,248.0 |
4,031.0 |
217.0 |
5.1% |
53.1 |
1.3% |
97% |
True |
False |
824,563 |
20 |
4,248.0 |
4,001.0 |
247.0 |
5.8% |
55.1 |
1.3% |
97% |
True |
False |
857,004 |
40 |
4,319.0 |
4,001.0 |
318.0 |
7.5% |
58.1 |
1.4% |
75% |
False |
False |
845,163 |
60 |
4,388.0 |
4,001.0 |
387.0 |
9.1% |
57.1 |
1.3% |
62% |
False |
False |
688,036 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.5% |
54.2 |
1.3% |
45% |
False |
False |
516,418 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.5% |
50.2 |
1.2% |
45% |
False |
False |
413,318 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.5% |
45.1 |
1.1% |
45% |
False |
False |
344,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,409.5 |
2.618 |
4,347.5 |
1.618 |
4,309.5 |
1.000 |
4,286.0 |
0.618 |
4,271.5 |
HIGH |
4,248.0 |
0.618 |
4,233.5 |
0.500 |
4,229.0 |
0.382 |
4,224.5 |
LOW |
4,210.0 |
0.618 |
4,186.5 |
1.000 |
4,172.0 |
1.618 |
4,148.5 |
2.618 |
4,110.5 |
4.250 |
4,048.5 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,237.0 |
4,232.8 |
PP |
4,233.0 |
4,224.7 |
S1 |
4,229.0 |
4,216.5 |
|