Trading Metrics calculated at close of trading on 09-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,397.50 |
4,393.25 |
-4.25 |
-0.1% |
4,148.00 |
High |
4,407.75 |
4,413.00 |
5.25 |
0.1% |
4,391.75 |
Low |
4,375.00 |
4,357.75 |
-17.25 |
-0.4% |
4,143.50 |
Close |
4,399.50 |
4,362.25 |
-37.25 |
-0.8% |
4,376.00 |
Range |
32.75 |
55.25 |
22.50 |
68.7% |
248.25 |
ATR |
57.30 |
57.16 |
-0.15 |
-0.3% |
0.00 |
Volume |
1,390,288 |
1,972,630 |
582,342 |
41.9% |
9,391,050 |
|
Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,543.50 |
4,508.00 |
4,392.75 |
|
R3 |
4,488.25 |
4,452.75 |
4,377.50 |
|
R2 |
4,433.00 |
4,433.00 |
4,372.50 |
|
R1 |
4,397.50 |
4,397.50 |
4,367.25 |
4,387.50 |
PP |
4,377.75 |
4,377.75 |
4,377.75 |
4,372.75 |
S1 |
4,342.25 |
4,342.25 |
4,357.25 |
4,332.50 |
S2 |
4,322.50 |
4,322.50 |
4,352.00 |
|
S3 |
4,267.25 |
4,287.00 |
4,347.00 |
|
S4 |
4,212.00 |
4,231.75 |
4,331.75 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,048.50 |
4,960.50 |
4,512.50 |
|
R3 |
4,800.25 |
4,712.25 |
4,444.25 |
|
R2 |
4,552.00 |
4,552.00 |
4,421.50 |
|
R1 |
4,464.00 |
4,464.00 |
4,398.75 |
4,508.00 |
PP |
4,303.75 |
4,303.75 |
4,303.75 |
4,325.75 |
S1 |
4,215.75 |
4,215.75 |
4,353.25 |
4,259.75 |
S2 |
4,055.50 |
4,055.50 |
4,330.50 |
|
S3 |
3,807.25 |
3,967.50 |
4,307.75 |
|
S4 |
3,559.00 |
3,719.25 |
4,239.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,413.00 |
4,325.50 |
87.50 |
2.0% |
43.25 |
1.0% |
42% |
True |
False |
1,577,321 |
10 |
4,413.00 |
4,122.25 |
290.75 |
6.7% |
53.75 |
1.2% |
83% |
True |
False |
1,766,987 |
20 |
4,423.25 |
4,122.25 |
301.00 |
6.9% |
58.50 |
1.3% |
80% |
False |
False |
1,944,588 |
40 |
4,566.00 |
4,122.25 |
443.75 |
10.2% |
60.50 |
1.4% |
54% |
False |
False |
1,866,229 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.9% |
56.50 |
1.3% |
50% |
False |
False |
1,387,366 |
80 |
4,685.50 |
4,122.25 |
563.25 |
12.9% |
54.25 |
1.2% |
43% |
False |
False |
1,041,387 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.9% |
51.25 |
1.2% |
43% |
False |
False |
833,447 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.9% |
50.75 |
1.2% |
43% |
False |
False |
694,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,647.75 |
2.618 |
4,557.75 |
1.618 |
4,502.50 |
1.000 |
4,468.25 |
0.618 |
4,447.25 |
HIGH |
4,413.00 |
0.618 |
4,392.00 |
0.500 |
4,385.50 |
0.382 |
4,378.75 |
LOW |
4,357.75 |
0.618 |
4,323.50 |
1.000 |
4,302.50 |
1.618 |
4,268.25 |
2.618 |
4,213.00 |
4.250 |
4,123.00 |
|
|
Fisher Pivots for day following 09-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,385.50 |
4,385.50 |
PP |
4,377.75 |
4,377.75 |
S1 |
4,370.00 |
4,370.00 |
|