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 |
4,364.50 |
4,425.75 |
61.25 |
1.4% |
4,379.25 |
High |
4,435.50 |
4,436.75 |
1.25 |
0.0% |
4,435.50 |
Low |
4,354.25 |
4,407.25 |
53.00 |
1.2% |
4,354.25 |
Close |
4,430.50 |
4,425.25 |
-5.25 |
-0.1% |
4,430.50 |
Range |
81.25 |
29.50 |
-51.75 |
-63.7% |
81.25 |
ATR |
58.88 |
56.78 |
-2.10 |
-3.6% |
0.00 |
Volume |
1,752,002 |
1,276,182 |
-475,820 |
-27.2% |
7,835,055 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,511.50 |
4,498.00 |
4,441.50 |
|
R3 |
4,482.00 |
4,468.50 |
4,433.25 |
|
R2 |
4,452.50 |
4,452.50 |
4,430.75 |
|
R1 |
4,439.00 |
4,439.00 |
4,428.00 |
4,431.00 |
PP |
4,423.00 |
4,423.00 |
4,423.00 |
4,419.00 |
S1 |
4,409.50 |
4,409.50 |
4,422.50 |
4,401.50 |
S2 |
4,393.50 |
4,393.50 |
4,419.75 |
|
S3 |
4,364.00 |
4,380.00 |
4,417.25 |
|
S4 |
4,334.50 |
4,350.50 |
4,409.00 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,650.50 |
4,621.75 |
4,475.25 |
|
R3 |
4,569.25 |
4,540.50 |
4,452.75 |
|
R2 |
4,488.00 |
4,488.00 |
4,445.50 |
|
R1 |
4,459.25 |
4,459.25 |
4,438.00 |
4,473.50 |
PP |
4,406.75 |
4,406.75 |
4,406.75 |
4,414.00 |
S1 |
4,378.00 |
4,378.00 |
4,423.00 |
4,392.50 |
S2 |
4,325.50 |
4,325.50 |
4,415.50 |
|
S3 |
4,244.25 |
4,296.75 |
4,408.25 |
|
S4 |
4,163.00 |
4,215.50 |
4,385.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,436.75 |
4,354.25 |
82.50 |
1.9% |
47.25 |
1.1% |
86% |
True |
False |
1,552,471 |
10 |
4,436.75 |
4,166.75 |
270.00 |
6.1% |
53.00 |
1.2% |
96% |
True |
False |
1,659,767 |
20 |
4,436.75 |
4,122.25 |
314.50 |
7.1% |
57.75 |
1.3% |
96% |
True |
False |
1,904,595 |
40 |
4,509.50 |
4,122.25 |
387.25 |
8.8% |
60.75 |
1.4% |
78% |
False |
False |
1,867,406 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.7% |
56.50 |
1.3% |
64% |
False |
False |
1,437,659 |
80 |
4,685.50 |
4,122.25 |
563.25 |
12.7% |
54.75 |
1.2% |
54% |
False |
False |
1,079,185 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.7% |
51.75 |
1.2% |
54% |
False |
False |
863,698 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.7% |
50.75 |
1.1% |
54% |
False |
False |
719,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,562.00 |
2.618 |
4,514.00 |
1.618 |
4,484.50 |
1.000 |
4,466.25 |
0.618 |
4,455.00 |
HIGH |
4,436.75 |
0.618 |
4,425.50 |
0.500 |
4,422.00 |
0.382 |
4,418.50 |
LOW |
4,407.25 |
0.618 |
4,389.00 |
1.000 |
4,377.75 |
1.618 |
4,359.50 |
2.618 |
4,330.00 |
4.250 |
4,282.00 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,424.25 |
4,415.25 |
PP |
4,423.00 |
4,405.50 |
S1 |
4,422.00 |
4,395.50 |
|