Trading Metrics calculated at close of trading on 14-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,425.75 |
4,427.25 |
1.50 |
0.0% |
4,379.25 |
High |
4,436.75 |
4,524.25 |
87.50 |
2.0% |
4,435.50 |
Low |
4,407.25 |
4,420.25 |
13.00 |
0.3% |
4,354.25 |
Close |
4,425.25 |
4,511.00 |
85.75 |
1.9% |
4,430.50 |
Range |
29.50 |
104.00 |
74.50 |
252.5% |
81.25 |
ATR |
56.78 |
60.15 |
3.37 |
5.9% |
0.00 |
Volume |
1,276,182 |
1,901,847 |
625,665 |
49.0% |
7,835,055 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,797.25 |
4,758.00 |
4,568.25 |
|
R3 |
4,693.25 |
4,654.00 |
4,539.50 |
|
R2 |
4,589.25 |
4,589.25 |
4,530.00 |
|
R1 |
4,550.00 |
4,550.00 |
4,520.50 |
4,569.50 |
PP |
4,485.25 |
4,485.25 |
4,485.25 |
4,495.00 |
S1 |
4,446.00 |
4,446.00 |
4,501.50 |
4,465.50 |
S2 |
4,381.25 |
4,381.25 |
4,492.00 |
|
S3 |
4,277.25 |
4,342.00 |
4,482.50 |
|
S4 |
4,173.25 |
4,238.00 |
4,453.75 |
|
|
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 |
4,524.25 |
4,354.25 |
170.00 |
3.8% |
60.50 |
1.3% |
92% |
True |
False |
1,658,589 |
10 |
4,524.25 |
4,191.25 |
333.00 |
7.4% |
58.75 |
1.3% |
96% |
True |
False |
1,666,331 |
20 |
4,524.25 |
4,122.25 |
402.00 |
8.9% |
60.00 |
1.3% |
97% |
True |
False |
1,905,701 |
40 |
4,524.25 |
4,122.25 |
402.00 |
8.9% |
62.25 |
1.4% |
97% |
True |
False |
1,879,378 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.5% |
57.50 |
1.3% |
82% |
False |
False |
1,469,290 |
80 |
4,685.50 |
4,122.25 |
563.25 |
12.5% |
55.75 |
1.2% |
69% |
False |
False |
1,102,896 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.5% |
52.25 |
1.2% |
69% |
False |
False |
882,704 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.5% |
51.25 |
1.1% |
69% |
False |
False |
735,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,966.25 |
2.618 |
4,796.50 |
1.618 |
4,692.50 |
1.000 |
4,628.25 |
0.618 |
4,588.50 |
HIGH |
4,524.25 |
0.618 |
4,484.50 |
0.500 |
4,472.25 |
0.382 |
4,460.00 |
LOW |
4,420.25 |
0.618 |
4,356.00 |
1.000 |
4,316.25 |
1.618 |
4,252.00 |
2.618 |
4,148.00 |
4.250 |
3,978.25 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,498.00 |
4,487.00 |
PP |
4,485.25 |
4,463.25 |
S1 |
4,472.25 |
4,439.25 |
|