Trading Metrics calculated at close of trading on 17-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,514.25 |
4,527.75 |
13.50 |
0.3% |
4,425.75 |
High |
4,529.50 |
4,539.50 |
10.00 |
0.2% |
4,541.25 |
Low |
4,501.75 |
4,512.75 |
11.00 |
0.2% |
4,407.25 |
Close |
4,523.25 |
4,527.50 |
4.25 |
0.1% |
4,527.50 |
Range |
27.75 |
26.75 |
-1.00 |
-3.6% |
134.00 |
ATR |
55.87 |
53.79 |
-2.08 |
-3.7% |
0.00 |
Volume |
1,491,734 |
1,331,912 |
-159,822 |
-10.7% |
7,575,127 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,606.75 |
4,594.00 |
4,542.25 |
|
R3 |
4,580.00 |
4,567.25 |
4,534.75 |
|
R2 |
4,553.25 |
4,553.25 |
4,532.50 |
|
R1 |
4,540.50 |
4,540.50 |
4,530.00 |
4,533.50 |
PP |
4,526.50 |
4,526.50 |
4,526.50 |
4,523.00 |
S1 |
4,513.75 |
4,513.75 |
4,525.00 |
4,506.75 |
S2 |
4,499.75 |
4,499.75 |
4,522.50 |
|
S3 |
4,473.00 |
4,487.00 |
4,520.25 |
|
S4 |
4,446.25 |
4,460.25 |
4,512.75 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.00 |
4,844.75 |
4,601.25 |
|
R3 |
4,760.00 |
4,710.75 |
4,564.25 |
|
R2 |
4,626.00 |
4,626.00 |
4,552.00 |
|
R1 |
4,576.75 |
4,576.75 |
4,539.75 |
4,601.50 |
PP |
4,492.00 |
4,492.00 |
4,492.00 |
4,504.25 |
S1 |
4,442.75 |
4,442.75 |
4,515.25 |
4,467.50 |
S2 |
4,358.00 |
4,358.00 |
4,503.00 |
|
S3 |
4,224.00 |
4,308.75 |
4,490.75 |
|
S4 |
4,090.00 |
4,174.75 |
4,453.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,541.25 |
4,407.25 |
134.00 |
3.0% |
43.75 |
1.0% |
90% |
False |
False |
1,515,025 |
10 |
4,541.25 |
4,354.25 |
187.00 |
4.1% |
45.00 |
1.0% |
93% |
False |
False |
1,541,018 |
20 |
4,541.25 |
4,122.25 |
419.00 |
9.3% |
54.00 |
1.2% |
97% |
False |
False |
1,758,440 |
40 |
4,541.25 |
4,122.25 |
419.00 |
9.3% |
59.50 |
1.3% |
97% |
False |
False |
1,858,870 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.5% |
55.00 |
1.2% |
85% |
False |
False |
1,542,265 |
80 |
4,673.50 |
4,122.25 |
551.25 |
12.2% |
55.00 |
1.2% |
74% |
False |
False |
1,157,742 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.4% |
52.00 |
1.1% |
72% |
False |
False |
926,621 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.4% |
50.75 |
1.1% |
72% |
False |
False |
772,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.25 |
2.618 |
4,609.50 |
1.618 |
4,582.75 |
1.000 |
4,566.25 |
0.618 |
4,556.00 |
HIGH |
4,539.50 |
0.618 |
4,529.25 |
0.500 |
4,526.00 |
0.382 |
4,523.00 |
LOW |
4,512.75 |
0.618 |
4,496.25 |
1.000 |
4,486.00 |
1.618 |
4,469.50 |
2.618 |
4,442.75 |
4.250 |
4,399.00 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,527.00 |
4,525.50 |
PP |
4,526.50 |
4,523.50 |
S1 |
4,526.00 |
4,521.50 |
|