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 |
1,709.0 |
1,712.2 |
3.2 |
0.2% |
1,767.3 |
High |
1,717.4 |
1,808.2 |
90.8 |
5.3% |
1,772.3 |
Low |
1,694.5 |
1,707.1 |
12.6 |
0.7% |
1,687.4 |
Close |
1,711.5 |
1,805.2 |
93.7 |
5.5% |
1,711.5 |
Range |
22.9 |
101.1 |
78.2 |
341.5% |
84.9 |
ATR |
33.6 |
38.5 |
4.8 |
14.3% |
0.0 |
Volume |
170,047 |
399,970 |
229,923 |
135.2% |
1,046,154 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.8 |
2,042.1 |
1,860.8 |
|
R3 |
1,975.7 |
1,941.0 |
1,833.0 |
|
R2 |
1,874.6 |
1,874.6 |
1,823.7 |
|
R1 |
1,839.9 |
1,839.9 |
1,814.5 |
1,857.3 |
PP |
1,773.5 |
1,773.5 |
1,773.5 |
1,782.2 |
S1 |
1,738.8 |
1,738.8 |
1,795.9 |
1,756.2 |
S2 |
1,672.4 |
1,672.4 |
1,786.7 |
|
S3 |
1,571.3 |
1,637.7 |
1,777.4 |
|
S4 |
1,470.2 |
1,536.6 |
1,749.6 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.4 |
1,929.9 |
1,758.2 |
|
R3 |
1,893.5 |
1,845.0 |
1,734.8 |
|
R2 |
1,808.6 |
1,808.6 |
1,727.1 |
|
R1 |
1,760.1 |
1,760.1 |
1,719.3 |
1,741.9 |
PP |
1,723.7 |
1,723.7 |
1,723.7 |
1,714.7 |
S1 |
1,675.2 |
1,675.2 |
1,703.7 |
1,657.0 |
S2 |
1,638.8 |
1,638.8 |
1,695.9 |
|
S3 |
1,553.9 |
1,590.3 |
1,688.2 |
|
S4 |
1,469.0 |
1,505.4 |
1,664.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,808.2 |
1,687.4 |
120.8 |
6.7% |
45.4 |
2.5% |
98% |
True |
False |
244,944 |
10 |
1,808.2 |
1,652.4 |
155.8 |
8.6% |
41.7 |
2.3% |
98% |
True |
False |
248,096 |
20 |
1,808.2 |
1,638.8 |
169.4 |
9.4% |
36.8 |
2.0% |
98% |
True |
False |
245,191 |
40 |
1,863.9 |
1,638.8 |
225.1 |
12.5% |
35.9 |
2.0% |
74% |
False |
False |
233,046 |
60 |
1,952.8 |
1,638.8 |
314.0 |
17.4% |
33.0 |
1.8% |
53% |
False |
False |
185,538 |
80 |
2,038.2 |
1,638.8 |
399.4 |
22.1% |
32.7 |
1.8% |
42% |
False |
False |
139,217 |
100 |
2,038.2 |
1,638.8 |
399.4 |
22.1% |
32.3 |
1.8% |
42% |
False |
False |
111,392 |
120 |
2,038.2 |
1,638.8 |
399.4 |
22.1% |
31.2 |
1.7% |
42% |
False |
False |
92,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,237.9 |
2.618 |
2,072.9 |
1.618 |
1,971.8 |
1.000 |
1,909.3 |
0.618 |
1,870.7 |
HIGH |
1,808.2 |
0.618 |
1,769.6 |
0.500 |
1,757.7 |
0.382 |
1,745.7 |
LOW |
1,707.1 |
0.618 |
1,644.6 |
1.000 |
1,606.0 |
1.618 |
1,543.5 |
2.618 |
1,442.4 |
4.250 |
1,277.4 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,789.4 |
1,786.1 |
PP |
1,773.5 |
1,766.9 |
S1 |
1,757.7 |
1,747.8 |
|