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 |
1,995.1 |
1,976.7 |
-18.4 |
-0.9% |
2,034.0 |
High |
1,997.6 |
1,991.6 |
-6.0 |
-0.3% |
2,037.7 |
Low |
1,973.6 |
1,968.5 |
-5.1 |
-0.3% |
1,998.7 |
Close |
1,978.1 |
1,989.9 |
11.8 |
0.6% |
2,019.6 |
Range |
24.0 |
23.1 |
-0.9 |
-3.8% |
39.0 |
ATR |
23.6 |
23.5 |
0.0 |
-0.1% |
0.0 |
Volume |
53,115 |
44,133 |
-8,982 |
-16.9% |
54,913 |
|
Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.6 |
2,044.4 |
2,002.6 |
|
R3 |
2,029.5 |
2,021.3 |
1,996.3 |
|
R2 |
2,006.4 |
2,006.4 |
1,994.1 |
|
R1 |
1,998.2 |
1,998.2 |
1,992.0 |
2,002.3 |
PP |
1,983.3 |
1,983.3 |
1,983.3 |
1,985.4 |
S1 |
1,975.1 |
1,975.1 |
1,987.8 |
1,979.2 |
S2 |
1,960.2 |
1,960.2 |
1,985.7 |
|
S3 |
1,937.1 |
1,952.0 |
1,983.5 |
|
S4 |
1,914.0 |
1,928.9 |
1,977.2 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.7 |
2,116.6 |
2,041.1 |
|
R3 |
2,096.7 |
2,077.6 |
2,030.3 |
|
R2 |
2,057.7 |
2,057.7 |
2,026.8 |
|
R1 |
2,038.6 |
2,038.6 |
2,023.2 |
2,028.7 |
PP |
2,018.7 |
2,018.7 |
2,018.7 |
2,013.7 |
S1 |
1,999.6 |
1,999.6 |
2,016.0 |
1,989.7 |
S2 |
1,979.7 |
1,979.7 |
2,012.5 |
|
S3 |
1,940.7 |
1,960.6 |
2,008.9 |
|
S4 |
1,901.7 |
1,921.6 |
1,998.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,032.2 |
1,968.5 |
63.7 |
3.2% |
21.4 |
1.1% |
34% |
False |
True |
36,946 |
10 |
2,039.7 |
1,968.5 |
71.2 |
3.6% |
22.6 |
1.1% |
30% |
False |
True |
23,979 |
20 |
2,039.7 |
1,901.1 |
138.6 |
7.0% |
26.2 |
1.3% |
64% |
False |
False |
17,043 |
40 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
22.3 |
1.1% |
75% |
False |
False |
11,213 |
60 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
19.8 |
1.0% |
75% |
False |
False |
8,135 |
80 |
2,047.9 |
1,842.5 |
205.4 |
10.3% |
19.3 |
1.0% |
72% |
False |
False |
6,560 |
100 |
2,047.9 |
1,842.5 |
205.4 |
10.3% |
19.1 |
1.0% |
72% |
False |
False |
5,505 |
120 |
2,060.2 |
1,842.5 |
217.7 |
10.9% |
19.8 |
1.0% |
68% |
False |
False |
4,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,089.8 |
2.618 |
2,052.1 |
1.618 |
2,029.0 |
1.000 |
2,014.7 |
0.618 |
2,005.9 |
HIGH |
1,991.6 |
0.618 |
1,982.8 |
0.500 |
1,980.1 |
0.382 |
1,977.3 |
LOW |
1,968.5 |
0.618 |
1,954.2 |
1.000 |
1,945.4 |
1.618 |
1,931.1 |
2.618 |
1,908.0 |
4.250 |
1,870.3 |
|
|
Fisher Pivots for day following 09-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,986.6 |
1,988.9 |
PP |
1,983.3 |
1,987.8 |
S1 |
1,980.1 |
1,986.8 |
|