Trading Metrics calculated at close of trading on 10-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,976.7 |
1,984.3 |
7.6 |
0.4% |
2,019.6 |
High |
1,991.6 |
1,985.7 |
-5.9 |
-0.3% |
2,020.2 |
Low |
1,968.5 |
1,956.9 |
-11.6 |
-0.6% |
1,956.9 |
Close |
1,989.9 |
1,957.7 |
-32.2 |
-1.6% |
1,957.7 |
Range |
23.1 |
28.8 |
5.7 |
24.7% |
63.3 |
ATR |
23.5 |
24.2 |
0.7 |
2.9% |
0.0 |
Volume |
44,133 |
66,099 |
21,966 |
49.8% |
239,161 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,053.2 |
2,034.2 |
1,973.5 |
|
R3 |
2,024.4 |
2,005.4 |
1,965.6 |
|
R2 |
1,995.6 |
1,995.6 |
1,963.0 |
|
R1 |
1,976.6 |
1,976.6 |
1,960.3 |
1,971.7 |
PP |
1,966.8 |
1,966.8 |
1,966.8 |
1,964.3 |
S1 |
1,947.8 |
1,947.8 |
1,955.1 |
1,942.9 |
S2 |
1,938.0 |
1,938.0 |
1,952.4 |
|
S3 |
1,909.2 |
1,919.0 |
1,949.8 |
|
S4 |
1,880.4 |
1,890.2 |
1,941.9 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,168.2 |
2,126.2 |
1,992.5 |
|
R3 |
2,104.9 |
2,062.9 |
1,975.1 |
|
R2 |
2,041.6 |
2,041.6 |
1,969.3 |
|
R1 |
1,999.6 |
1,999.6 |
1,963.5 |
1,989.0 |
PP |
1,978.3 |
1,978.3 |
1,978.3 |
1,972.9 |
S1 |
1,936.3 |
1,936.3 |
1,951.9 |
1,925.7 |
S2 |
1,915.0 |
1,915.0 |
1,946.1 |
|
S3 |
1,851.7 |
1,873.0 |
1,940.3 |
|
S4 |
1,788.4 |
1,809.7 |
1,922.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,020.2 |
1,956.9 |
63.3 |
3.2% |
22.6 |
1.2% |
1% |
False |
True |
47,832 |
10 |
2,037.7 |
1,956.9 |
80.8 |
4.1% |
22.2 |
1.1% |
1% |
False |
True |
29,407 |
20 |
2,039.7 |
1,941.0 |
98.7 |
5.0% |
24.4 |
1.2% |
17% |
False |
False |
19,499 |
40 |
2,039.7 |
1,842.5 |
197.2 |
10.1% |
22.5 |
1.2% |
58% |
False |
False |
12,814 |
60 |
2,039.7 |
1,842.5 |
197.2 |
10.1% |
19.9 |
1.0% |
58% |
False |
False |
9,212 |
80 |
2,042.2 |
1,842.5 |
199.7 |
10.2% |
19.5 |
1.0% |
58% |
False |
False |
7,378 |
100 |
2,047.9 |
1,842.5 |
205.4 |
10.5% |
19.2 |
1.0% |
56% |
False |
False |
6,154 |
120 |
2,060.2 |
1,842.5 |
217.7 |
11.1% |
20.0 |
1.0% |
53% |
False |
False |
5,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,108.1 |
2.618 |
2,061.1 |
1.618 |
2,032.3 |
1.000 |
2,014.5 |
0.618 |
2,003.5 |
HIGH |
1,985.7 |
0.618 |
1,974.7 |
0.500 |
1,971.3 |
0.382 |
1,967.9 |
LOW |
1,956.9 |
0.618 |
1,939.1 |
1.000 |
1,928.1 |
1.618 |
1,910.3 |
2.618 |
1,881.5 |
4.250 |
1,834.5 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,971.3 |
1,977.3 |
PP |
1,966.8 |
1,970.7 |
S1 |
1,962.2 |
1,964.2 |
|