Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,984.3 |
1,963.2 |
-21.1 |
-1.1% |
2,019.6 |
High |
1,985.7 |
1,973.5 |
-12.2 |
-0.6% |
2,020.2 |
Low |
1,956.9 |
1,955.4 |
-1.5 |
-0.1% |
1,956.9 |
Close |
1,957.7 |
1,970.2 |
12.5 |
0.6% |
1,957.7 |
Range |
28.8 |
18.1 |
-10.7 |
-37.2% |
63.3 |
ATR |
24.2 |
23.8 |
-0.4 |
-1.8% |
0.0 |
Volume |
66,099 |
54,169 |
-11,930 |
-18.0% |
239,161 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.7 |
2,013.5 |
1,980.2 |
|
R3 |
2,002.6 |
1,995.4 |
1,975.2 |
|
R2 |
1,984.5 |
1,984.5 |
1,973.5 |
|
R1 |
1,977.3 |
1,977.3 |
1,971.9 |
1,980.9 |
PP |
1,966.4 |
1,966.4 |
1,966.4 |
1,968.2 |
S1 |
1,959.2 |
1,959.2 |
1,968.5 |
1,962.8 |
S2 |
1,948.3 |
1,948.3 |
1,966.9 |
|
S3 |
1,930.2 |
1,941.1 |
1,965.2 |
|
S4 |
1,912.1 |
1,923.0 |
1,960.2 |
|
|
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 |
2,005.1 |
1,955.4 |
49.7 |
2.5% |
23.2 |
1.2% |
30% |
False |
True |
55,895 |
10 |
2,037.7 |
1,955.4 |
82.3 |
4.2% |
22.3 |
1.1% |
18% |
False |
True |
34,061 |
20 |
2,039.7 |
1,944.5 |
95.2 |
4.8% |
24.3 |
1.2% |
27% |
False |
False |
21,927 |
40 |
2,039.7 |
1,842.5 |
197.2 |
10.0% |
22.7 |
1.2% |
65% |
False |
False |
14,112 |
60 |
2,039.7 |
1,842.5 |
197.2 |
10.0% |
20.1 |
1.0% |
65% |
False |
False |
10,085 |
80 |
2,042.2 |
1,842.5 |
199.7 |
10.1% |
19.5 |
1.0% |
64% |
False |
False |
8,041 |
100 |
2,047.9 |
1,842.5 |
205.4 |
10.4% |
19.2 |
1.0% |
62% |
False |
False |
6,691 |
120 |
2,060.2 |
1,842.5 |
217.7 |
11.0% |
19.9 |
1.0% |
59% |
False |
False |
5,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,050.4 |
2.618 |
2,020.9 |
1.618 |
2,002.8 |
1.000 |
1,991.6 |
0.618 |
1,984.7 |
HIGH |
1,973.5 |
0.618 |
1,966.6 |
0.500 |
1,964.5 |
0.382 |
1,962.3 |
LOW |
1,955.4 |
0.618 |
1,944.2 |
1.000 |
1,937.3 |
1.618 |
1,926.1 |
2.618 |
1,908.0 |
4.250 |
1,878.5 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,968.3 |
1,973.5 |
PP |
1,966.4 |
1,972.4 |
S1 |
1,964.5 |
1,971.3 |
|