| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,987.0 |
1,983.8 |
-3.2 |
-0.2% |
2,019.6 |
| High |
1,999.1 |
2,011.1 |
12.0 |
0.6% |
2,020.2 |
| Low |
1,979.0 |
1,979.3 |
0.3 |
0.0% |
1,956.9 |
| Close |
1,984.3 |
2,007.5 |
23.2 |
1.2% |
1,957.7 |
| Range |
20.1 |
31.8 |
11.7 |
58.2% |
63.3 |
| ATR |
24.3 |
24.9 |
0.5 |
2.2% |
0.0 |
| Volume |
17,169 |
36,931 |
19,762 |
115.1% |
239,161 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.7 |
2,082.9 |
2,025.0 |
|
| R3 |
2,062.9 |
2,051.1 |
2,016.2 |
|
| R2 |
2,031.1 |
2,031.1 |
2,013.3 |
|
| R1 |
2,019.3 |
2,019.3 |
2,010.4 |
2,025.2 |
| PP |
1,999.3 |
1,999.3 |
1,999.3 |
2,002.3 |
| S1 |
1,987.5 |
1,987.5 |
2,004.6 |
1,993.4 |
| S2 |
1,967.5 |
1,967.5 |
2,001.7 |
|
| S3 |
1,935.7 |
1,955.7 |
1,998.8 |
|
| S4 |
1,903.9 |
1,923.9 |
1,990.0 |
|
|
| 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 |
2,011.1 |
1,955.4 |
55.7 |
2.8% |
27.0 |
1.3% |
94% |
True |
False |
38,849 |
| 10 |
2,032.2 |
1,955.4 |
76.8 |
3.8% |
24.2 |
1.2% |
68% |
False |
False |
37,897 |
| 20 |
2,039.7 |
1,955.4 |
84.3 |
4.2% |
24.1 |
1.2% |
62% |
False |
False |
24,449 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
23.8 |
1.2% |
84% |
False |
False |
15,637 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
20.7 |
1.0% |
84% |
False |
False |
11,230 |
| 80 |
2,042.2 |
1,842.5 |
199.7 |
9.9% |
20.1 |
1.0% |
83% |
False |
False |
8,846 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.5 |
1.0% |
80% |
False |
False |
7,414 |
| 120 |
2,058.0 |
1,842.5 |
215.5 |
10.7% |
20.1 |
1.0% |
77% |
False |
False |
6,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,146.3 |
|
2.618 |
2,094.4 |
|
1.618 |
2,062.6 |
|
1.000 |
2,042.9 |
|
0.618 |
2,030.8 |
|
HIGH |
2,011.1 |
|
0.618 |
1,999.0 |
|
0.500 |
1,995.2 |
|
0.382 |
1,991.4 |
|
LOW |
1,979.3 |
|
0.618 |
1,959.6 |
|
1.000 |
1,947.5 |
|
1.618 |
1,927.8 |
|
2.618 |
1,896.0 |
|
4.250 |
1,844.2 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.4 |
2,000.0 |
| PP |
1,999.3 |
1,992.5 |
| S1 |
1,995.2 |
1,985.1 |
|