| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,983.8 |
2,007.5 |
23.7 |
1.2% |
1,963.2 |
| High |
2,011.1 |
2,016.5 |
5.4 |
0.3% |
2,016.5 |
| Low |
1,979.3 |
2,001.3 |
22.0 |
1.1% |
1,955.4 |
| Close |
2,007.5 |
2,004.8 |
-2.7 |
-0.1% |
2,004.8 |
| Range |
31.8 |
15.2 |
-16.6 |
-52.2% |
61.1 |
| ATR |
24.9 |
24.2 |
-0.7 |
-2.8% |
0.0 |
| Volume |
36,931 |
19,847 |
-17,084 |
-46.3% |
147,996 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,053.1 |
2,044.2 |
2,013.2 |
|
| R3 |
2,037.9 |
2,029.0 |
2,009.0 |
|
| R2 |
2,022.7 |
2,022.7 |
2,007.6 |
|
| R1 |
2,013.8 |
2,013.8 |
2,006.2 |
2,010.7 |
| PP |
2,007.5 |
2,007.5 |
2,007.5 |
2,006.0 |
| S1 |
1,998.6 |
1,998.6 |
2,003.4 |
1,995.5 |
| S2 |
1,992.3 |
1,992.3 |
2,002.0 |
|
| S3 |
1,977.1 |
1,983.4 |
2,000.6 |
|
| S4 |
1,961.9 |
1,968.2 |
1,996.4 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.5 |
2,151.3 |
2,038.4 |
|
| R3 |
2,114.4 |
2,090.2 |
2,021.6 |
|
| R2 |
2,053.3 |
2,053.3 |
2,016.0 |
|
| R1 |
2,029.1 |
2,029.1 |
2,010.4 |
2,041.2 |
| PP |
1,992.2 |
1,992.2 |
1,992.2 |
1,998.3 |
| S1 |
1,968.0 |
1,968.0 |
1,999.2 |
1,980.1 |
| S2 |
1,931.1 |
1,931.1 |
1,993.6 |
|
| S3 |
1,870.0 |
1,906.9 |
1,988.0 |
|
| S4 |
1,808.9 |
1,845.8 |
1,971.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,016.5 |
1,955.4 |
61.1 |
3.0% |
24.3 |
1.2% |
81% |
True |
False |
29,599 |
| 10 |
2,020.2 |
1,955.4 |
64.8 |
3.2% |
23.5 |
1.2% |
76% |
False |
False |
38,715 |
| 20 |
2,039.7 |
1,955.4 |
84.3 |
4.2% |
23.6 |
1.2% |
59% |
False |
False |
24,738 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
23.9 |
1.2% |
82% |
False |
False |
16,092 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
20.8 |
1.0% |
82% |
False |
False |
11,544 |
| 80 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
19.8 |
1.0% |
82% |
False |
False |
9,070 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.5 |
1.0% |
79% |
False |
False |
7,603 |
| 120 |
2,058.0 |
1,842.5 |
215.5 |
10.7% |
20.0 |
1.0% |
75% |
False |
False |
6,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,081.1 |
|
2.618 |
2,056.3 |
|
1.618 |
2,041.1 |
|
1.000 |
2,031.7 |
|
0.618 |
2,025.9 |
|
HIGH |
2,016.5 |
|
0.618 |
2,010.7 |
|
0.500 |
2,008.9 |
|
0.382 |
2,007.1 |
|
LOW |
2,001.3 |
|
0.618 |
1,991.9 |
|
1.000 |
1,986.1 |
|
1.618 |
1,976.7 |
|
2.618 |
1,961.5 |
|
4.250 |
1,936.7 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,008.9 |
2,002.5 |
| PP |
2,007.5 |
2,000.1 |
| S1 |
2,006.2 |
1,997.8 |
|