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 |
4,244.0 |
4,252.0 |
8.0 |
0.2% |
4,218.0 |
High |
4,274.0 |
4,274.0 |
0.0 |
0.0% |
4,274.0 |
Low |
4,220.0 |
4,251.0 |
31.0 |
0.7% |
4,178.0 |
Close |
4,239.0 |
4,273.0 |
34.0 |
0.8% |
4,239.0 |
Range |
54.0 |
23.0 |
-31.0 |
-57.4% |
96.0 |
ATR |
49.0 |
48.0 |
-1.0 |
-2.0% |
0.0 |
Volume |
84 |
70 |
-14 |
-16.7% |
489 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,335.0 |
4,327.0 |
4,285.7 |
|
R3 |
4,312.0 |
4,304.0 |
4,279.3 |
|
R2 |
4,289.0 |
4,289.0 |
4,277.2 |
|
R1 |
4,281.0 |
4,281.0 |
4,275.1 |
4,285.0 |
PP |
4,266.0 |
4,266.0 |
4,266.0 |
4,268.0 |
S1 |
4,258.0 |
4,258.0 |
4,270.9 |
4,262.0 |
S2 |
4,243.0 |
4,243.0 |
4,268.8 |
|
S3 |
4,220.0 |
4,235.0 |
4,266.7 |
|
S4 |
4,197.0 |
4,212.0 |
4,260.4 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,518.3 |
4,474.7 |
4,291.8 |
|
R3 |
4,422.3 |
4,378.7 |
4,265.4 |
|
R2 |
4,326.3 |
4,326.3 |
4,256.6 |
|
R1 |
4,282.7 |
4,282.7 |
4,247.8 |
4,304.5 |
PP |
4,230.3 |
4,230.3 |
4,230.3 |
4,241.3 |
S1 |
4,186.7 |
4,186.7 |
4,230.2 |
4,208.5 |
S2 |
4,134.3 |
4,134.3 |
4,221.4 |
|
S3 |
4,038.3 |
4,090.7 |
4,212.6 |
|
S4 |
3,942.3 |
3,994.7 |
4,186.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,274.0 |
4,178.0 |
96.0 |
2.2% |
38.6 |
0.9% |
99% |
True |
False |
90 |
10 |
4,274.0 |
4,089.0 |
185.0 |
4.3% |
40.2 |
0.9% |
99% |
True |
False |
675 |
20 |
4,274.0 |
4,034.0 |
240.0 |
5.6% |
41.9 |
1.0% |
100% |
True |
False |
1,952 |
40 |
4,344.0 |
4,034.0 |
310.0 |
7.3% |
41.7 |
1.0% |
77% |
False |
False |
1,491 |
60 |
4,397.0 |
4,034.0 |
363.0 |
8.5% |
31.4 |
0.7% |
66% |
False |
False |
1,067 |
80 |
4,557.0 |
4,034.0 |
523.0 |
12.2% |
24.5 |
0.6% |
46% |
False |
False |
800 |
100 |
4,557.0 |
4,034.0 |
523.0 |
12.2% |
19.6 |
0.5% |
46% |
False |
False |
640 |
120 |
4,557.0 |
4,034.0 |
523.0 |
12.2% |
16.3 |
0.4% |
46% |
False |
False |
600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,371.8 |
2.618 |
4,334.2 |
1.618 |
4,311.2 |
1.000 |
4,297.0 |
0.618 |
4,288.2 |
HIGH |
4,274.0 |
0.618 |
4,265.2 |
0.500 |
4,262.5 |
0.382 |
4,259.8 |
LOW |
4,251.0 |
0.618 |
4,236.8 |
1.000 |
4,228.0 |
1.618 |
4,213.8 |
2.618 |
4,190.8 |
4.250 |
4,153.3 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,269.5 |
4,264.3 |
PP |
4,266.0 |
4,255.7 |
S1 |
4,262.5 |
4,247.0 |
|