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 |
4,412.75 |
4,475.00 |
62.25 |
1.4% |
4,426.75 |
High |
4,483.00 |
4,485.00 |
2.00 |
0.0% |
4,483.00 |
Low |
4,402.00 |
4,455.75 |
53.75 |
1.2% |
4,402.00 |
Close |
4,478.75 |
4,473.75 |
-5.00 |
-0.1% |
4,478.75 |
Range |
81.00 |
29.25 |
-51.75 |
-63.9% |
81.00 |
ATR |
58.70 |
56.59 |
-2.10 |
-3.6% |
0.00 |
Volume |
4,429 |
2,710 |
-1,719 |
-38.8% |
12,328 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,559.25 |
4,545.75 |
4,489.75 |
|
R3 |
4,530.00 |
4,516.50 |
4,481.75 |
|
R2 |
4,500.75 |
4,500.75 |
4,479.00 |
|
R1 |
4,487.25 |
4,487.25 |
4,476.50 |
4,479.50 |
PP |
4,471.50 |
4,471.50 |
4,471.50 |
4,467.50 |
S1 |
4,458.00 |
4,458.00 |
4,471.00 |
4,450.00 |
S2 |
4,442.25 |
4,442.25 |
4,468.50 |
|
S3 |
4,413.00 |
4,428.75 |
4,465.75 |
|
S4 |
4,383.75 |
4,399.50 |
4,457.75 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,697.50 |
4,669.25 |
4,523.25 |
|
R3 |
4,616.50 |
4,588.25 |
4,501.00 |
|
R2 |
4,535.50 |
4,535.50 |
4,493.50 |
|
R1 |
4,507.25 |
4,507.25 |
4,486.25 |
4,521.50 |
PP |
4,454.50 |
4,454.50 |
4,454.50 |
4,461.75 |
S1 |
4,426.25 |
4,426.25 |
4,471.25 |
4,440.50 |
S2 |
4,373.50 |
4,373.50 |
4,464.00 |
|
S3 |
4,292.50 |
4,345.25 |
4,456.50 |
|
S4 |
4,211.50 |
4,264.25 |
4,434.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,485.00 |
4,402.00 |
83.00 |
1.9% |
47.00 |
1.1% |
86% |
True |
False |
2,653 |
10 |
4,485.00 |
4,212.50 |
272.50 |
6.1% |
53.00 |
1.2% |
96% |
True |
False |
3,580 |
20 |
4,485.00 |
4,167.50 |
317.50 |
7.1% |
57.50 |
1.3% |
96% |
True |
False |
4,396 |
40 |
4,560.75 |
4,167.50 |
393.25 |
8.8% |
60.50 |
1.4% |
78% |
False |
False |
3,501 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.8% |
55.75 |
1.2% |
64% |
False |
False |
2,558 |
80 |
4,738.50 |
4,167.50 |
571.00 |
12.8% |
53.75 |
1.2% |
54% |
False |
False |
1,946 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.8% |
49.00 |
1.1% |
54% |
False |
False |
1,568 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.8% |
45.50 |
1.0% |
54% |
False |
False |
1,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,609.25 |
2.618 |
4,561.50 |
1.618 |
4,532.25 |
1.000 |
4,514.25 |
0.618 |
4,503.00 |
HIGH |
4,485.00 |
0.618 |
4,473.75 |
0.500 |
4,470.50 |
0.382 |
4,467.00 |
LOW |
4,455.75 |
0.618 |
4,437.75 |
1.000 |
4,426.50 |
1.618 |
4,408.50 |
2.618 |
4,379.25 |
4.250 |
4,331.50 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,472.50 |
4,463.75 |
PP |
4,471.50 |
4,453.50 |
S1 |
4,470.50 |
4,443.50 |
|