| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,755.2 |
1,735.8 |
-19.4 |
-1.1% |
1,663.6 |
| High |
1,760.3 |
1,750.9 |
-9.4 |
-0.5% |
1,797.2 |
| Low |
1,732.2 |
1,708.0 |
-24.2 |
-1.4% |
1,659.5 |
| Close |
1,738.4 |
1,710.7 |
-27.7 |
-1.6% |
1,785.8 |
| Range |
28.1 |
42.9 |
14.8 |
52.7% |
137.7 |
| ATR |
32.9 |
33.6 |
0.7 |
2.2% |
0.0 |
| Volume |
332 |
164 |
-168 |
-50.6% |
1,076 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.9 |
1,824.2 |
1,734.3 |
|
| R3 |
1,809.0 |
1,781.3 |
1,722.5 |
|
| R2 |
1,766.1 |
1,766.1 |
1,718.6 |
|
| R1 |
1,738.4 |
1,738.4 |
1,714.6 |
1,730.8 |
| PP |
1,723.2 |
1,723.2 |
1,723.2 |
1,719.4 |
| S1 |
1,695.5 |
1,695.5 |
1,706.8 |
1,687.9 |
| S2 |
1,680.3 |
1,680.3 |
1,702.8 |
|
| S3 |
1,637.4 |
1,652.6 |
1,698.9 |
|
| S4 |
1,594.5 |
1,609.7 |
1,687.1 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.6 |
2,110.9 |
1,861.5 |
|
| R3 |
2,022.9 |
1,973.2 |
1,823.7 |
|
| R2 |
1,885.2 |
1,885.2 |
1,811.0 |
|
| R1 |
1,835.5 |
1,835.5 |
1,798.4 |
1,860.4 |
| PP |
1,747.5 |
1,747.5 |
1,747.5 |
1,759.9 |
| S1 |
1,697.8 |
1,697.8 |
1,773.2 |
1,722.7 |
| S2 |
1,609.8 |
1,609.8 |
1,760.6 |
|
| S3 |
1,472.1 |
1,560.1 |
1,747.9 |
|
| S4 |
1,334.4 |
1,422.4 |
1,710.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,797.2 |
1,708.0 |
89.2 |
5.2% |
37.0 |
2.2% |
3% |
False |
True |
200 |
| 10 |
1,797.2 |
1,656.1 |
141.1 |
8.2% |
34.5 |
2.0% |
39% |
False |
False |
198 |
| 20 |
1,811.3 |
1,656.1 |
155.2 |
9.1% |
33.3 |
1.9% |
35% |
False |
False |
174 |
| 40 |
1,906.1 |
1,656.1 |
250.0 |
14.6% |
32.6 |
1.9% |
22% |
False |
False |
169 |
| 60 |
1,970.8 |
1,656.1 |
314.7 |
18.4% |
27.3 |
1.6% |
17% |
False |
False |
115 |
| 80 |
2,052.8 |
1,656.1 |
396.7 |
23.2% |
25.8 |
1.5% |
14% |
False |
False |
86 |
| 100 |
2,052.8 |
1,656.1 |
396.7 |
23.2% |
23.9 |
1.4% |
14% |
False |
False |
69 |
| 120 |
2,052.8 |
1,656.1 |
396.7 |
23.2% |
20.0 |
1.2% |
14% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,933.2 |
|
2.618 |
1,863.2 |
|
1.618 |
1,820.3 |
|
1.000 |
1,793.8 |
|
0.618 |
1,777.4 |
|
HIGH |
1,750.9 |
|
0.618 |
1,734.5 |
|
0.500 |
1,729.5 |
|
0.382 |
1,724.4 |
|
LOW |
1,708.0 |
|
0.618 |
1,681.5 |
|
1.000 |
1,665.1 |
|
1.618 |
1,638.6 |
|
2.618 |
1,595.7 |
|
4.250 |
1,525.7 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,729.5 |
1,736.3 |
| PP |
1,723.2 |
1,727.8 |
| S1 |
1,717.0 |
1,719.2 |
|