| 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 |
2,015.5 |
1,994.0 |
-21.5 |
-1.1% |
2,054.6 |
| High |
2,015.5 |
2,010.1 |
-5.4 |
-0.3% |
2,057.2 |
| Low |
1,992.9 |
1,987.8 |
-5.1 |
-0.3% |
2,018.0 |
| Close |
1,997.4 |
2,009.2 |
11.8 |
0.6% |
2,039.1 |
| Range |
22.6 |
22.3 |
-0.3 |
-1.3% |
39.2 |
| ATR |
22.5 |
22.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
4,566 |
3,494 |
-1,072 |
-23.5% |
15,624 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.3 |
2,061.5 |
2,021.5 |
|
| R3 |
2,047.0 |
2,039.2 |
2,015.3 |
|
| R2 |
2,024.7 |
2,024.7 |
2,013.3 |
|
| R1 |
2,016.9 |
2,016.9 |
2,011.2 |
2,020.8 |
| PP |
2,002.4 |
2,002.4 |
2,002.4 |
2,004.3 |
| S1 |
1,994.6 |
1,994.6 |
2,007.2 |
1,998.5 |
| S2 |
1,980.1 |
1,980.1 |
2,005.1 |
|
| S3 |
1,957.8 |
1,972.3 |
2,003.1 |
|
| S4 |
1,935.5 |
1,950.0 |
1,996.9 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.7 |
2,136.6 |
2,060.7 |
|
| R3 |
2,116.5 |
2,097.4 |
2,049.9 |
|
| R2 |
2,077.3 |
2,077.3 |
2,046.3 |
|
| R1 |
2,058.2 |
2,058.2 |
2,042.7 |
2,048.2 |
| PP |
2,038.1 |
2,038.1 |
2,038.1 |
2,033.1 |
| S1 |
2,019.0 |
2,019.0 |
2,035.5 |
2,009.0 |
| S2 |
1,998.9 |
1,998.9 |
2,031.9 |
|
| S3 |
1,959.7 |
1,979.8 |
2,028.3 |
|
| S4 |
1,920.5 |
1,940.6 |
2,017.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,051.2 |
1,987.8 |
63.4 |
3.2% |
19.9 |
1.0% |
34% |
False |
True |
4,087 |
| 10 |
2,058.5 |
1,987.8 |
70.7 |
3.5% |
21.5 |
1.1% |
30% |
False |
True |
3,345 |
| 20 |
2,058.5 |
1,919.9 |
138.6 |
6.9% |
24.6 |
1.2% |
64% |
False |
False |
2,997 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.8% |
21.0 |
1.0% |
75% |
False |
False |
2,425 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.8% |
18.7 |
0.9% |
75% |
False |
False |
1,840 |
| 80 |
2,065.3 |
1,861.7 |
203.6 |
10.1% |
18.1 |
0.9% |
72% |
False |
False |
1,507 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
17.7 |
0.9% |
72% |
False |
False |
1,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.9 |
|
2.618 |
2,068.5 |
|
1.618 |
2,046.2 |
|
1.000 |
2,032.4 |
|
0.618 |
2,023.9 |
|
HIGH |
2,010.1 |
|
0.618 |
2,001.6 |
|
0.500 |
1,999.0 |
|
0.382 |
1,996.3 |
|
LOW |
1,987.8 |
|
0.618 |
1,974.0 |
|
1.000 |
1,965.5 |
|
1.618 |
1,951.7 |
|
2.618 |
1,929.4 |
|
4.250 |
1,893.0 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.8 |
2,007.9 |
| PP |
2,002.4 |
2,006.7 |
| S1 |
1,999.0 |
2,005.4 |
|