| 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 |
2,004.9 |
1,982.3 |
-22.6 |
-1.1% |
2,036.7 |
| High |
2,004.9 |
1,992.0 |
-12.9 |
-0.6% |
2,039.1 |
| Low |
1,976.1 |
1,975.1 |
-1.0 |
-0.1% |
1,976.1 |
| Close |
1,976.8 |
1,989.4 |
12.6 |
0.6% |
1,976.8 |
| Range |
28.8 |
16.9 |
-11.9 |
-41.3% |
63.0 |
| ATR |
23.2 |
22.8 |
-0.5 |
-1.9% |
0.0 |
| Volume |
4,190 |
2,912 |
-1,278 |
-30.5% |
19,605 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,036.2 |
2,029.7 |
1,998.7 |
|
| R3 |
2,019.3 |
2,012.8 |
1,994.0 |
|
| R2 |
2,002.4 |
2,002.4 |
1,992.5 |
|
| R1 |
1,995.9 |
1,995.9 |
1,990.9 |
1,999.2 |
| PP |
1,985.5 |
1,985.5 |
1,985.5 |
1,987.1 |
| S1 |
1,979.0 |
1,979.0 |
1,987.9 |
1,982.3 |
| S2 |
1,968.6 |
1,968.6 |
1,986.3 |
|
| S3 |
1,951.7 |
1,962.1 |
1,984.8 |
|
| S4 |
1,934.8 |
1,945.2 |
1,980.1 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.3 |
2,144.6 |
2,011.5 |
|
| R3 |
2,123.3 |
2,081.6 |
1,994.1 |
|
| R2 |
2,060.3 |
2,060.3 |
1,988.4 |
|
| R1 |
2,018.6 |
2,018.6 |
1,982.6 |
2,008.0 |
| PP |
1,997.3 |
1,997.3 |
1,997.3 |
1,992.0 |
| S1 |
1,955.6 |
1,955.6 |
1,971.0 |
1,945.0 |
| S2 |
1,934.3 |
1,934.3 |
1,965.3 |
|
| S3 |
1,871.3 |
1,892.6 |
1,959.5 |
|
| S4 |
1,808.3 |
1,829.6 |
1,942.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,023.0 |
1,975.1 |
47.9 |
2.4% |
22.0 |
1.1% |
30% |
False |
True |
3,902 |
| 10 |
2,057.2 |
1,975.1 |
82.1 |
4.1% |
21.4 |
1.1% |
17% |
False |
True |
3,661 |
| 20 |
2,058.5 |
1,965.0 |
93.5 |
4.7% |
22.9 |
1.2% |
26% |
False |
False |
2,989 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.9% |
21.5 |
1.1% |
65% |
False |
False |
2,573 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.9% |
19.0 |
1.0% |
65% |
False |
False |
1,944 |
| 80 |
2,060.6 |
1,861.7 |
198.9 |
10.0% |
18.3 |
0.9% |
64% |
False |
False |
1,588 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.2% |
17.8 |
0.9% |
63% |
False |
False |
1,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,063.8 |
|
2.618 |
2,036.2 |
|
1.618 |
2,019.3 |
|
1.000 |
2,008.9 |
|
0.618 |
2,002.4 |
|
HIGH |
1,992.0 |
|
0.618 |
1,985.5 |
|
0.500 |
1,983.6 |
|
0.382 |
1,981.6 |
|
LOW |
1,975.1 |
|
0.618 |
1,964.7 |
|
1.000 |
1,958.2 |
|
1.618 |
1,947.8 |
|
2.618 |
1,930.9 |
|
4.250 |
1,903.3 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,987.5 |
1,992.6 |
| PP |
1,985.5 |
1,991.5 |
| S1 |
1,983.6 |
1,990.5 |
|