| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,005.5 |
2,003.2 |
-2.3 |
-0.1% |
2,036.7 |
| High |
2,017.7 |
2,029.8 |
12.1 |
0.6% |
2,039.1 |
| Low |
1,999.6 |
2,000.2 |
0.6 |
0.0% |
1,976.1 |
| Close |
2,003.6 |
2,026.9 |
23.3 |
1.2% |
1,976.8 |
| Range |
18.1 |
29.6 |
11.5 |
63.5% |
63.0 |
| ATR |
22.9 |
23.4 |
0.5 |
2.1% |
0.0 |
| Volume |
2,899 |
3,653 |
754 |
26.0% |
19,605 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.8 |
2,096.9 |
2,043.2 |
|
| R3 |
2,078.2 |
2,067.3 |
2,035.0 |
|
| R2 |
2,048.6 |
2,048.6 |
2,032.3 |
|
| R1 |
2,037.7 |
2,037.7 |
2,029.6 |
2,043.2 |
| PP |
2,019.0 |
2,019.0 |
2,019.0 |
2,021.7 |
| S1 |
2,008.1 |
2,008.1 |
2,024.2 |
2,013.6 |
| S2 |
1,989.4 |
1,989.4 |
2,021.5 |
|
| S3 |
1,959.8 |
1,978.5 |
2,018.8 |
|
| S4 |
1,930.2 |
1,948.9 |
2,010.6 |
|
|
| 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 |
2,029.8 |
1,975.1 |
54.7 |
2.7% |
24.7 |
1.2% |
95% |
True |
False |
3,158 |
| 10 |
2,051.2 |
1,975.1 |
76.1 |
3.8% |
22.3 |
1.1% |
68% |
False |
False |
3,622 |
| 20 |
2,058.5 |
1,975.1 |
83.4 |
4.1% |
22.5 |
1.1% |
62% |
False |
False |
3,135 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
22.4 |
1.1% |
84% |
False |
False |
2,700 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
19.5 |
1.0% |
84% |
False |
False |
2,040 |
| 80 |
2,060.6 |
1,861.7 |
198.9 |
9.8% |
18.9 |
0.9% |
83% |
False |
False |
1,658 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
18.1 |
0.9% |
81% |
False |
False |
1,430 |
| 120 |
2,074.8 |
1,861.7 |
213.1 |
10.5% |
18.2 |
0.9% |
78% |
False |
False |
1,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.6 |
|
2.618 |
2,107.3 |
|
1.618 |
2,077.7 |
|
1.000 |
2,059.4 |
|
0.618 |
2,048.1 |
|
HIGH |
2,029.8 |
|
0.618 |
2,018.5 |
|
0.500 |
2,015.0 |
|
0.382 |
2,011.5 |
|
LOW |
2,000.2 |
|
0.618 |
1,981.9 |
|
1.000 |
1,970.6 |
|
1.618 |
1,952.3 |
|
2.618 |
1,922.7 |
|
4.250 |
1,874.4 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.9 |
2,020.1 |
| PP |
2,019.0 |
2,013.2 |
| S1 |
2,015.0 |
2,006.4 |
|