| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,003.2 |
2,027.5 |
24.3 |
1.2% |
1,982.3 |
| High |
2,029.8 |
2,035.0 |
5.2 |
0.3% |
2,035.0 |
| Low |
2,000.2 |
2,020.9 |
20.7 |
1.0% |
1,975.1 |
| Close |
2,026.9 |
2,024.2 |
-2.7 |
-0.1% |
2,024.2 |
| Range |
29.6 |
14.1 |
-15.5 |
-52.4% |
59.9 |
| ATR |
23.4 |
22.8 |
-0.7 |
-2.8% |
0.0 |
| Volume |
3,653 |
2,513 |
-1,140 |
-31.2% |
14,115 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.0 |
2,060.7 |
2,032.0 |
|
| R3 |
2,054.9 |
2,046.6 |
2,028.1 |
|
| R2 |
2,040.8 |
2,040.8 |
2,026.8 |
|
| R1 |
2,032.5 |
2,032.5 |
2,025.5 |
2,029.6 |
| PP |
2,026.7 |
2,026.7 |
2,026.7 |
2,025.3 |
| S1 |
2,018.4 |
2,018.4 |
2,022.9 |
2,015.5 |
| S2 |
2,012.6 |
2,012.6 |
2,021.6 |
|
| S3 |
1,998.5 |
2,004.3 |
2,020.3 |
|
| S4 |
1,984.4 |
1,990.2 |
2,016.4 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.1 |
2,167.6 |
2,057.1 |
|
| R3 |
2,131.2 |
2,107.7 |
2,040.7 |
|
| R2 |
2,071.3 |
2,071.3 |
2,035.2 |
|
| R1 |
2,047.8 |
2,047.8 |
2,029.7 |
2,059.6 |
| PP |
2,011.4 |
2,011.4 |
2,011.4 |
2,017.3 |
| S1 |
1,987.9 |
1,987.9 |
2,018.7 |
1,999.7 |
| S2 |
1,951.5 |
1,951.5 |
2,013.2 |
|
| S3 |
1,891.6 |
1,928.0 |
2,007.7 |
|
| S4 |
1,831.7 |
1,868.1 |
1,991.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,035.0 |
1,975.1 |
59.9 |
3.0% |
21.8 |
1.1% |
82% |
True |
False |
2,823 |
| 10 |
2,039.1 |
1,975.1 |
64.0 |
3.2% |
21.7 |
1.1% |
77% |
False |
False |
3,372 |
| 20 |
2,058.5 |
1,975.1 |
83.4 |
4.1% |
22.1 |
1.1% |
59% |
False |
False |
3,135 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
22.5 |
1.1% |
83% |
False |
False |
2,745 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
19.5 |
1.0% |
83% |
False |
False |
2,077 |
| 80 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
18.6 |
0.9% |
83% |
False |
False |
1,683 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
18.1 |
0.9% |
80% |
False |
False |
1,455 |
| 120 |
2,074.8 |
1,861.7 |
213.1 |
10.5% |
18.2 |
0.9% |
76% |
False |
False |
1,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,094.9 |
|
2.618 |
2,071.9 |
|
1.618 |
2,057.8 |
|
1.000 |
2,049.1 |
|
0.618 |
2,043.7 |
|
HIGH |
2,035.0 |
|
0.618 |
2,029.6 |
|
0.500 |
2,028.0 |
|
0.382 |
2,026.3 |
|
LOW |
2,020.9 |
|
0.618 |
2,012.2 |
|
1.000 |
2,006.8 |
|
1.618 |
1,998.1 |
|
2.618 |
1,984.0 |
|
4.250 |
1,961.0 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.0 |
2,021.9 |
| PP |
2,026.7 |
2,019.6 |
| S1 |
2,025.5 |
2,017.3 |
|