| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,016.8 |
2,023.2 |
6.4 |
0.3% |
2,056.0 |
| High |
2,029.6 |
2,024.7 |
-4.9 |
-0.2% |
2,059.4 |
| Low |
2,007.6 |
1,995.9 |
-11.7 |
-0.6% |
1,995.9 |
| Close |
2,028.9 |
1,996.6 |
-32.3 |
-1.6% |
1,996.6 |
| Range |
22.0 |
28.8 |
6.8 |
30.9% |
63.5 |
| ATR |
22.5 |
23.3 |
0.7 |
3.3% |
0.0 |
| Volume |
3,860 |
4,562 |
702 |
18.2% |
19,486 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.1 |
2,073.2 |
2,012.4 |
|
| R3 |
2,063.3 |
2,044.4 |
2,004.5 |
|
| R2 |
2,034.5 |
2,034.5 |
2,001.9 |
|
| R1 |
2,015.6 |
2,015.6 |
1,999.2 |
2,010.7 |
| PP |
2,005.7 |
2,005.7 |
2,005.7 |
2,003.3 |
| S1 |
1,986.8 |
1,986.8 |
1,994.0 |
1,981.9 |
| S2 |
1,976.9 |
1,976.9 |
1,991.3 |
|
| S3 |
1,948.1 |
1,958.0 |
1,988.7 |
|
| S4 |
1,919.3 |
1,929.2 |
1,980.8 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.8 |
2,165.7 |
2,031.5 |
|
| R3 |
2,144.3 |
2,102.2 |
2,014.1 |
|
| R2 |
2,080.8 |
2,080.8 |
2,008.2 |
|
| R1 |
2,038.7 |
2,038.7 |
2,002.4 |
2,028.0 |
| PP |
2,017.3 |
2,017.3 |
2,017.3 |
2,012.0 |
| S1 |
1,975.2 |
1,975.2 |
1,990.8 |
1,964.5 |
| S2 |
1,953.8 |
1,953.8 |
1,985.0 |
|
| S3 |
1,890.3 |
1,911.7 |
1,979.1 |
|
| S4 |
1,826.8 |
1,848.2 |
1,961.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,059.4 |
1,995.9 |
63.5 |
3.2% |
21.7 |
1.1% |
1% |
False |
True |
3,897 |
| 10 |
2,077.1 |
1,995.9 |
81.2 |
4.1% |
21.2 |
1.1% |
1% |
False |
True |
3,348 |
| 20 |
2,078.9 |
1,980.8 |
98.1 |
4.9% |
23.1 |
1.2% |
16% |
False |
False |
2,800 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
10.0% |
21.1 |
1.1% |
59% |
False |
False |
1,878 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
10.0% |
18.5 |
0.9% |
59% |
False |
False |
1,383 |
| 80 |
2,079.7 |
1,879.5 |
200.2 |
10.0% |
17.8 |
0.9% |
58% |
False |
False |
1,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.1 |
|
2.618 |
2,100.1 |
|
1.618 |
2,071.3 |
|
1.000 |
2,053.5 |
|
0.618 |
2,042.5 |
|
HIGH |
2,024.7 |
|
0.618 |
2,013.7 |
|
0.500 |
2,010.3 |
|
0.382 |
2,006.9 |
|
LOW |
1,995.9 |
|
0.618 |
1,978.1 |
|
1.000 |
1,967.1 |
|
1.618 |
1,949.3 |
|
2.618 |
1,920.5 |
|
4.250 |
1,873.5 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.3 |
2,015.8 |
| PP |
2,005.7 |
2,009.4 |
| S1 |
2,001.2 |
2,003.0 |
|