| 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 |
2,025.0 |
2,022.7 |
-2.3 |
-0.1% |
2,056.0 |
| High |
2,037.8 |
2,050.2 |
12.4 |
0.6% |
2,059.4 |
| Low |
2,019.6 |
2,020.1 |
0.5 |
0.0% |
1,995.9 |
| Close |
2,023.5 |
2,046.8 |
23.3 |
1.2% |
1,996.6 |
| Range |
18.2 |
30.1 |
11.9 |
65.4% |
63.5 |
| ATR |
23.2 |
23.7 |
0.5 |
2.1% |
0.0 |
| Volume |
860 |
2,904 |
2,044 |
237.7% |
19,486 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.3 |
2,118.2 |
2,063.4 |
|
| R3 |
2,099.2 |
2,088.1 |
2,055.1 |
|
| R2 |
2,069.1 |
2,069.1 |
2,052.3 |
|
| R1 |
2,058.0 |
2,058.0 |
2,049.6 |
2,063.6 |
| PP |
2,039.0 |
2,039.0 |
2,039.0 |
2,041.8 |
| S1 |
2,027.9 |
2,027.9 |
2,044.0 |
2,033.5 |
| S2 |
2,008.9 |
2,008.9 |
2,041.3 |
|
| S3 |
1,978.8 |
1,997.8 |
2,038.5 |
|
| S4 |
1,948.7 |
1,967.7 |
2,030.2 |
|
|
| 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 |
2,050.2 |
1,994.8 |
55.4 |
2.7% |
25.6 |
1.3% |
94% |
True |
False |
2,694 |
| 10 |
2,071.5 |
1,994.8 |
76.7 |
3.7% |
22.9 |
1.1% |
68% |
False |
False |
3,214 |
| 20 |
2,078.9 |
1,994.8 |
84.1 |
4.1% |
23.0 |
1.1% |
62% |
False |
False |
2,885 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
22.3 |
1.1% |
84% |
False |
False |
2,032 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
19.3 |
0.9% |
84% |
False |
False |
1,510 |
| 80 |
2,079.7 |
1,879.5 |
200.2 |
9.8% |
18.5 |
0.9% |
84% |
False |
False |
1,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.1 |
|
2.618 |
2,129.0 |
|
1.618 |
2,098.9 |
|
1.000 |
2,080.3 |
|
0.618 |
2,068.8 |
|
HIGH |
2,050.2 |
|
0.618 |
2,038.7 |
|
0.500 |
2,035.2 |
|
0.382 |
2,031.6 |
|
LOW |
2,020.1 |
|
0.618 |
2,001.5 |
|
1.000 |
1,990.0 |
|
1.618 |
1,971.4 |
|
2.618 |
1,941.3 |
|
4.250 |
1,892.2 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.9 |
2,039.4 |
| PP |
2,039.0 |
2,032.0 |
| S1 |
2,035.2 |
2,024.6 |
|