Trading Metrics calculated at close of trading on 15-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
36,508.89 |
35,577.59 |
-931.30 |
-2.6% |
34,623.95 |
High |
36,762.23 |
37,869.70 |
1,107.47 |
3.0% |
37,962.66 |
Low |
35,136.77 |
35,379.02 |
242.25 |
0.7% |
34,554.80 |
Close |
35,577.59 |
37,678.41 |
2,100.82 |
5.9% |
37,309.16 |
Range |
1,625.46 |
2,490.68 |
865.22 |
53.2% |
3,407.86 |
ATR |
1,226.68 |
1,316.96 |
90.29 |
7.4% |
0.00 |
Volume |
31,761 |
35,633 |
3,872 |
12.2% |
130,659 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44,447.75 |
43,553.76 |
39,048.28 |
|
R3 |
41,957.07 |
41,063.08 |
38,363.35 |
|
R2 |
39,466.39 |
39,466.39 |
38,135.03 |
|
R1 |
38,572.40 |
38,572.40 |
37,906.72 |
39,019.40 |
PP |
36,975.71 |
36,975.71 |
36,975.71 |
37,199.21 |
S1 |
36,081.72 |
36,081.72 |
37,450.10 |
36,528.72 |
S2 |
34,485.03 |
34,485.03 |
37,221.79 |
|
S3 |
31,994.35 |
33,591.04 |
36,993.47 |
|
S4 |
29,503.67 |
31,100.36 |
36,308.54 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46,832.45 |
45,478.67 |
39,183.48 |
|
R3 |
43,424.59 |
42,070.81 |
38,246.32 |
|
R2 |
40,016.73 |
40,016.73 |
37,933.93 |
|
R1 |
38,662.95 |
38,662.95 |
37,621.55 |
39,339.84 |
PP |
36,608.87 |
36,608.87 |
36,608.87 |
36,947.32 |
S1 |
35,255.09 |
35,255.09 |
36,996.77 |
35,931.98 |
S2 |
33,201.01 |
33,201.01 |
36,684.39 |
|
S3 |
29,793.15 |
31,847.23 |
36,372.00 |
|
S4 |
26,385.29 |
28,439.37 |
35,434.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37,962.66 |
35,136.77 |
2,825.89 |
7.5% |
1,745.23 |
4.6% |
90% |
False |
False |
30,814 |
10 |
37,962.66 |
34,123.99 |
3,838.67 |
10.2% |
1,407.41 |
3.7% |
93% |
False |
False |
25,657 |
20 |
37,962.66 |
28,162.85 |
9,799.81 |
26.0% |
1,447.49 |
3.8% |
97% |
False |
False |
29,042 |
40 |
37,962.66 |
26,012.56 |
11,950.10 |
31.7% |
1,131.39 |
3.0% |
98% |
False |
False |
24,221 |
60 |
37,962.66 |
24,963.04 |
12,999.62 |
34.5% |
1,023.55 |
2.7% |
98% |
False |
False |
23,569 |
80 |
37,962.66 |
24,963.04 |
12,999.62 |
34.5% |
931.42 |
2.5% |
98% |
False |
False |
22,111 |
100 |
37,962.66 |
24,963.04 |
12,999.62 |
34.5% |
925.24 |
2.5% |
98% |
False |
False |
21,220 |
120 |
37,962.66 |
24,815.78 |
13,146.88 |
34.9% |
949.55 |
2.5% |
98% |
False |
False |
21,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48,455.09 |
2.618 |
44,390.30 |
1.618 |
41,899.62 |
1.000 |
40,360.38 |
0.618 |
39,408.94 |
HIGH |
37,869.70 |
0.618 |
36,918.26 |
0.500 |
36,624.36 |
0.382 |
36,330.46 |
LOW |
35,379.02 |
0.618 |
33,839.78 |
1.000 |
32,888.34 |
1.618 |
31,349.10 |
2.618 |
28,858.42 |
4.250 |
24,793.63 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
37,327.06 |
37,286.69 |
PP |
36,975.71 |
36,894.96 |
S1 |
36,624.36 |
36,503.24 |
|