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 |
1,981.4520 |
2,047.8760 |
66.4240 |
3.4% |
1,829.4200 |
High |
2,062.9700 |
2,091.5350 |
28.5650 |
1.4% |
2,135.6880 |
Low |
1,968.0330 |
1,939.9900 |
-28.0430 |
-1.4% |
1,825.7960 |
Close |
2,048.2310 |
1,955.4240 |
-92.8070 |
-4.5% |
2,092.9170 |
Range |
94.9370 |
151.5450 |
56.6080 |
59.6% |
309.8920 |
ATR |
78.9547 |
84.1397 |
5.1850 |
6.6% |
0.0000 |
Volume |
244,692 |
304,511 |
59,819 |
24.4% |
1,185,543 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,450.2847 |
2,354.3993 |
2,038.7738 |
|
R3 |
2,298.7397 |
2,202.8543 |
1,997.0989 |
|
R2 |
2,147.1947 |
2,147.1947 |
1,983.2073 |
|
R1 |
2,051.3093 |
2,051.3093 |
1,969.3156 |
2,023.4795 |
PP |
1,995.6497 |
1,995.6497 |
1,995.6497 |
1,981.7348 |
S1 |
1,899.7643 |
1,899.7643 |
1,941.5324 |
1,871.9345 |
S2 |
1,844.1047 |
1,844.1047 |
1,927.6408 |
|
S3 |
1,692.5597 |
1,748.2193 |
1,913.7491 |
|
S4 |
1,541.0147 |
1,596.6743 |
1,872.0743 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,947.8097 |
2,830.2553 |
2,263.3576 |
|
R3 |
2,637.9177 |
2,520.3633 |
2,178.1373 |
|
R2 |
2,328.0257 |
2,328.0257 |
2,149.7305 |
|
R1 |
2,210.4713 |
2,210.4713 |
2,121.3238 |
2,269.2485 |
PP |
2,018.1337 |
2,018.1337 |
2,018.1337 |
2,047.5223 |
S1 |
1,900.5793 |
1,900.5793 |
2,064.5102 |
1,959.3565 |
S2 |
1,708.2417 |
1,708.2417 |
2,036.1035 |
|
S3 |
1,398.3497 |
1,590.6873 |
2,007.6967 |
|
S4 |
1,088.4577 |
1,280.7953 |
1,922.4764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,135.6880 |
1,939.9900 |
195.6980 |
10.0% |
108.8398 |
5.6% |
8% |
False |
True |
237,553 |
10 |
2,135.6880 |
1,779.1820 |
356.5060 |
18.2% |
97.4989 |
5.0% |
49% |
False |
False |
214,476 |
20 |
2,135.6880 |
1,562.2540 |
573.4340 |
29.3% |
89.8182 |
4.6% |
69% |
False |
False |
208,100 |
40 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.3% |
68.1419 |
3.5% |
71% |
False |
False |
158,987 |
60 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.3% |
62.0962 |
3.2% |
71% |
False |
False |
153,830 |
80 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.3% |
58.4474 |
3.0% |
71% |
False |
False |
146,367 |
100 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.3% |
59.2100 |
3.0% |
71% |
False |
False |
141,302 |
120 |
2,135.6880 |
1,523.0770 |
612.6110 |
31.3% |
61.1589 |
3.1% |
71% |
False |
False |
138,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,735.6013 |
2.618 |
2,488.2798 |
1.618 |
2,336.7348 |
1.000 |
2,243.0800 |
0.618 |
2,185.1898 |
HIGH |
2,091.5350 |
0.618 |
2,033.6448 |
0.500 |
2,015.7625 |
0.382 |
1,997.8802 |
LOW |
1,939.9900 |
0.618 |
1,846.3352 |
1.000 |
1,788.4450 |
1.618 |
1,694.7902 |
2.618 |
1,543.2452 |
4.250 |
1,295.9238 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2,015.7625 |
2,015.7625 |
PP |
1,995.6497 |
1,995.6497 |
S1 |
1,975.5368 |
1,975.5368 |
|