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 |
1,963.15 |
1,959.49 |
-3.66 |
-0.2% |
1,992.62 |
High |
1,973.48 |
1,987.25 |
13.77 |
0.7% |
1,992.68 |
Low |
1,957.84 |
1,957.18 |
-0.66 |
0.0% |
1,934.37 |
Close |
1,959.64 |
1,981.26 |
21.62 |
1.1% |
1,937.18 |
Range |
15.64 |
30.07 |
14.43 |
92.3% |
58.31 |
ATR |
20.07 |
20.79 |
0.71 |
3.6% |
0.00 |
Volume |
5,738 |
5,789 |
51 |
0.9% |
28,506 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,065.44 |
2,053.42 |
1,997.80 |
|
R3 |
2,035.37 |
2,023.35 |
1,989.53 |
|
R2 |
2,005.30 |
2,005.30 |
1,986.77 |
|
R1 |
1,993.28 |
1,993.28 |
1,984.02 |
1,999.29 |
PP |
1,975.23 |
1,975.23 |
1,975.23 |
1,978.24 |
S1 |
1,963.21 |
1,963.21 |
1,978.50 |
1,969.22 |
S2 |
1,945.16 |
1,945.16 |
1,975.75 |
|
S3 |
1,915.09 |
1,933.14 |
1,972.99 |
|
S4 |
1,885.02 |
1,903.07 |
1,964.72 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,129.67 |
2,091.74 |
1,969.25 |
|
R3 |
2,071.36 |
2,033.43 |
1,953.22 |
|
R2 |
2,013.05 |
2,013.05 |
1,947.87 |
|
R1 |
1,975.12 |
1,975.12 |
1,942.53 |
1,964.93 |
PP |
1,954.74 |
1,954.74 |
1,954.74 |
1,949.65 |
S1 |
1,916.81 |
1,916.81 |
1,931.83 |
1,906.62 |
S2 |
1,896.43 |
1,896.43 |
1,926.49 |
|
S3 |
1,838.12 |
1,858.50 |
1,921.14 |
|
S4 |
1,779.81 |
1,800.19 |
1,905.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,987.25 |
1,933.24 |
54.01 |
2.7% |
22.16 |
1.1% |
89% |
True |
False |
5,720 |
10 |
2,003.06 |
1,933.24 |
69.82 |
3.5% |
20.77 |
1.0% |
69% |
False |
False |
5,713 |
20 |
2,008.65 |
1,933.24 |
75.41 |
3.8% |
20.06 |
1.0% |
64% |
False |
False |
5,592 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
21.09 |
1.1% |
86% |
False |
False |
5,585 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
18.30 |
0.9% |
86% |
False |
False |
5,703 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.71 |
0.9% |
86% |
False |
False |
5,683 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.54 |
0.9% |
86% |
False |
False |
5,696 |
120 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
18.23 |
0.9% |
86% |
False |
False |
5,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,115.05 |
2.618 |
2,065.97 |
1.618 |
2,035.90 |
1.000 |
2,017.32 |
0.618 |
2,005.83 |
HIGH |
1,987.25 |
0.618 |
1,975.76 |
0.500 |
1,972.22 |
0.382 |
1,968.67 |
LOW |
1,957.18 |
0.618 |
1,938.60 |
1.000 |
1,927.11 |
1.618 |
1,908.53 |
2.618 |
1,878.46 |
4.250 |
1,829.38 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,978.25 |
1,976.06 |
PP |
1,975.23 |
1,970.86 |
S1 |
1,972.22 |
1,965.67 |
|