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 |
1,966.9 |
1,963.0 |
-3.9 |
-0.2% |
1,999.4 |
High |
1,979.2 |
1,991.1 |
11.9 |
0.6% |
2,000.1 |
Low |
1,958.8 |
1,959.0 |
0.2 |
0.0% |
1,936.9 |
Close |
1,964.3 |
1,987.3 |
23.0 |
1.2% |
1,937.7 |
Range |
20.4 |
32.1 |
11.7 |
57.4% |
63.2 |
ATR |
24.6 |
25.2 |
0.5 |
2.2% |
0.0 |
Volume |
142,924 |
186,810 |
43,886 |
30.7% |
998,300 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.4 |
2,063.5 |
2,005.0 |
|
R3 |
2,043.3 |
2,031.4 |
1,996.1 |
|
R2 |
2,011.2 |
2,011.2 |
1,993.2 |
|
R1 |
1,999.3 |
1,999.3 |
1,990.2 |
2,005.3 |
PP |
1,979.1 |
1,979.1 |
1,979.1 |
1,982.1 |
S1 |
1,967.2 |
1,967.2 |
1,984.4 |
1,973.2 |
S2 |
1,947.0 |
1,947.0 |
1,981.4 |
|
S3 |
1,914.9 |
1,935.1 |
1,978.5 |
|
S4 |
1,882.8 |
1,903.0 |
1,969.6 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,147.8 |
2,106.0 |
1,972.5 |
|
R3 |
2,084.6 |
2,042.8 |
1,955.1 |
|
R2 |
2,021.4 |
2,021.4 |
1,949.3 |
|
R1 |
1,979.6 |
1,979.6 |
1,943.5 |
1,968.9 |
PP |
1,958.2 |
1,958.2 |
1,958.2 |
1,952.9 |
S1 |
1,916.4 |
1,916.4 |
1,931.9 |
1,905.7 |
S2 |
1,895.0 |
1,895.0 |
1,926.1 |
|
S3 |
1,831.8 |
1,853.2 |
1,920.3 |
|
S4 |
1,768.6 |
1,790.0 |
1,902.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,991.1 |
1,935.6 |
55.5 |
2.8% |
27.1 |
1.4% |
93% |
True |
False |
184,762 |
10 |
2,011.9 |
1,935.6 |
76.3 |
3.8% |
24.4 |
1.2% |
68% |
False |
False |
191,466 |
20 |
2,019.7 |
1,935.6 |
84.1 |
4.2% |
24.4 |
1.2% |
61% |
False |
False |
201,893 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
24.1 |
1.2% |
83% |
False |
False |
204,029 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
21.2 |
1.1% |
83% |
False |
False |
189,353 |
80 |
2,022.1 |
1,823.5 |
198.6 |
10.0% |
20.7 |
1.0% |
82% |
False |
False |
178,567 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.3 |
1.0% |
80% |
False |
False |
150,814 |
120 |
2,039.0 |
1,823.5 |
215.5 |
10.8% |
21.0 |
1.1% |
76% |
False |
False |
126,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,127.5 |
2.618 |
2,075.1 |
1.618 |
2,043.0 |
1.000 |
2,023.2 |
0.618 |
2,010.9 |
HIGH |
1,991.1 |
0.618 |
1,978.8 |
0.500 |
1,975.1 |
0.382 |
1,971.3 |
LOW |
1,959.0 |
0.618 |
1,939.2 |
1.000 |
1,926.9 |
1.618 |
1,907.1 |
2.618 |
1,875.0 |
4.250 |
1,822.6 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,983.2 |
1,979.9 |
PP |
1,979.1 |
1,972.4 |
S1 |
1,975.1 |
1,965.0 |
|