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 |
36,805 |
35,665 |
-1,140 |
-3.1% |
35,310 |
High |
36,975 |
38,130 |
1,155 |
3.1% |
38,380 |
Low |
34,760 |
35,485 |
725 |
2.1% |
34,755 |
Close |
35,365 |
37,820 |
2,455 |
6.9% |
37,555 |
Range |
2,215 |
2,645 |
430 |
19.4% |
3,625 |
ATR |
1,407 |
1,504 |
97 |
6.9% |
0 |
Volume |
10,502 |
12,335 |
1,833 |
17.5% |
45,788 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45,080 |
44,095 |
39,275 |
|
R3 |
42,435 |
41,450 |
38,547 |
|
R2 |
39,790 |
39,790 |
38,305 |
|
R1 |
38,805 |
38,805 |
38,062 |
39,298 |
PP |
37,145 |
37,145 |
37,145 |
37,391 |
S1 |
36,160 |
36,160 |
37,578 |
36,653 |
S2 |
34,500 |
34,500 |
37,335 |
|
S3 |
31,855 |
33,515 |
37,093 |
|
S4 |
29,210 |
30,870 |
36,365 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47,772 |
46,288 |
39,549 |
|
R3 |
44,147 |
42,663 |
38,552 |
|
R2 |
40,522 |
40,522 |
38,220 |
|
R1 |
39,038 |
39,038 |
37,887 |
39,780 |
PP |
36,897 |
36,897 |
36,897 |
37,268 |
S1 |
35,413 |
35,413 |
37,223 |
36,155 |
S2 |
33,272 |
33,272 |
36,890 |
|
S3 |
29,647 |
31,788 |
36,558 |
|
S4 |
26,022 |
28,163 |
35,561 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38,380 |
34,760 |
3,620 |
9.6% |
1,972 |
5.2% |
85% |
False |
False |
10,892 |
10 |
38,380 |
34,395 |
3,985 |
10.5% |
1,621 |
4.3% |
86% |
False |
False |
9,260 |
20 |
38,380 |
28,375 |
10,005 |
26.5% |
1,578 |
4.2% |
94% |
False |
False |
8,092 |
40 |
38,380 |
26,335 |
12,045 |
31.8% |
1,196 |
3.2% |
95% |
False |
False |
4,428 |
60 |
38,380 |
25,210 |
13,170 |
34.8% |
1,069 |
2.8% |
96% |
False |
False |
2,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49,371 |
2.618 |
45,055 |
1.618 |
42,410 |
1.000 |
40,775 |
0.618 |
39,765 |
HIGH |
38,130 |
0.618 |
37,120 |
0.500 |
36,808 |
0.382 |
36,495 |
LOW |
35,485 |
0.618 |
33,850 |
1.000 |
32,840 |
1.618 |
31,205 |
2.618 |
28,560 |
4.250 |
24,244 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
37,483 |
37,362 |
PP |
37,145 |
36,903 |
S1 |
36,808 |
36,445 |
|