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 |
4,244.0 |
4,308.0 |
64.0 |
1.5% |
4,192.0 |
High |
4,316.0 |
4,337.0 |
21.0 |
0.5% |
4,246.0 |
Low |
4,238.0 |
4,302.0 |
64.0 |
1.5% |
4,143.0 |
Close |
4,307.0 |
4,326.0 |
19.0 |
0.4% |
4,208.0 |
Range |
78.0 |
35.0 |
-43.0 |
-55.1% |
103.0 |
ATR |
59.1 |
57.3 |
-1.7 |
-2.9% |
0.0 |
Volume |
1,054,978 |
833,911 |
-221,067 |
-21.0% |
3,909,872 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,426.7 |
4,411.3 |
4,345.3 |
|
R3 |
4,391.7 |
4,376.3 |
4,335.6 |
|
R2 |
4,356.7 |
4,356.7 |
4,332.4 |
|
R1 |
4,341.3 |
4,341.3 |
4,329.2 |
4,349.0 |
PP |
4,321.7 |
4,321.7 |
4,321.7 |
4,325.5 |
S1 |
4,306.3 |
4,306.3 |
4,322.8 |
4,314.0 |
S2 |
4,286.7 |
4,286.7 |
4,319.6 |
|
S3 |
4,251.7 |
4,271.3 |
4,316.4 |
|
S4 |
4,216.7 |
4,236.3 |
4,306.8 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,508.0 |
4,461.0 |
4,264.7 |
|
R3 |
4,405.0 |
4,358.0 |
4,236.3 |
|
R2 |
4,302.0 |
4,302.0 |
4,226.9 |
|
R1 |
4,255.0 |
4,255.0 |
4,217.4 |
4,278.5 |
PP |
4,199.0 |
4,199.0 |
4,199.0 |
4,210.8 |
S1 |
4,152.0 |
4,152.0 |
4,198.6 |
4,175.5 |
S2 |
4,096.0 |
4,096.0 |
4,189.1 |
|
S3 |
3,993.0 |
4,049.0 |
4,179.7 |
|
S4 |
3,890.0 |
3,946.0 |
4,151.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,337.0 |
4,185.0 |
152.0 |
3.5% |
53.8 |
1.2% |
93% |
True |
False |
854,673 |
10 |
4,337.0 |
4,126.0 |
211.0 |
4.9% |
52.5 |
1.2% |
95% |
True |
False |
853,948 |
20 |
4,337.0 |
4,001.0 |
336.0 |
7.8% |
54.0 |
1.2% |
97% |
True |
False |
870,136 |
40 |
4,337.0 |
4,001.0 |
336.0 |
7.8% |
58.7 |
1.4% |
97% |
True |
False |
862,481 |
60 |
4,388.0 |
4,001.0 |
387.0 |
8.9% |
57.2 |
1.3% |
84% |
False |
False |
719,180 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.3% |
55.2 |
1.3% |
61% |
False |
False |
540,017 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.3% |
50.7 |
1.2% |
61% |
False |
False |
432,186 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.3% |
45.5 |
1.1% |
61% |
False |
False |
360,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,485.8 |
2.618 |
4,428.6 |
1.618 |
4,393.6 |
1.000 |
4,372.0 |
0.618 |
4,358.6 |
HIGH |
4,337.0 |
0.618 |
4,323.6 |
0.500 |
4,319.5 |
0.382 |
4,315.4 |
LOW |
4,302.0 |
0.618 |
4,280.4 |
1.000 |
4,267.0 |
1.618 |
4,245.4 |
2.618 |
4,210.4 |
4.250 |
4,153.3 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,323.8 |
4,308.5 |
PP |
4,321.7 |
4,291.0 |
S1 |
4,319.5 |
4,273.5 |
|