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 |
4,308.0 |
4,324.0 |
16.0 |
0.4% |
4,192.0 |
High |
4,337.0 |
4,332.0 |
-5.0 |
-0.1% |
4,246.0 |
Low |
4,302.0 |
4,308.0 |
6.0 |
0.1% |
4,143.0 |
Close |
4,326.0 |
4,311.0 |
-15.0 |
-0.3% |
4,208.0 |
Range |
35.0 |
24.0 |
-11.0 |
-31.4% |
103.0 |
ATR |
57.3 |
55.0 |
-2.4 |
-4.2% |
0.0 |
Volume |
833,911 |
782,257 |
-51,654 |
-6.2% |
3,909,872 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,389.0 |
4,374.0 |
4,324.2 |
|
R3 |
4,365.0 |
4,350.0 |
4,317.6 |
|
R2 |
4,341.0 |
4,341.0 |
4,315.4 |
|
R1 |
4,326.0 |
4,326.0 |
4,313.2 |
4,321.5 |
PP |
4,317.0 |
4,317.0 |
4,317.0 |
4,314.8 |
S1 |
4,302.0 |
4,302.0 |
4,308.8 |
4,297.5 |
S2 |
4,293.0 |
4,293.0 |
4,306.6 |
|
S3 |
4,269.0 |
4,278.0 |
4,304.4 |
|
S4 |
4,245.0 |
4,254.0 |
4,297.8 |
|
|
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% |
46.4 |
1.1% |
83% |
False |
False |
830,041 |
10 |
4,337.0 |
4,143.0 |
194.0 |
4.5% |
47.2 |
1.1% |
87% |
False |
False |
811,791 |
20 |
4,337.0 |
4,001.0 |
336.0 |
7.8% |
52.4 |
1.2% |
92% |
False |
False |
863,350 |
40 |
4,337.0 |
4,001.0 |
336.0 |
7.8% |
57.6 |
1.3% |
92% |
False |
False |
859,813 |
60 |
4,388.0 |
4,001.0 |
387.0 |
9.0% |
56.8 |
1.3% |
80% |
False |
False |
732,196 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.3% |
54.9 |
1.3% |
58% |
False |
False |
549,794 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.3% |
50.8 |
1.2% |
58% |
False |
False |
439,947 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.3% |
45.1 |
1.0% |
58% |
False |
False |
366,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,434.0 |
2.618 |
4,394.8 |
1.618 |
4,370.8 |
1.000 |
4,356.0 |
0.618 |
4,346.8 |
HIGH |
4,332.0 |
0.618 |
4,322.8 |
0.500 |
4,320.0 |
0.382 |
4,317.2 |
LOW |
4,308.0 |
0.618 |
4,293.2 |
1.000 |
4,284.0 |
1.618 |
4,269.2 |
2.618 |
4,245.2 |
4.250 |
4,206.0 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,320.0 |
4,303.2 |
PP |
4,317.0 |
4,295.3 |
S1 |
4,314.0 |
4,287.5 |
|