Trading Metrics calculated at close of trading on 17-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,324.0 |
4,325.0 |
1.0 |
0.0% |
4,228.0 |
High |
4,332.0 |
4,357.0 |
25.0 |
0.6% |
4,357.0 |
Low |
4,308.0 |
4,316.0 |
8.0 |
0.2% |
4,210.0 |
Close |
4,311.0 |
4,348.0 |
37.0 |
0.9% |
4,348.0 |
Range |
24.0 |
41.0 |
17.0 |
70.8% |
147.0 |
ATR |
55.0 |
54.3 |
-0.6 |
-1.2% |
0.0 |
Volume |
782,257 |
847,163 |
64,906 |
8.3% |
4,126,505 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,463.3 |
4,446.7 |
4,370.6 |
|
R3 |
4,422.3 |
4,405.7 |
4,359.3 |
|
R2 |
4,381.3 |
4,381.3 |
4,355.5 |
|
R1 |
4,364.7 |
4,364.7 |
4,351.8 |
4,373.0 |
PP |
4,340.3 |
4,340.3 |
4,340.3 |
4,344.5 |
S1 |
4,323.7 |
4,323.7 |
4,344.2 |
4,332.0 |
S2 |
4,299.3 |
4,299.3 |
4,340.5 |
|
S3 |
4,258.3 |
4,282.7 |
4,336.7 |
|
S4 |
4,217.3 |
4,241.7 |
4,325.5 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,746.0 |
4,694.0 |
4,428.9 |
|
R3 |
4,599.0 |
4,547.0 |
4,388.4 |
|
R2 |
4,452.0 |
4,452.0 |
4,375.0 |
|
R1 |
4,400.0 |
4,400.0 |
4,361.5 |
4,426.0 |
PP |
4,305.0 |
4,305.0 |
4,305.0 |
4,318.0 |
S1 |
4,253.0 |
4,253.0 |
4,334.5 |
4,279.0 |
S2 |
4,158.0 |
4,158.0 |
4,321.1 |
|
S3 |
4,011.0 |
4,106.0 |
4,307.6 |
|
S4 |
3,864.0 |
3,959.0 |
4,267.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,357.0 |
4,210.0 |
147.0 |
3.4% |
43.2 |
1.0% |
94% |
True |
False |
825,301 |
10 |
4,357.0 |
4,143.0 |
214.0 |
4.9% |
47.9 |
1.1% |
96% |
True |
False |
803,637 |
20 |
4,357.0 |
4,001.0 |
356.0 |
8.2% |
52.1 |
1.2% |
97% |
True |
False |
846,293 |
40 |
4,357.0 |
4,001.0 |
356.0 |
8.2% |
57.5 |
1.3% |
97% |
True |
False |
860,555 |
60 |
4,388.0 |
4,001.0 |
387.0 |
8.9% |
55.8 |
1.3% |
90% |
False |
False |
746,298 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
54.4 |
1.3% |
65% |
False |
False |
560,384 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
50.9 |
1.2% |
65% |
False |
False |
448,376 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
45.4 |
1.0% |
65% |
False |
False |
373,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,531.3 |
2.618 |
4,464.3 |
1.618 |
4,423.3 |
1.000 |
4,398.0 |
0.618 |
4,382.3 |
HIGH |
4,357.0 |
0.618 |
4,341.3 |
0.500 |
4,336.5 |
0.382 |
4,331.7 |
LOW |
4,316.0 |
0.618 |
4,290.7 |
1.000 |
4,275.0 |
1.618 |
4,249.7 |
2.618 |
4,208.7 |
4.250 |
4,141.8 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,344.2 |
4,341.8 |
PP |
4,340.3 |
4,335.7 |
S1 |
4,336.5 |
4,329.5 |
|