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 |
4,427.25 |
4,515.50 |
88.25 |
2.0% |
4,379.25 |
High |
4,524.25 |
4,541.25 |
17.00 |
0.4% |
4,435.50 |
Low |
4,420.25 |
4,510.75 |
90.50 |
2.0% |
4,354.25 |
Close |
4,511.00 |
4,519.25 |
8.25 |
0.2% |
4,430.50 |
Range |
104.00 |
30.50 |
-73.50 |
-70.7% |
81.25 |
ATR |
60.15 |
58.04 |
-2.12 |
-3.5% |
0.00 |
Volume |
1,901,847 |
1,573,452 |
-328,395 |
-17.3% |
7,835,055 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,615.25 |
4,597.75 |
4,536.00 |
|
R3 |
4,584.75 |
4,567.25 |
4,527.75 |
|
R2 |
4,554.25 |
4,554.25 |
4,524.75 |
|
R1 |
4,536.75 |
4,536.75 |
4,522.00 |
4,545.50 |
PP |
4,523.75 |
4,523.75 |
4,523.75 |
4,528.00 |
S1 |
4,506.25 |
4,506.25 |
4,516.50 |
4,515.00 |
S2 |
4,493.25 |
4,493.25 |
4,513.75 |
|
S3 |
4,462.75 |
4,475.75 |
4,510.75 |
|
S4 |
4,432.25 |
4,445.25 |
4,502.50 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,650.50 |
4,621.75 |
4,475.25 |
|
R3 |
4,569.25 |
4,540.50 |
4,452.75 |
|
R2 |
4,488.00 |
4,488.00 |
4,445.50 |
|
R1 |
4,459.25 |
4,459.25 |
4,438.00 |
4,473.50 |
PP |
4,406.75 |
4,406.75 |
4,406.75 |
4,414.00 |
S1 |
4,378.00 |
4,378.00 |
4,423.00 |
4,392.50 |
S2 |
4,325.50 |
4,325.50 |
4,415.50 |
|
S3 |
4,244.25 |
4,296.75 |
4,408.25 |
|
S4 |
4,163.00 |
4,215.50 |
4,385.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,541.25 |
4,354.25 |
187.00 |
4.1% |
60.00 |
1.3% |
88% |
True |
False |
1,695,222 |
10 |
4,541.25 |
4,257.75 |
283.50 |
6.3% |
54.50 |
1.2% |
92% |
True |
False |
1,620,968 |
20 |
4,541.25 |
4,122.25 |
419.00 |
9.3% |
58.00 |
1.3% |
95% |
True |
False |
1,870,795 |
40 |
4,541.25 |
4,122.25 |
419.00 |
9.3% |
61.25 |
1.4% |
95% |
True |
False |
1,881,659 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.5% |
57.25 |
1.3% |
84% |
False |
False |
1,495,428 |
80 |
4,685.50 |
4,122.25 |
563.25 |
12.5% |
55.75 |
1.2% |
70% |
False |
False |
1,122,538 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.5% |
52.25 |
1.2% |
70% |
False |
False |
898,418 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.5% |
51.25 |
1.1% |
70% |
False |
False |
748,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,671.00 |
2.618 |
4,621.00 |
1.618 |
4,590.50 |
1.000 |
4,571.75 |
0.618 |
4,560.00 |
HIGH |
4,541.25 |
0.618 |
4,529.50 |
0.500 |
4,526.00 |
0.382 |
4,522.50 |
LOW |
4,510.75 |
0.618 |
4,492.00 |
1.000 |
4,480.25 |
1.618 |
4,461.50 |
2.618 |
4,431.00 |
4.250 |
4,381.00 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,526.00 |
4,504.25 |
PP |
4,523.75 |
4,489.25 |
S1 |
4,521.50 |
4,474.25 |
|