Trading Metrics calculated at close of trading on 09-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
15,373.00 |
15,356.25 |
-16.75 |
-0.1% |
14,336.00 |
High |
15,417.50 |
15,453.75 |
36.25 |
0.2% |
15,228.50 |
Low |
15,286.75 |
15,236.75 |
-50.00 |
-0.3% |
14,303.00 |
Close |
15,386.50 |
15,256.00 |
-130.50 |
-0.8% |
15,178.75 |
Range |
130.75 |
217.00 |
86.25 |
66.0% |
925.50 |
ATR |
252.51 |
249.97 |
-2.54 |
-1.0% |
0.00 |
Volume |
547,842 |
710,427 |
162,585 |
29.7% |
3,445,598 |
|
Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,966.50 |
15,828.25 |
15,375.25 |
|
R3 |
15,749.50 |
15,611.25 |
15,315.75 |
|
R2 |
15,532.50 |
15,532.50 |
15,295.75 |
|
R1 |
15,394.25 |
15,394.25 |
15,276.00 |
15,355.00 |
PP |
15,315.50 |
15,315.50 |
15,315.50 |
15,295.75 |
S1 |
15,177.25 |
15,177.25 |
15,236.00 |
15,138.00 |
S2 |
15,098.50 |
15,098.50 |
15,216.25 |
|
S3 |
14,881.50 |
14,960.25 |
15,196.25 |
|
S4 |
14,664.50 |
14,743.25 |
15,136.75 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,680.00 |
17,354.75 |
15,687.75 |
|
R3 |
16,754.50 |
16,429.25 |
15,433.25 |
|
R2 |
15,829.00 |
15,829.00 |
15,348.50 |
|
R1 |
15,503.75 |
15,503.75 |
15,263.50 |
15,666.50 |
PP |
14,903.50 |
14,903.50 |
14,903.50 |
14,984.75 |
S1 |
14,578.25 |
14,578.25 |
15,094.00 |
14,741.00 |
S2 |
13,978.00 |
13,978.00 |
15,009.00 |
|
S3 |
13,052.50 |
13,652.75 |
14,924.25 |
|
S4 |
12,127.00 |
12,727.25 |
14,669.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,453.75 |
14,925.50 |
528.25 |
3.5% |
201.25 |
1.3% |
63% |
True |
False |
594,671 |
10 |
15,453.75 |
14,209.75 |
1,244.00 |
8.2% |
218.00 |
1.4% |
84% |
True |
False |
656,721 |
20 |
15,453.75 |
14,140.25 |
1,313.50 |
8.6% |
255.50 |
1.7% |
85% |
True |
False |
738,207 |
40 |
15,719.75 |
14,140.25 |
1,579.50 |
10.4% |
261.00 |
1.7% |
71% |
False |
False |
709,344 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.2% |
255.50 |
1.7% |
65% |
False |
False |
521,224 |
80 |
16,123.25 |
14,140.25 |
1,983.00 |
13.0% |
254.00 |
1.7% |
56% |
False |
False |
391,435 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.9% |
247.50 |
1.6% |
53% |
False |
False |
313,442 |
120 |
16,264.25 |
13,888.50 |
2,375.75 |
15.6% |
245.00 |
1.6% |
58% |
False |
False |
261,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,376.00 |
2.618 |
16,021.75 |
1.618 |
15,804.75 |
1.000 |
15,670.75 |
0.618 |
15,587.75 |
HIGH |
15,453.75 |
0.618 |
15,370.75 |
0.500 |
15,345.25 |
0.382 |
15,319.75 |
LOW |
15,236.75 |
0.618 |
15,102.75 |
1.000 |
15,019.75 |
1.618 |
14,885.75 |
2.618 |
14,668.75 |
4.250 |
14,314.50 |
|
|
Fisher Pivots for day following 09-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,345.25 |
15,315.00 |
PP |
15,315.50 |
15,295.25 |
S1 |
15,285.75 |
15,275.50 |
|