Trading Metrics calculated at close of trading on 10-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
15,356.25 |
15,254.75 |
-101.50 |
-0.7% |
15,187.00 |
High |
15,453.75 |
15,612.75 |
159.00 |
1.0% |
15,612.75 |
Low |
15,236.75 |
15,207.25 |
-29.50 |
-0.2% |
15,138.00 |
Close |
15,256.00 |
15,596.25 |
340.25 |
2.2% |
15,596.25 |
Range |
217.00 |
405.50 |
188.50 |
86.9% |
474.75 |
ATR |
249.97 |
261.08 |
11.11 |
4.4% |
0.00 |
Volume |
710,427 |
679,633 |
-30,794 |
-4.3% |
3,019,155 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,688.50 |
16,548.00 |
15,819.25 |
|
R3 |
16,283.00 |
16,142.50 |
15,707.75 |
|
R2 |
15,877.50 |
15,877.50 |
15,670.50 |
|
R1 |
15,737.00 |
15,737.00 |
15,633.50 |
15,807.25 |
PP |
15,472.00 |
15,472.00 |
15,472.00 |
15,507.25 |
S1 |
15,331.50 |
15,331.50 |
15,559.00 |
15,401.75 |
S2 |
15,066.50 |
15,066.50 |
15,522.00 |
|
S3 |
14,661.00 |
14,926.00 |
15,484.75 |
|
S4 |
14,255.50 |
14,520.50 |
15,373.25 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,873.25 |
16,709.50 |
15,857.25 |
|
R3 |
16,398.50 |
16,234.75 |
15,726.75 |
|
R2 |
15,923.75 |
15,923.75 |
15,683.25 |
|
R1 |
15,760.00 |
15,760.00 |
15,639.75 |
15,842.00 |
PP |
15,449.00 |
15,449.00 |
15,449.00 |
15,490.00 |
S1 |
15,285.25 |
15,285.25 |
15,552.75 |
15,367.00 |
S2 |
14,974.25 |
14,974.25 |
15,509.25 |
|
S3 |
14,499.50 |
14,810.50 |
15,465.75 |
|
S4 |
14,024.75 |
14,335.75 |
15,335.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,612.75 |
15,138.00 |
474.75 |
3.0% |
221.75 |
1.4% |
97% |
True |
False |
603,831 |
10 |
15,612.75 |
14,303.00 |
1,309.75 |
8.4% |
238.75 |
1.5% |
99% |
True |
False |
646,475 |
20 |
15,612.75 |
14,140.25 |
1,472.50 |
9.4% |
260.50 |
1.7% |
99% |
True |
False |
733,339 |
40 |
15,612.75 |
14,140.25 |
1,472.50 |
9.4% |
262.00 |
1.7% |
99% |
True |
False |
708,616 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.0% |
257.50 |
1.7% |
85% |
False |
False |
532,511 |
80 |
16,117.00 |
14,140.25 |
1,976.75 |
12.7% |
254.50 |
1.6% |
74% |
False |
False |
399,911 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.6% |
248.75 |
1.6% |
69% |
False |
False |
320,219 |
120 |
16,264.25 |
13,888.50 |
2,375.75 |
15.2% |
247.25 |
1.6% |
72% |
False |
False |
266,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,336.00 |
2.618 |
16,674.25 |
1.618 |
16,268.75 |
1.000 |
16,018.25 |
0.618 |
15,863.25 |
HIGH |
15,612.75 |
0.618 |
15,457.75 |
0.500 |
15,410.00 |
0.382 |
15,362.25 |
LOW |
15,207.25 |
0.618 |
14,956.75 |
1.000 |
14,801.75 |
1.618 |
14,551.25 |
2.618 |
14,145.75 |
4.250 |
13,484.00 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,534.25 |
15,534.25 |
PP |
15,472.00 |
15,472.00 |
S1 |
15,410.00 |
15,410.00 |
|