Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
15,254.75 |
15,586.25 |
331.50 |
2.2% |
15,187.00 |
High |
15,612.75 |
15,601.25 |
-11.50 |
-0.1% |
15,612.75 |
Low |
15,207.25 |
15,465.25 |
258.00 |
1.7% |
15,138.00 |
Close |
15,596.25 |
15,547.00 |
-49.25 |
-0.3% |
15,596.25 |
Range |
405.50 |
136.00 |
-269.50 |
-66.5% |
474.75 |
ATR |
261.08 |
252.15 |
-8.93 |
-3.4% |
0.00 |
Volume |
679,633 |
532,937 |
-146,696 |
-21.6% |
3,019,155 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,945.75 |
15,882.50 |
15,621.75 |
|
R3 |
15,809.75 |
15,746.50 |
15,584.50 |
|
R2 |
15,673.75 |
15,673.75 |
15,572.00 |
|
R1 |
15,610.50 |
15,610.50 |
15,559.50 |
15,574.00 |
PP |
15,537.75 |
15,537.75 |
15,537.75 |
15,519.75 |
S1 |
15,474.50 |
15,474.50 |
15,534.50 |
15,438.00 |
S2 |
15,401.75 |
15,401.75 |
15,522.00 |
|
S3 |
15,265.75 |
15,338.50 |
15,509.50 |
|
S4 |
15,129.75 |
15,202.50 |
15,472.25 |
|
|
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 |
15,176.00 |
436.75 |
2.8% |
225.00 |
1.4% |
85% |
False |
False |
611,192 |
10 |
15,612.75 |
14,311.25 |
1,301.50 |
8.4% |
235.00 |
1.5% |
95% |
False |
False |
629,283 |
20 |
15,612.75 |
14,140.25 |
1,472.50 |
9.5% |
254.50 |
1.6% |
96% |
False |
False |
727,921 |
40 |
15,612.75 |
14,140.25 |
1,472.50 |
9.5% |
262.00 |
1.7% |
96% |
False |
False |
709,196 |
60 |
15,855.50 |
14,140.25 |
1,715.25 |
11.0% |
256.75 |
1.7% |
82% |
False |
False |
541,336 |
80 |
16,117.00 |
14,140.25 |
1,976.75 |
12.7% |
253.75 |
1.6% |
71% |
False |
False |
406,546 |
100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.7% |
247.50 |
1.6% |
66% |
False |
False |
325,527 |
120 |
16,264.25 |
13,888.50 |
2,375.75 |
15.3% |
246.50 |
1.6% |
70% |
False |
False |
271,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,179.25 |
2.618 |
15,957.25 |
1.618 |
15,821.25 |
1.000 |
15,737.25 |
0.618 |
15,685.25 |
HIGH |
15,601.25 |
0.618 |
15,549.25 |
0.500 |
15,533.25 |
0.382 |
15,517.25 |
LOW |
15,465.25 |
0.618 |
15,381.25 |
1.000 |
15,329.25 |
1.618 |
15,245.25 |
2.618 |
15,109.25 |
4.250 |
14,887.25 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,542.50 |
15,501.25 |
PP |
15,537.75 |
15,455.75 |
S1 |
15,533.25 |
15,410.00 |
|