| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
15,586.25 |
15,558.00 |
-28.25 |
-0.2% |
15,187.00 |
| High |
15,601.25 |
15,918.75 |
317.50 |
2.0% |
15,612.75 |
| Low |
15,465.25 |
15,552.00 |
86.75 |
0.6% |
15,138.00 |
| Close |
15,547.00 |
15,879.75 |
332.75 |
2.1% |
15,596.25 |
| Range |
136.00 |
366.75 |
230.75 |
169.7% |
474.75 |
| ATR |
252.15 |
260.69 |
8.54 |
3.4% |
0.00 |
| Volume |
532,937 |
656,099 |
123,162 |
23.1% |
3,019,155 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,883.75 |
16,748.50 |
16,081.50 |
|
| R3 |
16,517.00 |
16,381.75 |
15,980.50 |
|
| R2 |
16,150.25 |
16,150.25 |
15,947.00 |
|
| R1 |
16,015.00 |
16,015.00 |
15,913.25 |
16,082.50 |
| PP |
15,783.50 |
15,783.50 |
15,783.50 |
15,817.25 |
| S1 |
15,648.25 |
15,648.25 |
15,846.25 |
15,716.00 |
| S2 |
15,416.75 |
15,416.75 |
15,812.50 |
|
| S3 |
15,050.00 |
15,281.50 |
15,779.00 |
|
| S4 |
14,683.25 |
14,914.75 |
15,678.00 |
|
|
| 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 |
15,918.75 |
15,207.25 |
711.50 |
4.5% |
251.25 |
1.6% |
95% |
True |
False |
625,387 |
| 10 |
15,918.75 |
14,410.75 |
1,508.00 |
9.5% |
252.25 |
1.6% |
97% |
True |
False |
623,632 |
| 20 |
15,918.75 |
14,140.25 |
1,778.50 |
11.2% |
260.00 |
1.6% |
98% |
True |
False |
721,646 |
| 40 |
15,918.75 |
14,140.25 |
1,778.50 |
11.2% |
266.50 |
1.7% |
98% |
True |
False |
711,797 |
| 60 |
15,918.75 |
14,140.25 |
1,778.50 |
11.2% |
257.75 |
1.6% |
98% |
True |
False |
552,236 |
| 80 |
16,117.00 |
14,140.25 |
1,976.75 |
12.4% |
256.75 |
1.6% |
88% |
False |
False |
414,735 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
248.50 |
1.6% |
82% |
False |
False |
332,072 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
247.50 |
1.6% |
82% |
False |
False |
276,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,477.50 |
|
2.618 |
16,879.00 |
|
1.618 |
16,512.25 |
|
1.000 |
16,285.50 |
|
0.618 |
16,145.50 |
|
HIGH |
15,918.75 |
|
0.618 |
15,778.75 |
|
0.500 |
15,735.50 |
|
0.382 |
15,692.00 |
|
LOW |
15,552.00 |
|
0.618 |
15,325.25 |
|
1.000 |
15,185.25 |
|
1.618 |
14,958.50 |
|
2.618 |
14,591.75 |
|
4.250 |
13,993.25 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,831.50 |
15,774.25 |
| PP |
15,783.50 |
15,668.50 |
| S1 |
15,735.50 |
15,563.00 |
|