| 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 |
15,558.00 |
15,895.00 |
337.00 |
2.2% |
15,187.00 |
| High |
15,918.75 |
16,049.50 |
130.75 |
0.8% |
15,612.75 |
| Low |
15,552.00 |
15,832.25 |
280.25 |
1.8% |
15,138.00 |
| Close |
15,879.75 |
15,889.25 |
9.50 |
0.1% |
15,596.25 |
| Range |
366.75 |
217.25 |
-149.50 |
-40.8% |
474.75 |
| ATR |
260.69 |
257.59 |
-3.10 |
-1.2% |
0.00 |
| Volume |
656,099 |
685,072 |
28,973 |
4.4% |
3,019,155 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,575.50 |
16,449.50 |
16,008.75 |
|
| R3 |
16,358.25 |
16,232.25 |
15,949.00 |
|
| R2 |
16,141.00 |
16,141.00 |
15,929.00 |
|
| R1 |
16,015.00 |
16,015.00 |
15,909.25 |
15,969.50 |
| PP |
15,923.75 |
15,923.75 |
15,923.75 |
15,900.75 |
| S1 |
15,797.75 |
15,797.75 |
15,869.25 |
15,752.00 |
| S2 |
15,706.50 |
15,706.50 |
15,849.50 |
|
| S3 |
15,489.25 |
15,580.50 |
15,829.50 |
|
| S4 |
15,272.00 |
15,363.25 |
15,769.75 |
|
|
| 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 |
16,049.50 |
15,207.25 |
842.25 |
5.3% |
268.50 |
1.7% |
81% |
True |
False |
652,833 |
| 10 |
16,049.50 |
14,760.00 |
1,289.50 |
8.1% |
239.00 |
1.5% |
88% |
True |
False |
617,957 |
| 20 |
16,049.50 |
14,140.25 |
1,909.25 |
12.0% |
258.00 |
1.6% |
92% |
True |
False |
713,219 |
| 40 |
16,049.50 |
14,140.25 |
1,909.25 |
12.0% |
264.00 |
1.7% |
92% |
True |
False |
713,792 |
| 60 |
16,049.50 |
14,140.25 |
1,909.25 |
12.0% |
258.25 |
1.6% |
92% |
True |
False |
563,623 |
| 80 |
16,117.00 |
14,140.25 |
1,976.75 |
12.4% |
257.00 |
1.6% |
88% |
False |
False |
423,277 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
247.75 |
1.6% |
82% |
False |
False |
338,908 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
247.50 |
1.6% |
82% |
False |
False |
282,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,972.75 |
|
2.618 |
16,618.25 |
|
1.618 |
16,401.00 |
|
1.000 |
16,266.75 |
|
0.618 |
16,183.75 |
|
HIGH |
16,049.50 |
|
0.618 |
15,966.50 |
|
0.500 |
15,941.00 |
|
0.382 |
15,915.25 |
|
LOW |
15,832.25 |
|
0.618 |
15,698.00 |
|
1.000 |
15,615.00 |
|
1.618 |
15,480.75 |
|
2.618 |
15,263.50 |
|
4.250 |
14,909.00 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,941.00 |
15,845.25 |
| PP |
15,923.75 |
15,801.25 |
| S1 |
15,906.50 |
15,757.50 |
|