| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
15,895.00 |
15,846.75 |
-48.25 |
-0.3% |
15,187.00 |
| High |
16,049.50 |
15,906.75 |
-142.75 |
-0.9% |
15,612.75 |
| Low |
15,832.25 |
15,796.75 |
-35.50 |
-0.2% |
15,138.00 |
| Close |
15,889.25 |
15,897.50 |
8.25 |
0.1% |
15,596.25 |
| Range |
217.25 |
110.00 |
-107.25 |
-49.4% |
474.75 |
| ATR |
257.59 |
247.04 |
-10.54 |
-4.1% |
0.00 |
| Volume |
685,072 |
634,456 |
-50,616 |
-7.4% |
3,019,155 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,197.00 |
16,157.25 |
15,958.00 |
|
| R3 |
16,087.00 |
16,047.25 |
15,927.75 |
|
| R2 |
15,977.00 |
15,977.00 |
15,917.75 |
|
| R1 |
15,937.25 |
15,937.25 |
15,907.50 |
15,957.00 |
| PP |
15,867.00 |
15,867.00 |
15,867.00 |
15,877.00 |
| S1 |
15,827.25 |
15,827.25 |
15,887.50 |
15,847.00 |
| S2 |
15,757.00 |
15,757.00 |
15,877.25 |
|
| S3 |
15,647.00 |
15,717.25 |
15,867.25 |
|
| S4 |
15,537.00 |
15,607.25 |
15,837.00 |
|
|
| 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 |
16,049.50 |
15,207.25 |
842.25 |
5.3% |
247.00 |
1.6% |
82% |
False |
False |
637,639 |
| 10 |
16,049.50 |
14,925.50 |
1,124.00 |
7.1% |
224.25 |
1.4% |
86% |
False |
False |
616,155 |
| 20 |
16,049.50 |
14,140.25 |
1,909.25 |
12.0% |
248.50 |
1.6% |
92% |
False |
False |
693,957 |
| 40 |
16,049.50 |
14,140.25 |
1,909.25 |
12.0% |
259.25 |
1.6% |
92% |
False |
False |
712,085 |
| 60 |
16,049.50 |
14,140.25 |
1,909.25 |
12.0% |
253.50 |
1.6% |
92% |
False |
False |
574,160 |
| 80 |
16,117.00 |
14,140.25 |
1,976.75 |
12.4% |
255.50 |
1.6% |
89% |
False |
False |
431,194 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
246.00 |
1.5% |
83% |
False |
False |
345,242 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
245.00 |
1.5% |
83% |
False |
False |
287,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,374.25 |
|
2.618 |
16,194.75 |
|
1.618 |
16,084.75 |
|
1.000 |
16,016.75 |
|
0.618 |
15,974.75 |
|
HIGH |
15,906.75 |
|
0.618 |
15,864.75 |
|
0.500 |
15,851.75 |
|
0.382 |
15,838.75 |
|
LOW |
15,796.75 |
|
0.618 |
15,728.75 |
|
1.000 |
15,686.75 |
|
1.618 |
15,618.75 |
|
2.618 |
15,508.75 |
|
4.250 |
15,329.25 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,882.25 |
15,865.25 |
| PP |
15,867.00 |
15,833.00 |
| S1 |
15,851.75 |
15,800.75 |
|