| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
15,846.75 |
15,897.75 |
51.00 |
0.3% |
15,586.25 |
| High |
15,906.75 |
15,940.00 |
33.25 |
0.2% |
16,049.50 |
| Low |
15,796.75 |
15,825.00 |
28.25 |
0.2% |
15,465.25 |
| Close |
15,897.50 |
15,895.75 |
-1.75 |
0.0% |
15,895.75 |
| Range |
110.00 |
115.00 |
5.00 |
4.5% |
584.25 |
| ATR |
247.04 |
237.61 |
-9.43 |
-3.8% |
0.00 |
| Volume |
634,456 |
562,424 |
-72,032 |
-11.4% |
3,070,988 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,232.00 |
16,178.75 |
15,959.00 |
|
| R3 |
16,117.00 |
16,063.75 |
15,927.50 |
|
| R2 |
16,002.00 |
16,002.00 |
15,916.75 |
|
| R1 |
15,948.75 |
15,948.75 |
15,906.25 |
15,918.00 |
| PP |
15,887.00 |
15,887.00 |
15,887.00 |
15,871.50 |
| S1 |
15,833.75 |
15,833.75 |
15,885.25 |
15,803.00 |
| S2 |
15,772.00 |
15,772.00 |
15,874.75 |
|
| S3 |
15,657.00 |
15,718.75 |
15,864.00 |
|
| S4 |
15,542.00 |
15,603.75 |
15,832.50 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,556.25 |
17,310.25 |
16,217.00 |
|
| R3 |
16,972.00 |
16,726.00 |
16,056.50 |
|
| R2 |
16,387.75 |
16,387.75 |
16,002.75 |
|
| R1 |
16,141.75 |
16,141.75 |
15,949.25 |
16,264.75 |
| PP |
15,803.50 |
15,803.50 |
15,803.50 |
15,865.00 |
| S1 |
15,557.50 |
15,557.50 |
15,842.25 |
15,680.50 |
| S2 |
15,219.25 |
15,219.25 |
15,788.75 |
|
| S3 |
14,635.00 |
14,973.25 |
15,735.00 |
|
| S4 |
14,050.75 |
14,389.00 |
15,574.50 |
|
|
| 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 |
15,465.25 |
584.25 |
3.7% |
189.00 |
1.2% |
74% |
False |
False |
614,197 |
| 10 |
16,049.50 |
15,138.00 |
911.50 |
5.7% |
205.50 |
1.3% |
83% |
False |
False |
609,014 |
| 20 |
16,049.50 |
14,140.25 |
1,909.25 |
12.0% |
242.00 |
1.5% |
92% |
False |
False |
679,745 |
| 40 |
16,049.50 |
14,140.25 |
1,909.25 |
12.0% |
257.25 |
1.6% |
92% |
False |
False |
710,544 |
| 60 |
16,049.50 |
14,140.25 |
1,909.25 |
12.0% |
245.50 |
1.5% |
92% |
False |
False |
583,469 |
| 80 |
16,117.00 |
14,140.25 |
1,976.75 |
12.4% |
252.25 |
1.6% |
89% |
False |
False |
438,174 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
245.25 |
1.5% |
83% |
False |
False |
350,857 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.4% |
244.00 |
1.5% |
83% |
False |
False |
292,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,428.75 |
|
2.618 |
16,241.00 |
|
1.618 |
16,126.00 |
|
1.000 |
16,055.00 |
|
0.618 |
16,011.00 |
|
HIGH |
15,940.00 |
|
0.618 |
15,896.00 |
|
0.500 |
15,882.50 |
|
0.382 |
15,869.00 |
|
LOW |
15,825.00 |
|
0.618 |
15,754.00 |
|
1.000 |
15,710.00 |
|
1.618 |
15,639.00 |
|
2.618 |
15,524.00 |
|
4.250 |
15,336.25 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,891.25 |
15,923.00 |
| PP |
15,887.00 |
15,914.00 |
| S1 |
15,882.50 |
15,905.00 |
|