Trading Metrics calculated at close of trading on 10-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
15,275.0 |
15,319.0 |
44.0 |
0.3% |
15,267.0 |
High |
15,426.0 |
15,391.0 |
-35.0 |
-0.2% |
15,426.0 |
Low |
15,262.0 |
15,228.0 |
-34.0 |
-0.2% |
15,133.0 |
Close |
15,407.0 |
15,292.0 |
-115.0 |
-0.7% |
15,292.0 |
Range |
164.0 |
163.0 |
-1.0 |
-0.6% |
293.0 |
ATR |
192.9 |
191.9 |
-1.0 |
-0.5% |
0.0 |
Volume |
59,606 |
56,777 |
-2,829 |
-4.7% |
265,818 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,792.7 |
15,705.3 |
15,381.7 |
|
R3 |
15,629.7 |
15,542.3 |
15,336.8 |
|
R2 |
15,466.7 |
15,466.7 |
15,321.9 |
|
R1 |
15,379.3 |
15,379.3 |
15,306.9 |
15,341.5 |
PP |
15,303.7 |
15,303.7 |
15,303.7 |
15,284.8 |
S1 |
15,216.3 |
15,216.3 |
15,277.1 |
15,178.5 |
S2 |
15,140.7 |
15,140.7 |
15,262.1 |
|
S3 |
14,977.7 |
15,053.3 |
15,247.2 |
|
S4 |
14,814.7 |
14,890.3 |
15,202.4 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,162.7 |
16,020.3 |
15,453.2 |
|
R3 |
15,869.7 |
15,727.3 |
15,372.6 |
|
R2 |
15,576.7 |
15,576.7 |
15,345.7 |
|
R1 |
15,434.3 |
15,434.3 |
15,318.9 |
15,505.5 |
PP |
15,283.7 |
15,283.7 |
15,283.7 |
15,319.3 |
S1 |
15,141.3 |
15,141.3 |
15,265.1 |
15,212.5 |
S2 |
14,990.7 |
14,990.7 |
15,238.3 |
|
S3 |
14,697.7 |
14,848.3 |
15,211.4 |
|
S4 |
14,404.7 |
14,555.3 |
15,130.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,426.0 |
15,133.0 |
293.0 |
1.9% |
160.2 |
1.0% |
54% |
False |
False |
53,163 |
10 |
15,426.0 |
14,733.0 |
693.0 |
4.5% |
166.1 |
1.1% |
81% |
False |
False |
60,162 |
20 |
15,426.0 |
14,666.0 |
760.0 |
5.0% |
180.4 |
1.2% |
82% |
False |
False |
65,569 |
40 |
16,063.0 |
14,666.0 |
1,397.0 |
9.1% |
193.2 |
1.3% |
45% |
False |
False |
66,072 |
60 |
16,200.0 |
14,666.0 |
1,534.0 |
10.0% |
173.5 |
1.1% |
41% |
False |
False |
48,148 |
80 |
16,716.0 |
14,666.0 |
2,050.0 |
13.4% |
150.0 |
1.0% |
31% |
False |
False |
36,116 |
100 |
16,716.0 |
14,666.0 |
2,050.0 |
13.4% |
138.2 |
0.9% |
31% |
False |
False |
28,897 |
120 |
16,716.0 |
14,666.0 |
2,050.0 |
13.4% |
121.5 |
0.8% |
31% |
False |
False |
24,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,083.8 |
2.618 |
15,817.7 |
1.618 |
15,654.7 |
1.000 |
15,554.0 |
0.618 |
15,491.7 |
HIGH |
15,391.0 |
0.618 |
15,328.7 |
0.500 |
15,309.5 |
0.382 |
15,290.3 |
LOW |
15,228.0 |
0.618 |
15,127.3 |
1.000 |
15,065.0 |
1.618 |
14,964.3 |
2.618 |
14,801.3 |
4.250 |
14,535.3 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,309.5 |
15,289.2 |
PP |
15,303.7 |
15,286.3 |
S1 |
15,297.8 |
15,283.5 |
|