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 |
15,353.0 |
15,418.0 |
65.0 |
0.4% |
15,267.0 |
High |
15,423.0 |
15,690.0 |
267.0 |
1.7% |
15,426.0 |
Low |
15,282.0 |
15,387.0 |
105.0 |
0.7% |
15,133.0 |
Close |
15,392.0 |
15,676.0 |
284.0 |
1.8% |
15,292.0 |
Range |
141.0 |
303.0 |
162.0 |
114.9% |
293.0 |
ATR |
188.3 |
196.5 |
8.2 |
4.4% |
0.0 |
Volume |
43,345 |
73,626 |
30,281 |
69.9% |
265,818 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,493.3 |
16,387.7 |
15,842.7 |
|
R3 |
16,190.3 |
16,084.7 |
15,759.3 |
|
R2 |
15,887.3 |
15,887.3 |
15,731.6 |
|
R1 |
15,781.7 |
15,781.7 |
15,703.8 |
15,834.5 |
PP |
15,584.3 |
15,584.3 |
15,584.3 |
15,610.8 |
S1 |
15,478.7 |
15,478.7 |
15,648.2 |
15,531.5 |
S2 |
15,281.3 |
15,281.3 |
15,620.5 |
|
S3 |
14,978.3 |
15,175.7 |
15,592.7 |
|
S4 |
14,675.3 |
14,872.7 |
15,509.4 |
|
|
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 |
15,690.0 |
15,141.0 |
549.0 |
3.5% |
196.8 |
1.3% |
97% |
True |
False |
57,911 |
10 |
15,690.0 |
14,857.0 |
833.0 |
5.3% |
180.4 |
1.2% |
98% |
True |
False |
59,081 |
20 |
15,690.0 |
14,666.0 |
1,024.0 |
6.5% |
184.5 |
1.2% |
99% |
True |
False |
65,048 |
40 |
15,963.0 |
14,666.0 |
1,297.0 |
8.3% |
195.9 |
1.2% |
78% |
False |
False |
66,209 |
60 |
16,200.0 |
14,666.0 |
1,534.0 |
9.8% |
178.0 |
1.1% |
66% |
False |
False |
50,095 |
80 |
16,716.0 |
14,666.0 |
2,050.0 |
13.1% |
154.4 |
1.0% |
49% |
False |
False |
37,578 |
100 |
16,716.0 |
14,666.0 |
2,050.0 |
13.1% |
140.3 |
0.9% |
49% |
False |
False |
30,066 |
120 |
16,716.0 |
14,666.0 |
2,050.0 |
13.1% |
124.4 |
0.8% |
49% |
False |
False |
25,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,977.8 |
2.618 |
16,483.3 |
1.618 |
16,180.3 |
1.000 |
15,993.0 |
0.618 |
15,877.3 |
HIGH |
15,690.0 |
0.618 |
15,574.3 |
0.500 |
15,538.5 |
0.382 |
15,502.7 |
LOW |
15,387.0 |
0.618 |
15,199.7 |
1.000 |
15,084.0 |
1.618 |
14,896.7 |
2.618 |
14,593.7 |
4.250 |
14,099.3 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,630.2 |
15,603.7 |
PP |
15,584.3 |
15,531.3 |
S1 |
15,538.5 |
15,459.0 |
|