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 |
15,418.0 |
15,688.0 |
270.0 |
1.8% |
15,267.0 |
High |
15,690.0 |
15,820.0 |
130.0 |
0.8% |
15,426.0 |
Low |
15,387.0 |
15,665.0 |
278.0 |
1.8% |
15,133.0 |
Close |
15,676.0 |
15,805.0 |
129.0 |
0.8% |
15,292.0 |
Range |
303.0 |
155.0 |
-148.0 |
-48.8% |
293.0 |
ATR |
196.5 |
193.5 |
-3.0 |
-1.5% |
0.0 |
Volume |
73,626 |
59,800 |
-13,826 |
-18.8% |
265,818 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,228.3 |
16,171.7 |
15,890.3 |
|
R3 |
16,073.3 |
16,016.7 |
15,847.6 |
|
R2 |
15,918.3 |
15,918.3 |
15,833.4 |
|
R1 |
15,861.7 |
15,861.7 |
15,819.2 |
15,890.0 |
PP |
15,763.3 |
15,763.3 |
15,763.3 |
15,777.5 |
S1 |
15,706.7 |
15,706.7 |
15,790.8 |
15,735.0 |
S2 |
15,608.3 |
15,608.3 |
15,776.6 |
|
S3 |
15,453.3 |
15,551.7 |
15,762.4 |
|
S4 |
15,298.3 |
15,396.7 |
15,719.8 |
|
|
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 |
15,820.0 |
15,228.0 |
592.0 |
3.7% |
185.2 |
1.2% |
97% |
True |
False |
58,630 |
10 |
15,820.0 |
15,062.0 |
758.0 |
4.8% |
175.3 |
1.1% |
98% |
True |
False |
58,131 |
20 |
15,820.0 |
14,666.0 |
1,154.0 |
7.3% |
179.3 |
1.1% |
99% |
True |
False |
64,728 |
40 |
15,847.0 |
14,666.0 |
1,181.0 |
7.5% |
195.9 |
1.2% |
96% |
False |
False |
66,399 |
60 |
16,200.0 |
14,666.0 |
1,534.0 |
9.7% |
179.5 |
1.1% |
74% |
False |
False |
51,091 |
80 |
16,716.0 |
14,666.0 |
2,050.0 |
13.0% |
156.1 |
1.0% |
56% |
False |
False |
38,325 |
100 |
16,716.0 |
14,666.0 |
2,050.0 |
13.0% |
140.7 |
0.9% |
56% |
False |
False |
30,664 |
120 |
16,716.0 |
14,666.0 |
2,050.0 |
13.0% |
125.2 |
0.8% |
56% |
False |
False |
25,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,478.8 |
2.618 |
16,225.8 |
1.618 |
16,070.8 |
1.000 |
15,975.0 |
0.618 |
15,915.8 |
HIGH |
15,820.0 |
0.618 |
15,760.8 |
0.500 |
15,742.5 |
0.382 |
15,724.2 |
LOW |
15,665.0 |
0.618 |
15,569.2 |
1.000 |
15,510.0 |
1.618 |
15,414.2 |
2.618 |
15,259.2 |
4.250 |
15,006.3 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,784.2 |
15,720.3 |
PP |
15,763.3 |
15,635.7 |
S1 |
15,742.5 |
15,551.0 |
|