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 |
7,441.5 |
7,444.5 |
3.0 |
0.0% |
7,415.0 |
High |
7,468.0 |
7,546.5 |
78.5 |
1.1% |
7,482.0 |
Low |
7,397.0 |
7,439.0 |
42.0 |
0.6% |
7,332.0 |
Close |
7,459.0 |
7,493.0 |
34.0 |
0.5% |
7,372.0 |
Range |
71.0 |
107.5 |
36.5 |
51.4% |
150.0 |
ATR |
87.0 |
88.5 |
1.5 |
1.7% |
0.0 |
Volume |
101,699 |
127,675 |
25,976 |
25.5% |
441,581 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,815.5 |
7,761.5 |
7,552.0 |
|
R3 |
7,708.0 |
7,654.0 |
7,522.5 |
|
R2 |
7,600.5 |
7,600.5 |
7,512.5 |
|
R1 |
7,546.5 |
7,546.5 |
7,503.0 |
7,573.5 |
PP |
7,493.0 |
7,493.0 |
7,493.0 |
7,506.0 |
S1 |
7,439.0 |
7,439.0 |
7,483.0 |
7,466.0 |
S2 |
7,385.5 |
7,385.5 |
7,473.5 |
|
S3 |
7,278.0 |
7,331.5 |
7,463.5 |
|
S4 |
7,170.5 |
7,224.0 |
7,434.0 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,845.5 |
7,758.5 |
7,454.5 |
|
R3 |
7,695.5 |
7,608.5 |
7,413.0 |
|
R2 |
7,545.5 |
7,545.5 |
7,399.5 |
|
R1 |
7,458.5 |
7,458.5 |
7,386.0 |
7,427.0 |
PP |
7,395.5 |
7,395.5 |
7,395.5 |
7,379.5 |
S1 |
7,308.5 |
7,308.5 |
7,358.0 |
7,277.0 |
S2 |
7,245.5 |
7,245.5 |
7,344.5 |
|
S3 |
7,095.5 |
7,158.5 |
7,331.0 |
|
S4 |
6,945.5 |
7,008.5 |
7,289.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,546.5 |
7,332.0 |
214.5 |
2.9% |
92.5 |
1.2% |
75% |
True |
False |
101,714 |
10 |
7,546.5 |
7,332.0 |
214.5 |
2.9% |
80.5 |
1.1% |
75% |
True |
False |
97,939 |
20 |
7,618.0 |
7,274.5 |
343.5 |
4.6% |
83.5 |
1.1% |
64% |
False |
False |
100,007 |
40 |
7,798.0 |
7,274.5 |
523.5 |
7.0% |
89.5 |
1.2% |
42% |
False |
False |
98,778 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
82.0 |
1.1% |
41% |
False |
False |
89,921 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
69.5 |
0.9% |
41% |
False |
False |
67,447 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
58.5 |
0.8% |
41% |
False |
False |
53,964 |
120 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
49.0 |
0.7% |
41% |
False |
False |
44,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,003.5 |
2.618 |
7,828.0 |
1.618 |
7,720.5 |
1.000 |
7,654.0 |
0.618 |
7,613.0 |
HIGH |
7,546.5 |
0.618 |
7,505.5 |
0.500 |
7,493.0 |
0.382 |
7,480.0 |
LOW |
7,439.0 |
0.618 |
7,372.5 |
1.000 |
7,331.5 |
1.618 |
7,265.0 |
2.618 |
7,157.5 |
4.250 |
6,982.0 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,493.0 |
7,481.5 |
PP |
7,493.0 |
7,470.0 |
S1 |
7,493.0 |
7,459.0 |
|