Trading Metrics calculated at close of trading on 16-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
7,444.5 |
7,493.0 |
48.5 |
0.7% |
7,415.0 |
High |
7,546.5 |
7,515.5 |
-31.0 |
-0.4% |
7,482.0 |
Low |
7,439.0 |
7,423.5 |
-15.5 |
-0.2% |
7,332.0 |
Close |
7,493.0 |
7,430.0 |
-63.0 |
-0.8% |
7,372.0 |
Range |
107.5 |
92.0 |
-15.5 |
-14.4% |
150.0 |
ATR |
88.5 |
88.7 |
0.3 |
0.3% |
0.0 |
Volume |
127,675 |
97,049 |
-30,626 |
-24.0% |
441,581 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,732.5 |
7,673.0 |
7,480.5 |
|
R3 |
7,640.5 |
7,581.0 |
7,455.5 |
|
R2 |
7,548.5 |
7,548.5 |
7,447.0 |
|
R1 |
7,489.0 |
7,489.0 |
7,438.5 |
7,473.0 |
PP |
7,456.5 |
7,456.5 |
7,456.5 |
7,448.0 |
S1 |
7,397.0 |
7,397.0 |
7,421.5 |
7,381.0 |
S2 |
7,364.5 |
7,364.5 |
7,413.0 |
|
S3 |
7,272.5 |
7,305.0 |
7,404.5 |
|
S4 |
7,180.5 |
7,213.0 |
7,379.5 |
|
|
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% |
90.5 |
1.2% |
46% |
False |
False |
101,186 |
10 |
7,546.5 |
7,332.0 |
214.5 |
2.9% |
79.5 |
1.1% |
46% |
False |
False |
95,144 |
20 |
7,546.5 |
7,274.5 |
272.0 |
3.7% |
82.0 |
1.1% |
57% |
False |
False |
99,022 |
40 |
7,785.0 |
7,274.5 |
510.5 |
6.9% |
89.0 |
1.2% |
30% |
False |
False |
98,408 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
83.0 |
1.1% |
29% |
False |
False |
91,538 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
70.0 |
0.9% |
29% |
False |
False |
68,661 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
59.5 |
0.8% |
29% |
False |
False |
54,934 |
120 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
49.5 |
0.7% |
29% |
False |
False |
45,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,906.5 |
2.618 |
7,756.5 |
1.618 |
7,664.5 |
1.000 |
7,607.5 |
0.618 |
7,572.5 |
HIGH |
7,515.5 |
0.618 |
7,480.5 |
0.500 |
7,469.5 |
0.382 |
7,458.5 |
LOW |
7,423.5 |
0.618 |
7,366.5 |
1.000 |
7,331.5 |
1.618 |
7,274.5 |
2.618 |
7,182.5 |
4.250 |
7,032.5 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,469.5 |
7,472.0 |
PP |
7,456.5 |
7,458.0 |
S1 |
7,443.0 |
7,444.0 |
|