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 |
1,807.9 |
1,805.7 |
-2.2 |
-0.1% |
1,767.3 |
High |
1,838.5 |
1,813.5 |
-25.0 |
-1.4% |
1,772.3 |
Low |
1,801.6 |
1,770.5 |
-31.1 |
-1.7% |
1,687.4 |
Close |
1,808.5 |
1,779.4 |
-29.1 |
-1.6% |
1,711.5 |
Range |
36.9 |
43.0 |
6.1 |
16.5% |
84.9 |
ATR |
38.3 |
38.7 |
0.3 |
0.9% |
0.0 |
Volume |
337,190 |
283,849 |
-53,341 |
-15.8% |
1,046,154 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.8 |
1,891.1 |
1,803.1 |
|
R3 |
1,873.8 |
1,848.1 |
1,791.2 |
|
R2 |
1,830.8 |
1,830.8 |
1,787.3 |
|
R1 |
1,805.1 |
1,805.1 |
1,783.3 |
1,796.5 |
PP |
1,787.8 |
1,787.8 |
1,787.8 |
1,783.5 |
S1 |
1,762.1 |
1,762.1 |
1,775.5 |
1,753.5 |
S2 |
1,744.8 |
1,744.8 |
1,771.5 |
|
S3 |
1,701.8 |
1,719.1 |
1,767.6 |
|
S4 |
1,658.8 |
1,676.1 |
1,755.8 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.4 |
1,929.9 |
1,758.2 |
|
R3 |
1,893.5 |
1,845.0 |
1,734.8 |
|
R2 |
1,808.6 |
1,808.6 |
1,727.1 |
|
R1 |
1,760.1 |
1,760.1 |
1,719.3 |
1,741.9 |
PP |
1,723.7 |
1,723.7 |
1,723.7 |
1,714.7 |
S1 |
1,675.2 |
1,675.2 |
1,703.7 |
1,657.0 |
S2 |
1,638.8 |
1,638.8 |
1,695.9 |
|
S3 |
1,553.9 |
1,590.3 |
1,688.2 |
|
S4 |
1,469.0 |
1,505.4 |
1,664.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,838.5 |
1,687.4 |
151.1 |
8.5% |
46.7 |
2.6% |
61% |
False |
False |
283,725 |
10 |
1,838.5 |
1,687.4 |
151.1 |
8.5% |
42.3 |
2.4% |
61% |
False |
False |
255,740 |
20 |
1,838.5 |
1,638.8 |
199.7 |
11.2% |
36.7 |
2.1% |
70% |
False |
False |
250,307 |
40 |
1,838.5 |
1,638.8 |
199.7 |
11.2% |
36.1 |
2.0% |
70% |
False |
False |
238,499 |
60 |
1,952.8 |
1,638.8 |
314.0 |
17.6% |
33.5 |
1.9% |
45% |
False |
False |
195,880 |
80 |
2,038.2 |
1,638.8 |
399.4 |
22.4% |
33.1 |
1.9% |
35% |
False |
False |
146,977 |
100 |
2,038.2 |
1,638.8 |
399.4 |
22.4% |
32.4 |
1.8% |
35% |
False |
False |
117,598 |
120 |
2,038.2 |
1,638.8 |
399.4 |
22.4% |
31.5 |
1.8% |
35% |
False |
False |
98,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,996.3 |
2.618 |
1,926.1 |
1.618 |
1,883.1 |
1.000 |
1,856.5 |
0.618 |
1,840.1 |
HIGH |
1,813.5 |
0.618 |
1,797.1 |
0.500 |
1,792.0 |
0.382 |
1,786.9 |
LOW |
1,770.5 |
0.618 |
1,743.9 |
1.000 |
1,727.5 |
1.618 |
1,700.9 |
2.618 |
1,657.9 |
4.250 |
1,587.8 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,792.0 |
1,777.2 |
PP |
1,787.8 |
1,775.0 |
S1 |
1,783.6 |
1,772.8 |
|