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 |
37,790 |
37,150 |
-640 |
-1.7% |
35,760 |
High |
38,145 |
37,385 |
-760 |
-2.0% |
38,805 |
Low |
36,980 |
35,295 |
-1,685 |
-4.6% |
35,180 |
Close |
37,370 |
35,815 |
-1,555 |
-4.2% |
37,995 |
Range |
1,165 |
2,090 |
925 |
79.4% |
3,625 |
ATR |
1,320 |
1,375 |
55 |
4.2% |
0 |
Volume |
1,164 |
1,650 |
486 |
41.8% |
6,778 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42,435 |
41,215 |
36,965 |
|
R3 |
40,345 |
39,125 |
36,390 |
|
R2 |
38,255 |
38,255 |
36,198 |
|
R1 |
37,035 |
37,035 |
36,007 |
36,600 |
PP |
36,165 |
36,165 |
36,165 |
35,948 |
S1 |
34,945 |
34,945 |
35,623 |
34,510 |
S2 |
34,075 |
34,075 |
35,432 |
|
S3 |
31,985 |
32,855 |
35,240 |
|
S4 |
29,895 |
30,765 |
34,666 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48,202 |
46,723 |
39,989 |
|
R3 |
44,577 |
43,098 |
38,992 |
|
R2 |
40,952 |
40,952 |
38,660 |
|
R1 |
39,473 |
39,473 |
38,327 |
40,213 |
PP |
37,327 |
37,327 |
37,327 |
37,696 |
S1 |
35,848 |
35,848 |
37,663 |
36,588 |
S2 |
33,702 |
33,702 |
37,330 |
|
S3 |
30,077 |
32,223 |
36,998 |
|
S4 |
26,452 |
28,598 |
36,001 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38,805 |
35,295 |
3,510 |
9.8% |
1,623 |
4.5% |
15% |
False |
True |
1,652 |
10 |
38,805 |
34,645 |
4,160 |
11.6% |
1,485 |
4.1% |
28% |
False |
False |
1,324 |
20 |
38,805 |
28,610 |
10,195 |
28.5% |
1,439 |
4.0% |
71% |
False |
False |
1,084 |
40 |
38,805 |
26,525 |
12,280 |
34.3% |
1,079 |
3.0% |
76% |
False |
False |
572 |
60 |
38,805 |
25,425 |
13,380 |
37.4% |
964 |
2.7% |
78% |
False |
False |
386 |
80 |
38,805 |
25,425 |
13,380 |
37.4% |
841 |
2.3% |
78% |
False |
False |
290 |
100 |
38,805 |
25,425 |
13,380 |
37.4% |
796 |
2.2% |
78% |
False |
False |
232 |
120 |
38,805 |
25,425 |
13,380 |
37.4% |
788 |
2.2% |
78% |
False |
False |
194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46,268 |
2.618 |
42,857 |
1.618 |
40,767 |
1.000 |
39,475 |
0.618 |
38,677 |
HIGH |
37,385 |
0.618 |
36,587 |
0.500 |
36,340 |
0.382 |
36,093 |
LOW |
35,295 |
0.618 |
34,003 |
1.000 |
33,205 |
1.618 |
31,913 |
2.618 |
29,823 |
4.250 |
26,413 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
36,340 |
36,773 |
PP |
36,165 |
36,453 |
S1 |
35,990 |
36,134 |
|