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 |
37,150 |
36,170 |
-980 |
-2.6% |
35,760 |
High |
37,385 |
38,605 |
1,220 |
3.3% |
38,805 |
Low |
35,295 |
35,950 |
655 |
1.9% |
35,180 |
Close |
35,815 |
38,315 |
2,500 |
7.0% |
37,995 |
Range |
2,090 |
2,655 |
565 |
27.0% |
3,625 |
ATR |
1,375 |
1,476 |
101 |
7.4% |
0 |
Volume |
1,650 |
1,758 |
108 |
6.5% |
6,778 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45,588 |
44,607 |
39,775 |
|
R3 |
42,933 |
41,952 |
39,045 |
|
R2 |
40,278 |
40,278 |
38,802 |
|
R1 |
39,297 |
39,297 |
38,558 |
39,788 |
PP |
37,623 |
37,623 |
37,623 |
37,869 |
S1 |
36,642 |
36,642 |
38,072 |
37,133 |
S2 |
34,968 |
34,968 |
37,828 |
|
S3 |
32,313 |
33,987 |
37,585 |
|
S4 |
29,658 |
31,332 |
36,855 |
|
|
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 |
9.2% |
1,927 |
5.0% |
86% |
False |
False |
1,729 |
10 |
38,805 |
34,805 |
4,000 |
10.4% |
1,589 |
4.1% |
88% |
False |
False |
1,333 |
20 |
38,805 |
28,610 |
10,195 |
26.6% |
1,530 |
4.0% |
95% |
False |
False |
1,168 |
40 |
38,805 |
26,525 |
12,280 |
32.1% |
1,133 |
3.0% |
96% |
False |
False |
616 |
60 |
38,805 |
25,425 |
13,380 |
34.9% |
1,003 |
2.6% |
96% |
False |
False |
415 |
80 |
38,805 |
25,425 |
13,380 |
34.9% |
871 |
2.3% |
96% |
False |
False |
312 |
100 |
38,805 |
25,425 |
13,380 |
34.9% |
816 |
2.1% |
96% |
False |
False |
250 |
120 |
38,805 |
25,425 |
13,380 |
34.9% |
806 |
2.1% |
96% |
False |
False |
209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49,889 |
2.618 |
45,556 |
1.618 |
42,901 |
1.000 |
41,260 |
0.618 |
40,246 |
HIGH |
38,605 |
0.618 |
37,591 |
0.500 |
37,278 |
0.382 |
36,964 |
LOW |
35,950 |
0.618 |
34,309 |
1.000 |
33,295 |
1.618 |
31,654 |
2.618 |
28,999 |
4.250 |
24,666 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
37,969 |
37,860 |
PP |
37,623 |
37,405 |
S1 |
37,278 |
36,950 |
|