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 |
1,970.4 |
1,987.0 |
16.6 |
0.8% |
2,019.6 |
High |
1,995.2 |
1,999.1 |
3.9 |
0.2% |
2,020.2 |
Low |
1,959.0 |
1,979.0 |
20.0 |
1.0% |
1,956.9 |
Close |
1,986.4 |
1,984.3 |
-2.1 |
-0.1% |
1,957.7 |
Range |
36.2 |
20.1 |
-16.1 |
-44.5% |
63.3 |
ATR |
24.7 |
24.3 |
-0.3 |
-1.3% |
0.0 |
Volume |
19,880 |
17,169 |
-2,711 |
-13.6% |
239,161 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,047.8 |
2,036.1 |
1,995.4 |
|
R3 |
2,027.7 |
2,016.0 |
1,989.8 |
|
R2 |
2,007.6 |
2,007.6 |
1,988.0 |
|
R1 |
1,995.9 |
1,995.9 |
1,986.1 |
1,991.7 |
PP |
1,987.5 |
1,987.5 |
1,987.5 |
1,985.4 |
S1 |
1,975.8 |
1,975.8 |
1,982.5 |
1,971.6 |
S2 |
1,967.4 |
1,967.4 |
1,980.6 |
|
S3 |
1,947.3 |
1,955.7 |
1,978.8 |
|
S4 |
1,927.2 |
1,935.6 |
1,973.2 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,168.2 |
2,126.2 |
1,992.5 |
|
R3 |
2,104.9 |
2,062.9 |
1,975.1 |
|
R2 |
2,041.6 |
2,041.6 |
1,969.3 |
|
R1 |
1,999.6 |
1,999.6 |
1,963.5 |
1,989.0 |
PP |
1,978.3 |
1,978.3 |
1,978.3 |
1,972.9 |
S1 |
1,936.3 |
1,936.3 |
1,951.9 |
1,925.7 |
S2 |
1,915.0 |
1,915.0 |
1,946.1 |
|
S3 |
1,851.7 |
1,873.0 |
1,940.3 |
|
S4 |
1,788.4 |
1,809.7 |
1,922.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,999.1 |
1,955.4 |
43.7 |
2.2% |
25.3 |
1.3% |
66% |
True |
False |
40,290 |
10 |
2,032.2 |
1,955.4 |
76.8 |
3.9% |
22.2 |
1.1% |
38% |
False |
False |
35,420 |
20 |
2,039.7 |
1,955.4 |
84.3 |
4.2% |
24.1 |
1.2% |
34% |
False |
False |
23,011 |
40 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
23.4 |
1.2% |
72% |
False |
False |
14,859 |
60 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
20.6 |
1.0% |
72% |
False |
False |
10,630 |
80 |
2,042.2 |
1,842.5 |
199.7 |
10.1% |
19.9 |
1.0% |
71% |
False |
False |
8,428 |
100 |
2,047.9 |
1,842.5 |
205.4 |
10.4% |
19.4 |
1.0% |
69% |
False |
False |
7,050 |
120 |
2,058.0 |
1,842.5 |
215.5 |
10.9% |
20.0 |
1.0% |
66% |
False |
False |
5,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,084.5 |
2.618 |
2,051.7 |
1.618 |
2,031.6 |
1.000 |
2,019.2 |
0.618 |
2,011.5 |
HIGH |
1,999.1 |
0.618 |
1,991.4 |
0.500 |
1,989.1 |
0.382 |
1,986.7 |
LOW |
1,979.0 |
0.618 |
1,966.6 |
1.000 |
1,958.9 |
1.618 |
1,946.5 |
2.618 |
1,926.4 |
4.250 |
1,893.6 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,989.1 |
1,982.0 |
PP |
1,987.5 |
1,979.6 |
S1 |
1,985.9 |
1,977.3 |
|