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 |
4,252.0 |
4,270.0 |
18.0 |
0.4% |
4,218.0 |
High |
4,274.0 |
4,345.0 |
71.0 |
1.7% |
4,274.0 |
Low |
4,251.0 |
4,270.0 |
19.0 |
0.4% |
4,178.0 |
Close |
4,273.0 |
4,339.0 |
66.0 |
1.5% |
4,239.0 |
Range |
23.0 |
75.0 |
52.0 |
226.1% |
96.0 |
ATR |
48.0 |
49.9 |
1.9 |
4.0% |
0.0 |
Volume |
70 |
308 |
238 |
340.0% |
489 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,543.0 |
4,516.0 |
4,380.3 |
|
R3 |
4,468.0 |
4,441.0 |
4,359.6 |
|
R2 |
4,393.0 |
4,393.0 |
4,352.8 |
|
R1 |
4,366.0 |
4,366.0 |
4,345.9 |
4,379.5 |
PP |
4,318.0 |
4,318.0 |
4,318.0 |
4,324.8 |
S1 |
4,291.0 |
4,291.0 |
4,332.1 |
4,304.5 |
S2 |
4,243.0 |
4,243.0 |
4,325.3 |
|
S3 |
4,168.0 |
4,216.0 |
4,318.4 |
|
S4 |
4,093.0 |
4,141.0 |
4,297.8 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,518.3 |
4,474.7 |
4,291.8 |
|
R3 |
4,422.3 |
4,378.7 |
4,265.4 |
|
R2 |
4,326.3 |
4,326.3 |
4,256.6 |
|
R1 |
4,282.7 |
4,282.7 |
4,247.8 |
4,304.5 |
PP |
4,230.3 |
4,230.3 |
4,230.3 |
4,241.3 |
S1 |
4,186.7 |
4,186.7 |
4,230.2 |
4,208.5 |
S2 |
4,134.3 |
4,134.3 |
4,221.4 |
|
S3 |
4,038.3 |
4,090.7 |
4,212.6 |
|
S4 |
3,942.3 |
3,994.7 |
4,186.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,345.0 |
4,178.0 |
167.0 |
3.8% |
50.6 |
1.2% |
96% |
True |
False |
147 |
10 |
4,345.0 |
4,094.0 |
251.0 |
5.8% |
45.4 |
1.0% |
98% |
True |
False |
703 |
20 |
4,345.0 |
4,034.0 |
311.0 |
7.2% |
43.7 |
1.0% |
98% |
True |
False |
1,964 |
40 |
4,345.0 |
4,034.0 |
311.0 |
7.2% |
43.1 |
1.0% |
98% |
True |
False |
1,498 |
60 |
4,397.0 |
4,034.0 |
363.0 |
8.4% |
32.6 |
0.8% |
84% |
False |
False |
1,072 |
80 |
4,557.0 |
4,034.0 |
523.0 |
12.1% |
25.4 |
0.6% |
58% |
False |
False |
804 |
100 |
4,557.0 |
4,034.0 |
523.0 |
12.1% |
20.3 |
0.5% |
58% |
False |
False |
643 |
120 |
4,557.0 |
4,034.0 |
523.0 |
12.1% |
16.9 |
0.4% |
58% |
False |
False |
603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,663.8 |
2.618 |
4,541.4 |
1.618 |
4,466.4 |
1.000 |
4,420.0 |
0.618 |
4,391.4 |
HIGH |
4,345.0 |
0.618 |
4,316.4 |
0.500 |
4,307.5 |
0.382 |
4,298.7 |
LOW |
4,270.0 |
0.618 |
4,223.7 |
1.000 |
4,195.0 |
1.618 |
4,148.7 |
2.618 |
4,073.7 |
4.250 |
3,951.3 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,328.5 |
4,320.2 |
PP |
4,318.0 |
4,301.3 |
S1 |
4,307.5 |
4,282.5 |
|