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 |
4,270.0 |
4,344.0 |
74.0 |
1.7% |
4,218.0 |
High |
4,345.0 |
4,366.0 |
21.0 |
0.5% |
4,274.0 |
Low |
4,270.0 |
4,344.0 |
74.0 |
1.7% |
4,178.0 |
Close |
4,339.0 |
4,358.0 |
19.0 |
0.4% |
4,239.0 |
Range |
75.0 |
22.0 |
-53.0 |
-70.7% |
96.0 |
ATR |
49.9 |
48.3 |
-1.6 |
-3.3% |
0.0 |
Volume |
308 |
122 |
-186 |
-60.4% |
489 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,422.0 |
4,412.0 |
4,370.1 |
|
R3 |
4,400.0 |
4,390.0 |
4,364.1 |
|
R2 |
4,378.0 |
4,378.0 |
4,362.0 |
|
R1 |
4,368.0 |
4,368.0 |
4,360.0 |
4,373.0 |
PP |
4,356.0 |
4,356.0 |
4,356.0 |
4,358.5 |
S1 |
4,346.0 |
4,346.0 |
4,356.0 |
4,351.0 |
S2 |
4,334.0 |
4,334.0 |
4,354.0 |
|
S3 |
4,312.0 |
4,324.0 |
4,352.0 |
|
S4 |
4,290.0 |
4,302.0 |
4,345.9 |
|
|
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 |
4,366.0 |
4,220.0 |
146.0 |
3.4% |
43.2 |
1.0% |
95% |
True |
False |
163 |
10 |
4,366.0 |
4,167.0 |
199.0 |
4.6% |
41.9 |
1.0% |
96% |
True |
False |
412 |
20 |
4,366.0 |
4,034.0 |
332.0 |
7.6% |
41.6 |
1.0% |
98% |
True |
False |
1,665 |
40 |
4,366.0 |
4,034.0 |
332.0 |
7.6% |
43.2 |
1.0% |
98% |
True |
False |
1,501 |
60 |
4,397.0 |
4,034.0 |
363.0 |
8.3% |
33.0 |
0.8% |
89% |
False |
False |
1,074 |
80 |
4,557.0 |
4,034.0 |
523.0 |
12.0% |
25.7 |
0.6% |
62% |
False |
False |
806 |
100 |
4,557.0 |
4,034.0 |
523.0 |
12.0% |
20.6 |
0.5% |
62% |
False |
False |
644 |
120 |
4,557.0 |
4,034.0 |
523.0 |
12.0% |
17.1 |
0.4% |
62% |
False |
False |
587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,459.5 |
2.618 |
4,423.6 |
1.618 |
4,401.6 |
1.000 |
4,388.0 |
0.618 |
4,379.6 |
HIGH |
4,366.0 |
0.618 |
4,357.6 |
0.500 |
4,355.0 |
0.382 |
4,352.4 |
LOW |
4,344.0 |
0.618 |
4,330.4 |
1.000 |
4,322.0 |
1.618 |
4,308.4 |
2.618 |
4,286.4 |
4.250 |
4,250.5 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,357.0 |
4,341.5 |
PP |
4,356.0 |
4,325.0 |
S1 |
4,355.0 |
4,308.5 |
|