Trading Metrics calculated at close of trading on 17-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,335.0 |
4,371.0 |
36.0 |
0.8% |
4,252.0 |
High |
4,361.0 |
4,386.0 |
25.0 |
0.6% |
4,386.0 |
Low |
4,335.0 |
4,367.0 |
32.0 |
0.7% |
4,251.0 |
Close |
4,343.0 |
4,381.0 |
38.0 |
0.9% |
4,381.0 |
Range |
26.0 |
19.0 |
-7.0 |
-26.9% |
135.0 |
ATR |
46.7 |
46.4 |
-0.3 |
-0.6% |
0.0 |
Volume |
6,116 |
174 |
-5,942 |
-97.2% |
6,790 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,435.0 |
4,427.0 |
4,391.5 |
|
R3 |
4,416.0 |
4,408.0 |
4,386.2 |
|
R2 |
4,397.0 |
4,397.0 |
4,384.5 |
|
R1 |
4,389.0 |
4,389.0 |
4,382.7 |
4,393.0 |
PP |
4,378.0 |
4,378.0 |
4,378.0 |
4,380.0 |
S1 |
4,370.0 |
4,370.0 |
4,379.3 |
4,374.0 |
S2 |
4,359.0 |
4,359.0 |
4,377.5 |
|
S3 |
4,340.0 |
4,351.0 |
4,375.8 |
|
S4 |
4,321.0 |
4,332.0 |
4,370.6 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,744.3 |
4,697.7 |
4,455.3 |
|
R3 |
4,609.3 |
4,562.7 |
4,418.1 |
|
R2 |
4,474.3 |
4,474.3 |
4,405.8 |
|
R1 |
4,427.7 |
4,427.7 |
4,393.4 |
4,451.0 |
PP |
4,339.3 |
4,339.3 |
4,339.3 |
4,351.0 |
S1 |
4,292.7 |
4,292.7 |
4,368.6 |
4,316.0 |
S2 |
4,204.3 |
4,204.3 |
4,356.3 |
|
S3 |
4,069.3 |
4,157.7 |
4,343.9 |
|
S4 |
3,934.3 |
4,022.7 |
4,306.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,386.0 |
4,251.0 |
135.0 |
3.1% |
33.0 |
0.8% |
96% |
True |
False |
1,358 |
10 |
4,386.0 |
4,178.0 |
208.0 |
4.7% |
37.0 |
0.8% |
98% |
True |
False |
727 |
20 |
4,386.0 |
4,034.0 |
352.0 |
8.0% |
40.3 |
0.9% |
99% |
True |
False |
1,554 |
40 |
4,386.0 |
4,034.0 |
352.0 |
8.0% |
42.6 |
1.0% |
99% |
True |
False |
1,655 |
60 |
4,397.0 |
4,034.0 |
363.0 |
8.3% |
33.4 |
0.8% |
96% |
False |
False |
1,179 |
80 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
26.3 |
0.6% |
66% |
False |
False |
884 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
21.0 |
0.5% |
66% |
False |
False |
707 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
17.5 |
0.4% |
66% |
False |
False |
639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,466.8 |
2.618 |
4,435.7 |
1.618 |
4,416.7 |
1.000 |
4,405.0 |
0.618 |
4,397.7 |
HIGH |
4,386.0 |
0.618 |
4,378.7 |
0.500 |
4,376.5 |
0.382 |
4,374.3 |
LOW |
4,367.0 |
0.618 |
4,355.3 |
1.000 |
4,348.0 |
1.618 |
4,336.3 |
2.618 |
4,317.3 |
4.250 |
4,286.3 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,379.5 |
4,374.2 |
PP |
4,378.0 |
4,367.3 |
S1 |
4,376.5 |
4,360.5 |
|