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 |
4,475.00 |
4,475.25 |
0.25 |
0.0% |
4,426.75 |
High |
4,485.00 |
4,573.50 |
88.50 |
2.0% |
4,483.00 |
Low |
4,455.75 |
4,470.75 |
15.00 |
0.3% |
4,402.00 |
Close |
4,473.75 |
4,560.00 |
86.25 |
1.9% |
4,478.75 |
Range |
29.25 |
102.75 |
73.50 |
251.3% |
81.00 |
ATR |
56.59 |
59.89 |
3.30 |
5.8% |
0.00 |
Volume |
2,710 |
10,959 |
8,249 |
304.4% |
12,328 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,843.00 |
4,804.25 |
4,616.50 |
|
R3 |
4,740.25 |
4,701.50 |
4,588.25 |
|
R2 |
4,637.50 |
4,637.50 |
4,578.75 |
|
R1 |
4,598.75 |
4,598.75 |
4,569.50 |
4,618.00 |
PP |
4,534.75 |
4,534.75 |
4,534.75 |
4,544.50 |
S1 |
4,496.00 |
4,496.00 |
4,550.50 |
4,515.50 |
S2 |
4,432.00 |
4,432.00 |
4,541.25 |
|
S3 |
4,329.25 |
4,393.25 |
4,531.75 |
|
S4 |
4,226.50 |
4,290.50 |
4,503.50 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,697.50 |
4,669.25 |
4,523.25 |
|
R3 |
4,616.50 |
4,588.25 |
4,501.00 |
|
R2 |
4,535.50 |
4,535.50 |
4,493.50 |
|
R1 |
4,507.25 |
4,507.25 |
4,486.25 |
4,521.50 |
PP |
4,454.50 |
4,454.50 |
4,454.50 |
4,461.75 |
S1 |
4,426.25 |
4,426.25 |
4,471.25 |
4,440.50 |
S2 |
4,373.50 |
4,373.50 |
4,464.00 |
|
S3 |
4,292.50 |
4,345.25 |
4,456.50 |
|
S4 |
4,211.50 |
4,264.25 |
4,434.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,573.50 |
4,402.00 |
171.50 |
3.8% |
60.25 |
1.3% |
92% |
True |
False |
4,557 |
10 |
4,573.50 |
4,237.50 |
336.00 |
7.4% |
58.25 |
1.3% |
96% |
True |
False |
4,033 |
20 |
4,573.50 |
4,167.50 |
406.00 |
8.9% |
59.75 |
1.3% |
97% |
True |
False |
4,837 |
40 |
4,573.50 |
4,167.50 |
406.00 |
8.9% |
62.00 |
1.4% |
97% |
True |
False |
3,747 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.5% |
56.50 |
1.2% |
82% |
False |
False |
2,739 |
80 |
4,738.50 |
4,167.50 |
571.00 |
12.5% |
54.50 |
1.2% |
69% |
False |
False |
2,083 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.5% |
50.00 |
1.1% |
69% |
False |
False |
1,677 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.5% |
46.25 |
1.0% |
69% |
False |
False |
1,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,010.25 |
2.618 |
4,842.50 |
1.618 |
4,739.75 |
1.000 |
4,676.25 |
0.618 |
4,637.00 |
HIGH |
4,573.50 |
0.618 |
4,534.25 |
0.500 |
4,522.00 |
0.382 |
4,510.00 |
LOW |
4,470.75 |
0.618 |
4,407.25 |
1.000 |
4,368.00 |
1.618 |
4,304.50 |
2.618 |
4,201.75 |
4.250 |
4,034.00 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,547.50 |
4,536.00 |
PP |
4,534.75 |
4,511.75 |
S1 |
4,522.00 |
4,487.75 |
|