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 |
4,475.25 |
4,566.00 |
90.75 |
2.0% |
4,426.75 |
High |
4,573.50 |
4,589.50 |
16.00 |
0.3% |
4,483.00 |
Low |
4,470.75 |
4,560.25 |
89.50 |
2.0% |
4,402.00 |
Close |
4,560.00 |
4,568.75 |
8.75 |
0.2% |
4,478.75 |
Range |
102.75 |
29.25 |
-73.50 |
-71.5% |
81.00 |
ATR |
59.89 |
57.72 |
-2.17 |
-3.6% |
0.00 |
Volume |
10,959 |
6,937 |
-4,022 |
-36.7% |
12,328 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,660.50 |
4,644.00 |
4,584.75 |
|
R3 |
4,631.25 |
4,614.75 |
4,576.75 |
|
R2 |
4,602.00 |
4,602.00 |
4,574.00 |
|
R1 |
4,585.50 |
4,585.50 |
4,571.50 |
4,593.75 |
PP |
4,572.75 |
4,572.75 |
4,572.75 |
4,577.00 |
S1 |
4,556.25 |
4,556.25 |
4,566.00 |
4,564.50 |
S2 |
4,543.50 |
4,543.50 |
4,563.50 |
|
S3 |
4,514.25 |
4,527.00 |
4,560.75 |
|
S4 |
4,485.00 |
4,497.75 |
4,552.75 |
|
|
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 |
4,589.50 |
4,402.00 |
187.50 |
4.1% |
59.50 |
1.3% |
89% |
True |
False |
5,458 |
10 |
4,589.50 |
4,303.50 |
286.00 |
6.3% |
54.00 |
1.2% |
93% |
True |
False |
4,329 |
20 |
4,589.50 |
4,167.50 |
422.00 |
9.2% |
57.75 |
1.3% |
95% |
True |
False |
4,987 |
40 |
4,589.50 |
4,167.50 |
422.00 |
9.2% |
61.00 |
1.3% |
95% |
True |
False |
3,891 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.5% |
56.50 |
1.2% |
83% |
False |
False |
2,853 |
80 |
4,738.50 |
4,167.50 |
571.00 |
12.5% |
54.75 |
1.2% |
70% |
False |
False |
2,170 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.5% |
49.75 |
1.1% |
70% |
False |
False |
1,747 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.5% |
46.50 |
1.0% |
70% |
False |
False |
1,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,713.75 |
2.618 |
4,666.00 |
1.618 |
4,636.75 |
1.000 |
4,618.75 |
0.618 |
4,607.50 |
HIGH |
4,589.50 |
0.618 |
4,578.25 |
0.500 |
4,575.00 |
0.382 |
4,571.50 |
LOW |
4,560.25 |
0.618 |
4,542.25 |
1.000 |
4,531.00 |
1.618 |
4,513.00 |
2.618 |
4,483.75 |
4.250 |
4,436.00 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,575.00 |
4,553.50 |
PP |
4,572.75 |
4,538.00 |
S1 |
4,570.75 |
4,522.50 |
|