Trading Metrics calculated at close of trading on 16-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,566.00 |
4,563.00 |
-3.00 |
-0.1% |
4,426.75 |
High |
4,589.50 |
4,578.75 |
-10.75 |
-0.2% |
4,483.00 |
Low |
4,560.25 |
4,550.75 |
-9.50 |
-0.2% |
4,402.00 |
Close |
4,568.75 |
4,572.50 |
3.75 |
0.1% |
4,478.75 |
Range |
29.25 |
28.00 |
-1.25 |
-4.3% |
81.00 |
ATR |
57.72 |
55.60 |
-2.12 |
-3.7% |
0.00 |
Volume |
6,937 |
3,240 |
-3,697 |
-53.3% |
12,328 |
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,651.25 |
4,640.00 |
4,588.00 |
|
R3 |
4,623.25 |
4,612.00 |
4,580.25 |
|
R2 |
4,595.25 |
4,595.25 |
4,577.75 |
|
R1 |
4,584.00 |
4,584.00 |
4,575.00 |
4,589.50 |
PP |
4,567.25 |
4,567.25 |
4,567.25 |
4,570.25 |
S1 |
4,556.00 |
4,556.00 |
4,570.00 |
4,561.50 |
S2 |
4,539.25 |
4,539.25 |
4,567.25 |
|
S3 |
4,511.25 |
4,528.00 |
4,564.75 |
|
S4 |
4,483.25 |
4,500.00 |
4,557.00 |
|
|
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% |
54.00 |
1.2% |
91% |
False |
False |
5,655 |
10 |
4,589.50 |
4,373.25 |
216.25 |
4.7% |
48.50 |
1.1% |
92% |
False |
False |
4,094 |
20 |
4,589.50 |
4,167.50 |
422.00 |
9.2% |
55.50 |
1.2% |
96% |
False |
False |
4,847 |
40 |
4,589.50 |
4,167.50 |
422.00 |
9.2% |
59.75 |
1.3% |
96% |
False |
False |
3,929 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.5% |
55.75 |
1.2% |
84% |
False |
False |
2,906 |
80 |
4,738.50 |
4,167.50 |
571.00 |
12.5% |
54.50 |
1.2% |
71% |
False |
False |
2,210 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.5% |
50.00 |
1.1% |
71% |
False |
False |
1,779 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.5% |
46.25 |
1.0% |
71% |
False |
False |
1,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,697.75 |
2.618 |
4,652.00 |
1.618 |
4,624.00 |
1.000 |
4,606.75 |
0.618 |
4,596.00 |
HIGH |
4,578.75 |
0.618 |
4,568.00 |
0.500 |
4,564.75 |
0.382 |
4,561.50 |
LOW |
4,550.75 |
0.618 |
4,533.50 |
1.000 |
4,522.75 |
1.618 |
4,505.50 |
2.618 |
4,477.50 |
4.250 |
4,431.75 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,570.00 |
4,558.50 |
PP |
4,567.25 |
4,544.25 |
S1 |
4,564.75 |
4,530.00 |
|