Trading Metrics calculated at close of trading on 09-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
15,560.00 |
15,545.00 |
-15.00 |
-0.1% |
14,512.25 |
High |
15,610.00 |
15,647.50 |
37.50 |
0.2% |
15,415.25 |
Low |
15,480.25 |
15,430.00 |
-50.25 |
-0.3% |
14,488.75 |
Close |
15,579.75 |
15,448.50 |
-131.25 |
-0.8% |
15,366.75 |
Range |
129.75 |
217.50 |
87.75 |
67.6% |
926.50 |
ATR |
249.96 |
247.64 |
-2.32 |
-0.9% |
0.00 |
Volume |
708 |
1,303 |
595 |
84.0% |
7,600 |
|
Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,161.25 |
16,022.25 |
15,568.00 |
|
R3 |
15,943.75 |
15,804.75 |
15,508.25 |
|
R2 |
15,726.25 |
15,726.25 |
15,488.50 |
|
R1 |
15,587.25 |
15,587.25 |
15,468.50 |
15,548.00 |
PP |
15,508.75 |
15,508.75 |
15,508.75 |
15,489.00 |
S1 |
15,369.75 |
15,369.75 |
15,428.50 |
15,330.50 |
S2 |
15,291.25 |
15,291.25 |
15,408.50 |
|
S3 |
15,073.75 |
15,152.25 |
15,388.75 |
|
S4 |
14,856.25 |
14,934.75 |
15,329.00 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,869.75 |
17,544.75 |
15,876.25 |
|
R3 |
16,943.25 |
16,618.25 |
15,621.50 |
|
R2 |
16,016.75 |
16,016.75 |
15,536.50 |
|
R1 |
15,691.75 |
15,691.75 |
15,451.75 |
15,854.25 |
PP |
15,090.25 |
15,090.25 |
15,090.25 |
15,171.50 |
S1 |
14,765.25 |
14,765.25 |
15,281.75 |
14,927.75 |
S2 |
14,163.75 |
14,163.75 |
15,197.00 |
|
S3 |
13,237.25 |
13,838.75 |
15,112.00 |
|
S4 |
12,310.75 |
12,912.25 |
14,857.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,647.50 |
15,118.50 |
529.00 |
3.4% |
199.25 |
1.3% |
62% |
True |
False |
1,189 |
10 |
15,647.50 |
14,392.00 |
1,255.50 |
8.1% |
215.75 |
1.4% |
84% |
True |
False |
1,290 |
20 |
15,647.50 |
14,322.75 |
1,324.75 |
8.6% |
252.25 |
1.6% |
85% |
True |
False |
1,174 |
40 |
15,919.00 |
14,322.75 |
1,596.25 |
10.3% |
258.75 |
1.7% |
71% |
False |
False |
1,059 |
60 |
16,063.50 |
14,322.75 |
1,740.75 |
11.3% |
250.00 |
1.6% |
65% |
False |
False |
748 |
80 |
16,306.75 |
14,322.75 |
1,984.00 |
12.8% |
237.00 |
1.5% |
57% |
False |
False |
575 |
100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.7% |
209.50 |
1.4% |
53% |
False |
False |
460 |
120 |
16,436.50 |
14,122.00 |
2,314.50 |
15.0% |
179.50 |
1.2% |
57% |
False |
False |
384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,572.00 |
2.618 |
16,217.00 |
1.618 |
15,999.50 |
1.000 |
15,865.00 |
0.618 |
15,782.00 |
HIGH |
15,647.50 |
0.618 |
15,564.50 |
0.500 |
15,538.75 |
0.382 |
15,513.00 |
LOW |
15,430.00 |
0.618 |
15,295.50 |
1.000 |
15,212.50 |
1.618 |
15,078.00 |
2.618 |
14,860.50 |
4.250 |
14,505.50 |
|
|
Fisher Pivots for day following 09-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,538.75 |
15,507.75 |
PP |
15,508.75 |
15,488.00 |
S1 |
15,478.50 |
15,468.25 |
|