| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
15,433.00 |
15,782.75 |
349.75 |
2.3% |
15,391.00 |
| High |
15,809.25 |
15,795.00 |
-14.25 |
-0.1% |
15,809.25 |
| Low |
15,401.25 |
15,662.50 |
261.25 |
1.7% |
15,329.75 |
| Close |
15,791.75 |
15,743.00 |
-48.75 |
-0.3% |
15,791.75 |
| Range |
408.00 |
132.50 |
-275.50 |
-67.5% |
479.50 |
| ATR |
259.09 |
250.05 |
-9.04 |
-3.5% |
0.00 |
| Volume |
1,631 |
1,125 |
-506 |
-31.0% |
5,964 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,131.00 |
16,069.50 |
15,816.00 |
|
| R3 |
15,998.50 |
15,937.00 |
15,779.50 |
|
| R2 |
15,866.00 |
15,866.00 |
15,767.25 |
|
| R1 |
15,804.50 |
15,804.50 |
15,755.25 |
15,769.00 |
| PP |
15,733.50 |
15,733.50 |
15,733.50 |
15,715.75 |
| S1 |
15,672.00 |
15,672.00 |
15,730.75 |
15,636.50 |
| S2 |
15,601.00 |
15,601.00 |
15,718.75 |
|
| S3 |
15,468.50 |
15,539.50 |
15,706.50 |
|
| S4 |
15,336.00 |
15,407.00 |
15,670.00 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,082.00 |
16,916.50 |
16,055.50 |
|
| R3 |
16,602.50 |
16,437.00 |
15,923.50 |
|
| R2 |
16,123.00 |
16,123.00 |
15,879.75 |
|
| R1 |
15,957.50 |
15,957.50 |
15,835.75 |
16,040.25 |
| PP |
15,643.50 |
15,643.50 |
15,643.50 |
15,685.00 |
| S1 |
15,478.00 |
15,478.00 |
15,747.75 |
15,560.75 |
| S2 |
15,164.00 |
15,164.00 |
15,703.75 |
|
| S3 |
14,684.50 |
14,998.50 |
15,660.00 |
|
| S4 |
14,205.00 |
14,519.00 |
15,528.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,809.25 |
15,368.00 |
441.25 |
2.8% |
224.75 |
1.4% |
85% |
False |
False |
1,223 |
| 10 |
15,809.25 |
14,494.00 |
1,315.25 |
8.4% |
233.25 |
1.5% |
95% |
False |
False |
1,329 |
| 20 |
15,809.25 |
14,322.75 |
1,486.50 |
9.4% |
251.50 |
1.6% |
96% |
False |
False |
1,243 |
| 40 |
15,809.25 |
14,322.75 |
1,486.50 |
9.4% |
260.00 |
1.7% |
96% |
False |
False |
1,082 |
| 60 |
16,063.50 |
14,322.75 |
1,740.75 |
11.1% |
251.50 |
1.6% |
82% |
False |
False |
792 |
| 80 |
16,306.75 |
14,322.75 |
1,984.00 |
12.6% |
241.50 |
1.5% |
72% |
False |
False |
609 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.4% |
212.50 |
1.4% |
67% |
False |
False |
488 |
| 120 |
16,436.50 |
14,122.00 |
2,314.50 |
14.7% |
184.00 |
1.2% |
70% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,358.00 |
|
2.618 |
16,142.00 |
|
1.618 |
16,009.50 |
|
1.000 |
15,927.50 |
|
0.618 |
15,877.00 |
|
HIGH |
15,795.00 |
|
0.618 |
15,744.50 |
|
0.500 |
15,728.75 |
|
0.382 |
15,713.00 |
|
LOW |
15,662.50 |
|
0.618 |
15,580.50 |
|
1.000 |
15,530.00 |
|
1.618 |
15,448.00 |
|
2.618 |
15,315.50 |
|
4.250 |
15,099.50 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,738.25 |
15,697.00 |
| PP |
15,733.50 |
15,651.25 |
| S1 |
15,728.75 |
15,605.25 |
|