| 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 |
15,782.75 |
15,751.25 |
-31.50 |
-0.2% |
15,391.00 |
| High |
15,795.00 |
16,116.25 |
321.25 |
2.0% |
15,809.25 |
| Low |
15,662.50 |
15,750.50 |
88.00 |
0.6% |
15,329.75 |
| Close |
15,743.00 |
16,078.25 |
335.25 |
2.1% |
15,791.75 |
| Range |
132.50 |
365.75 |
233.25 |
176.0% |
479.50 |
| ATR |
250.05 |
258.85 |
8.80 |
3.5% |
0.00 |
| Volume |
1,125 |
1,339 |
214 |
19.0% |
5,964 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,079.00 |
16,944.25 |
16,279.50 |
|
| R3 |
16,713.25 |
16,578.50 |
16,178.75 |
|
| R2 |
16,347.50 |
16,347.50 |
16,145.25 |
|
| R1 |
16,212.75 |
16,212.75 |
16,111.75 |
16,280.00 |
| PP |
15,981.75 |
15,981.75 |
15,981.75 |
16,015.25 |
| S1 |
15,847.00 |
15,847.00 |
16,044.75 |
15,914.50 |
| S2 |
15,616.00 |
15,616.00 |
16,011.25 |
|
| S3 |
15,250.25 |
15,481.25 |
15,977.75 |
|
| S4 |
14,884.50 |
15,115.50 |
15,877.00 |
|
|
| 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 |
16,116.25 |
15,401.25 |
715.00 |
4.4% |
250.75 |
1.6% |
95% |
True |
False |
1,221 |
| 10 |
16,116.25 |
14,595.50 |
1,520.75 |
9.5% |
250.75 |
1.6% |
98% |
True |
False |
1,351 |
| 20 |
16,116.25 |
14,322.75 |
1,793.50 |
11.2% |
256.75 |
1.6% |
98% |
True |
False |
1,270 |
| 40 |
16,116.25 |
14,322.75 |
1,793.50 |
11.2% |
264.50 |
1.6% |
98% |
True |
False |
1,094 |
| 60 |
16,116.25 |
14,322.75 |
1,793.50 |
11.2% |
253.00 |
1.6% |
98% |
True |
False |
812 |
| 80 |
16,306.75 |
14,322.75 |
1,984.00 |
12.3% |
245.25 |
1.5% |
88% |
False |
False |
626 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
216.00 |
1.3% |
83% |
False |
False |
501 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
187.25 |
1.2% |
83% |
False |
False |
418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,670.75 |
|
2.618 |
17,073.75 |
|
1.618 |
16,708.00 |
|
1.000 |
16,482.00 |
|
0.618 |
16,342.25 |
|
HIGH |
16,116.25 |
|
0.618 |
15,976.50 |
|
0.500 |
15,933.50 |
|
0.382 |
15,890.25 |
|
LOW |
15,750.50 |
|
0.618 |
15,524.50 |
|
1.000 |
15,384.75 |
|
1.618 |
15,158.75 |
|
2.618 |
14,793.00 |
|
4.250 |
14,196.00 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,030.00 |
15,971.75 |
| PP |
15,981.75 |
15,865.25 |
| S1 |
15,933.50 |
15,758.75 |
|