| 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 |
15,751.25 |
16,095.25 |
344.00 |
2.2% |
15,391.00 |
| High |
16,116.25 |
16,246.00 |
129.75 |
0.8% |
15,809.25 |
| Low |
15,750.50 |
16,030.00 |
279.50 |
1.8% |
15,329.75 |
| Close |
16,078.25 |
16,088.75 |
10.50 |
0.1% |
15,791.75 |
| Range |
365.75 |
216.00 |
-149.75 |
-40.9% |
479.50 |
| ATR |
258.85 |
255.79 |
-3.06 |
-1.2% |
0.00 |
| Volume |
1,339 |
1,251 |
-88 |
-6.6% |
5,964 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,769.50 |
16,645.25 |
16,207.50 |
|
| R3 |
16,553.50 |
16,429.25 |
16,148.25 |
|
| R2 |
16,337.50 |
16,337.50 |
16,128.25 |
|
| R1 |
16,213.25 |
16,213.25 |
16,108.50 |
16,167.50 |
| PP |
16,121.50 |
16,121.50 |
16,121.50 |
16,098.75 |
| S1 |
15,997.25 |
15,997.25 |
16,069.00 |
15,951.50 |
| S2 |
15,905.50 |
15,905.50 |
16,049.25 |
|
| S3 |
15,689.50 |
15,781.25 |
16,029.25 |
|
| S4 |
15,473.50 |
15,565.25 |
15,970.00 |
|
|
| 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 |
16,246.00 |
15,401.25 |
844.75 |
5.3% |
268.00 |
1.7% |
81% |
True |
False |
1,329 |
| 10 |
16,246.00 |
14,946.00 |
1,300.00 |
8.1% |
237.50 |
1.5% |
88% |
True |
False |
1,307 |
| 20 |
16,246.00 |
14,322.75 |
1,923.25 |
12.0% |
255.25 |
1.6% |
92% |
True |
False |
1,292 |
| 40 |
16,246.00 |
14,322.75 |
1,923.25 |
12.0% |
262.00 |
1.6% |
92% |
True |
False |
1,104 |
| 60 |
16,246.00 |
14,322.75 |
1,923.25 |
12.0% |
253.50 |
1.6% |
92% |
True |
False |
832 |
| 80 |
16,306.75 |
14,322.75 |
1,984.00 |
12.3% |
246.75 |
1.5% |
89% |
False |
False |
641 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
218.25 |
1.4% |
84% |
False |
False |
514 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
189.00 |
1.2% |
84% |
False |
False |
428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,164.00 |
|
2.618 |
16,811.50 |
|
1.618 |
16,595.50 |
|
1.000 |
16,462.00 |
|
0.618 |
16,379.50 |
|
HIGH |
16,246.00 |
|
0.618 |
16,163.50 |
|
0.500 |
16,138.00 |
|
0.382 |
16,112.50 |
|
LOW |
16,030.00 |
|
0.618 |
15,896.50 |
|
1.000 |
15,814.00 |
|
1.618 |
15,680.50 |
|
2.618 |
15,464.50 |
|
4.250 |
15,112.00 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,138.00 |
16,044.00 |
| PP |
16,121.50 |
15,999.00 |
| S1 |
16,105.25 |
15,954.25 |
|