| 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 |
16,095.25 |
16,052.50 |
-42.75 |
-0.3% |
15,391.00 |
| High |
16,246.00 |
16,102.50 |
-143.50 |
-0.9% |
15,809.25 |
| Low |
16,030.00 |
15,997.25 |
-32.75 |
-0.2% |
15,329.75 |
| Close |
16,088.75 |
16,096.25 |
7.50 |
0.0% |
15,791.75 |
| Range |
216.00 |
105.25 |
-110.75 |
-51.3% |
479.50 |
| ATR |
255.79 |
245.04 |
-10.75 |
-4.2% |
0.00 |
| Volume |
1,251 |
655 |
-596 |
-47.6% |
5,964 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,381.00 |
16,344.00 |
16,154.25 |
|
| R3 |
16,275.75 |
16,238.75 |
16,125.25 |
|
| R2 |
16,170.50 |
16,170.50 |
16,115.50 |
|
| R1 |
16,133.50 |
16,133.50 |
16,106.00 |
16,152.00 |
| PP |
16,065.25 |
16,065.25 |
16,065.25 |
16,074.50 |
| S1 |
16,028.25 |
16,028.25 |
16,086.50 |
16,046.75 |
| S2 |
15,960.00 |
15,960.00 |
16,077.00 |
|
| S3 |
15,854.75 |
15,923.00 |
16,067.25 |
|
| S4 |
15,749.50 |
15,817.75 |
16,038.25 |
|
|
| 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 |
5.2% |
245.50 |
1.5% |
82% |
False |
False |
1,200 |
| 10 |
16,246.00 |
15,118.50 |
1,127.50 |
7.0% |
222.50 |
1.4% |
87% |
False |
False |
1,194 |
| 20 |
16,246.00 |
14,322.75 |
1,923.25 |
11.9% |
245.50 |
1.5% |
92% |
False |
False |
1,258 |
| 40 |
16,246.00 |
14,322.75 |
1,923.25 |
11.9% |
257.00 |
1.6% |
92% |
False |
False |
1,099 |
| 60 |
16,246.00 |
14,322.75 |
1,923.25 |
11.9% |
248.75 |
1.5% |
92% |
False |
False |
842 |
| 80 |
16,306.75 |
14,322.75 |
1,984.00 |
12.3% |
246.00 |
1.5% |
89% |
False |
False |
649 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
218.75 |
1.4% |
84% |
False |
False |
520 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
189.75 |
1.2% |
84% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,549.75 |
|
2.618 |
16,378.00 |
|
1.618 |
16,272.75 |
|
1.000 |
16,207.75 |
|
0.618 |
16,167.50 |
|
HIGH |
16,102.50 |
|
0.618 |
16,062.25 |
|
0.500 |
16,050.00 |
|
0.382 |
16,037.50 |
|
LOW |
15,997.25 |
|
0.618 |
15,932.25 |
|
1.000 |
15,892.00 |
|
1.618 |
15,827.00 |
|
2.618 |
15,721.75 |
|
4.250 |
15,550.00 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,080.75 |
16,063.50 |
| PP |
16,065.25 |
16,031.00 |
| S1 |
16,050.00 |
15,998.25 |
|