| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
16,052.50 |
16,085.50 |
33.00 |
0.2% |
15,782.75 |
| High |
16,102.50 |
16,138.00 |
35.50 |
0.2% |
16,246.00 |
| Low |
15,997.25 |
16,024.75 |
27.50 |
0.2% |
15,662.50 |
| Close |
16,096.25 |
16,095.00 |
-1.25 |
0.0% |
16,095.00 |
| Range |
105.25 |
113.25 |
8.00 |
7.6% |
583.50 |
| ATR |
245.04 |
235.62 |
-9.41 |
-3.8% |
0.00 |
| Volume |
655 |
664 |
9 |
1.4% |
5,034 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,425.75 |
16,373.50 |
16,157.25 |
|
| R3 |
16,312.50 |
16,260.25 |
16,126.25 |
|
| R2 |
16,199.25 |
16,199.25 |
16,115.75 |
|
| R1 |
16,147.00 |
16,147.00 |
16,105.50 |
16,173.00 |
| PP |
16,086.00 |
16,086.00 |
16,086.00 |
16,099.00 |
| S1 |
16,033.75 |
16,033.75 |
16,084.50 |
16,060.00 |
| S2 |
15,972.75 |
15,972.75 |
16,074.25 |
|
| S3 |
15,859.50 |
15,920.50 |
16,063.75 |
|
| S4 |
15,746.25 |
15,807.25 |
16,032.75 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,751.75 |
17,506.75 |
16,416.00 |
|
| R3 |
17,168.25 |
16,923.25 |
16,255.50 |
|
| R2 |
16,584.75 |
16,584.75 |
16,202.00 |
|
| R1 |
16,339.75 |
16,339.75 |
16,148.50 |
16,462.25 |
| PP |
16,001.25 |
16,001.25 |
16,001.25 |
16,062.50 |
| S1 |
15,756.25 |
15,756.25 |
16,041.50 |
15,878.75 |
| S2 |
15,417.75 |
15,417.75 |
15,988.00 |
|
| S3 |
14,834.25 |
15,172.75 |
15,934.50 |
|
| S4 |
14,250.75 |
14,589.25 |
15,774.00 |
|
|
| 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 |
15,662.50 |
583.50 |
3.6% |
186.50 |
1.2% |
74% |
False |
False |
1,006 |
| 10 |
16,246.00 |
15,329.75 |
916.25 |
5.7% |
204.00 |
1.3% |
84% |
False |
False |
1,099 |
| 20 |
16,246.00 |
14,322.75 |
1,923.25 |
11.9% |
239.00 |
1.5% |
92% |
False |
False |
1,243 |
| 40 |
16,246.00 |
14,322.75 |
1,923.25 |
11.9% |
255.00 |
1.6% |
92% |
False |
False |
1,091 |
| 60 |
16,246.00 |
14,322.75 |
1,923.25 |
11.9% |
241.00 |
1.5% |
92% |
False |
False |
849 |
| 80 |
16,306.75 |
14,322.75 |
1,984.00 |
12.3% |
243.00 |
1.5% |
89% |
False |
False |
658 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
219.25 |
1.4% |
84% |
False |
False |
527 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
190.50 |
1.2% |
84% |
False |
False |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,619.25 |
|
2.618 |
16,434.50 |
|
1.618 |
16,321.25 |
|
1.000 |
16,251.25 |
|
0.618 |
16,208.00 |
|
HIGH |
16,138.00 |
|
0.618 |
16,094.75 |
|
0.500 |
16,081.50 |
|
0.382 |
16,068.00 |
|
LOW |
16,024.75 |
|
0.618 |
15,954.75 |
|
1.000 |
15,911.50 |
|
1.618 |
15,841.50 |
|
2.618 |
15,728.25 |
|
4.250 |
15,543.50 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,090.50 |
16,121.50 |
| PP |
16,086.00 |
16,112.75 |
| S1 |
16,081.50 |
16,104.00 |
|