| 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 |
15,836.0 |
16,000.0 |
164.0 |
1.0% |
15,375.0 |
| High |
15,975.0 |
16,041.0 |
66.0 |
0.4% |
15,571.0 |
| Low |
15,836.0 |
15,993.0 |
157.0 |
1.0% |
15,325.0 |
| Close |
15,973.0 |
16,007.0 |
34.0 |
0.2% |
15,455.0 |
| Range |
139.0 |
48.0 |
-91.0 |
-65.5% |
246.0 |
| ATR |
154.0 |
147.8 |
-6.1 |
-4.0% |
0.0 |
| Volume |
51 |
51 |
0 |
0.0% |
80 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,157.7 |
16,130.3 |
16,033.4 |
|
| R3 |
16,109.7 |
16,082.3 |
16,020.2 |
|
| R2 |
16,061.7 |
16,061.7 |
16,015.8 |
|
| R1 |
16,034.3 |
16,034.3 |
16,011.4 |
16,048.0 |
| PP |
16,013.7 |
16,013.7 |
16,013.7 |
16,020.5 |
| S1 |
15,986.3 |
15,986.3 |
16,002.6 |
16,000.0 |
| S2 |
15,965.7 |
15,965.7 |
15,998.2 |
|
| S3 |
15,917.7 |
15,938.3 |
15,993.8 |
|
| S4 |
15,869.7 |
15,890.3 |
15,980.6 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,188.3 |
16,067.7 |
15,590.3 |
|
| R3 |
15,942.3 |
15,821.7 |
15,522.7 |
|
| R2 |
15,696.3 |
15,696.3 |
15,500.1 |
|
| R1 |
15,575.7 |
15,575.7 |
15,477.6 |
15,636.0 |
| PP |
15,450.3 |
15,450.3 |
15,450.3 |
15,480.5 |
| S1 |
15,329.7 |
15,329.7 |
15,432.5 |
15,390.0 |
| S2 |
15,204.3 |
15,204.3 |
15,409.9 |
|
| S3 |
14,958.3 |
15,083.7 |
15,387.4 |
|
| S4 |
14,712.3 |
14,837.7 |
15,319.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,041.0 |
15,389.0 |
652.0 |
4.1% |
140.8 |
0.9% |
95% |
True |
False |
40 |
| 10 |
16,041.0 |
15,325.0 |
716.0 |
4.5% |
108.2 |
0.7% |
95% |
True |
False |
27 |
| 20 |
16,041.0 |
14,836.0 |
1,205.0 |
7.5% |
117.5 |
0.7% |
97% |
True |
False |
30 |
| 40 |
16,041.0 |
14,836.0 |
1,205.0 |
7.5% |
106.9 |
0.7% |
97% |
True |
False |
29 |
| 60 |
16,319.0 |
14,836.0 |
1,483.0 |
9.3% |
86.8 |
0.5% |
79% |
False |
False |
21 |
| 80 |
16,887.0 |
14,836.0 |
2,051.0 |
12.8% |
73.0 |
0.5% |
57% |
False |
False |
16 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.8% |
58.4 |
0.4% |
57% |
False |
False |
13 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.8% |
48.7 |
0.3% |
57% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,245.0 |
|
2.618 |
16,166.7 |
|
1.618 |
16,118.7 |
|
1.000 |
16,089.0 |
|
0.618 |
16,070.7 |
|
HIGH |
16,041.0 |
|
0.618 |
16,022.7 |
|
0.500 |
16,017.0 |
|
0.382 |
16,011.3 |
|
LOW |
15,993.0 |
|
0.618 |
15,963.3 |
|
1.000 |
15,945.0 |
|
1.618 |
15,915.3 |
|
2.618 |
15,867.3 |
|
4.250 |
15,789.0 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,017.0 |
15,942.7 |
| PP |
16,013.7 |
15,878.3 |
| S1 |
16,010.3 |
15,814.0 |
|