| 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 |
16,000.0 |
16,037.0 |
37.0 |
0.2% |
15,477.0 |
| High |
16,041.0 |
16,155.0 |
114.0 |
0.7% |
16,155.0 |
| Low |
15,993.0 |
16,037.0 |
44.0 |
0.3% |
15,477.0 |
| Close |
16,007.0 |
16,138.0 |
131.0 |
0.8% |
16,138.0 |
| Range |
48.0 |
118.0 |
70.0 |
145.8% |
678.0 |
| ATR |
147.8 |
147.8 |
0.0 |
0.0% |
0.0 |
| Volume |
51 |
46 |
-5 |
-9.8% |
224 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,464.0 |
16,419.0 |
16,202.9 |
|
| R3 |
16,346.0 |
16,301.0 |
16,170.5 |
|
| R2 |
16,228.0 |
16,228.0 |
16,159.6 |
|
| R1 |
16,183.0 |
16,183.0 |
16,148.8 |
16,205.5 |
| PP |
16,110.0 |
16,110.0 |
16,110.0 |
16,121.3 |
| S1 |
16,065.0 |
16,065.0 |
16,127.2 |
16,087.5 |
| S2 |
15,992.0 |
15,992.0 |
16,116.4 |
|
| S3 |
15,874.0 |
15,947.0 |
16,105.6 |
|
| S4 |
15,756.0 |
15,829.0 |
16,073.1 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,957.3 |
17,725.7 |
16,510.9 |
|
| R3 |
17,279.3 |
17,047.7 |
16,324.5 |
|
| R2 |
16,601.3 |
16,601.3 |
16,262.3 |
|
| R1 |
16,369.7 |
16,369.7 |
16,200.2 |
16,485.5 |
| PP |
15,923.3 |
15,923.3 |
15,923.3 |
15,981.3 |
| S1 |
15,691.7 |
15,691.7 |
16,075.9 |
15,807.5 |
| S2 |
15,245.3 |
15,245.3 |
16,013.7 |
|
| S3 |
14,567.3 |
15,013.7 |
15,951.6 |
|
| S4 |
13,889.3 |
14,335.7 |
15,765.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,155.0 |
15,477.0 |
678.0 |
4.2% |
132.2 |
0.8% |
97% |
True |
False |
44 |
| 10 |
16,155.0 |
15,325.0 |
830.0 |
5.1% |
114.0 |
0.7% |
98% |
True |
False |
30 |
| 20 |
16,155.0 |
14,836.0 |
1,319.0 |
8.2% |
116.8 |
0.7% |
99% |
True |
False |
30 |
| 40 |
16,155.0 |
14,836.0 |
1,319.0 |
8.2% |
107.2 |
0.7% |
99% |
True |
False |
29 |
| 60 |
16,319.0 |
14,836.0 |
1,483.0 |
9.2% |
88.7 |
0.5% |
88% |
False |
False |
22 |
| 80 |
16,873.0 |
14,836.0 |
2,037.0 |
12.6% |
74.5 |
0.5% |
64% |
False |
False |
16 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
59.6 |
0.4% |
63% |
False |
False |
13 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
49.6 |
0.3% |
63% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,656.5 |
|
2.618 |
16,463.9 |
|
1.618 |
16,345.9 |
|
1.000 |
16,273.0 |
|
0.618 |
16,227.9 |
|
HIGH |
16,155.0 |
|
0.618 |
16,109.9 |
|
0.500 |
16,096.0 |
|
0.382 |
16,082.1 |
|
LOW |
16,037.0 |
|
0.618 |
15,964.1 |
|
1.000 |
15,919.0 |
|
1.618 |
15,846.1 |
|
2.618 |
15,728.1 |
|
4.250 |
15,535.5 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,124.0 |
16,090.5 |
| PP |
16,110.0 |
16,043.0 |
| S1 |
16,096.0 |
15,995.5 |
|