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 |
15,744.36 |
15,881.81 |
137.45 |
0.9% |
15,140.61 |
High |
15,850.34 |
15,904.63 |
54.29 |
0.3% |
15,535.20 |
Low |
15,726.12 |
15,765.31 |
39.19 |
0.2% |
15,064.91 |
Close |
15,812.47 |
15,817.18 |
4.71 |
0.0% |
15,529.12 |
Range |
124.22 |
139.32 |
15.10 |
12.2% |
470.29 |
ATR |
234.75 |
227.94 |
-6.82 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,247.00 |
16,171.41 |
15,893.81 |
|
R3 |
16,107.68 |
16,032.09 |
15,855.49 |
|
R2 |
15,968.36 |
15,968.36 |
15,842.72 |
|
R1 |
15,892.77 |
15,892.77 |
15,829.95 |
15,860.91 |
PP |
15,829.04 |
15,829.04 |
15,829.04 |
15,813.11 |
S1 |
15,753.45 |
15,753.45 |
15,804.41 |
15,721.59 |
S2 |
15,689.72 |
15,689.72 |
15,791.64 |
|
S3 |
15,550.40 |
15,614.13 |
15,778.87 |
|
S4 |
15,411.08 |
15,474.81 |
15,740.55 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,787.28 |
16,628.49 |
15,787.78 |
|
R3 |
16,316.99 |
16,158.20 |
15,658.45 |
|
R2 |
15,846.70 |
15,846.70 |
15,615.34 |
|
R1 |
15,687.91 |
15,687.91 |
15,572.23 |
15,767.31 |
PP |
15,376.41 |
15,376.41 |
15,376.41 |
15,416.11 |
S1 |
15,217.62 |
15,217.62 |
15,486.01 |
15,297.02 |
S2 |
14,906.12 |
14,906.12 |
15,442.90 |
|
S3 |
14,435.83 |
14,747.33 |
15,399.79 |
|
S4 |
13,965.54 |
14,277.04 |
15,270.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,904.63 |
15,171.32 |
733.31 |
4.6% |
178.46 |
1.1% |
88% |
True |
False |
|
10 |
15,904.63 |
14,795.14 |
1,109.49 |
7.0% |
163.21 |
1.0% |
92% |
True |
False |
|
20 |
15,904.63 |
14,058.33 |
1,846.30 |
11.7% |
199.58 |
1.3% |
95% |
True |
False |
|
40 |
15,904.63 |
14,058.33 |
1,846.30 |
11.7% |
212.31 |
1.3% |
95% |
True |
False |
|
60 |
15,904.63 |
14,058.33 |
1,846.30 |
11.7% |
207.76 |
1.3% |
95% |
True |
False |
|
80 |
15,904.63 |
14,058.33 |
1,846.30 |
11.7% |
204.94 |
1.3% |
95% |
True |
False |
|
100 |
15,932.05 |
14,058.33 |
1,873.72 |
11.8% |
197.95 |
1.3% |
94% |
False |
False |
|
120 |
15,932.05 |
13,982.16 |
1,949.89 |
12.3% |
201.27 |
1.3% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,496.74 |
2.618 |
16,269.37 |
1.618 |
16,130.05 |
1.000 |
16,043.95 |
0.618 |
15,990.73 |
HIGH |
15,904.63 |
0.618 |
15,851.41 |
0.500 |
15,834.97 |
0.382 |
15,818.53 |
LOW |
15,765.31 |
0.618 |
15,679.21 |
1.000 |
15,625.99 |
1.618 |
15,539.89 |
2.618 |
15,400.57 |
4.250 |
15,173.20 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,834.97 |
15,763.01 |
PP |
15,829.04 |
15,708.84 |
S1 |
15,823.11 |
15,654.67 |
|