| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
4,228.0 |
4,244.0 |
16.0 |
0.4% |
4,192.0 |
| High |
4,248.0 |
4,316.0 |
68.0 |
1.6% |
4,246.0 |
| Low |
4,210.0 |
4,238.0 |
28.0 |
0.7% |
4,143.0 |
| Close |
4,241.0 |
4,307.0 |
66.0 |
1.6% |
4,208.0 |
| Range |
38.0 |
78.0 |
40.0 |
105.3% |
103.0 |
| ATR |
57.6 |
59.1 |
1.5 |
2.5% |
0.0 |
| Volume |
608,196 |
1,054,978 |
446,782 |
73.5% |
3,909,872 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,521.0 |
4,492.0 |
4,349.9 |
|
| R3 |
4,443.0 |
4,414.0 |
4,328.5 |
|
| R2 |
4,365.0 |
4,365.0 |
4,321.3 |
|
| R1 |
4,336.0 |
4,336.0 |
4,314.2 |
4,350.5 |
| PP |
4,287.0 |
4,287.0 |
4,287.0 |
4,294.3 |
| S1 |
4,258.0 |
4,258.0 |
4,299.9 |
4,272.5 |
| S2 |
4,209.0 |
4,209.0 |
4,292.7 |
|
| S3 |
4,131.0 |
4,180.0 |
4,285.6 |
|
| S4 |
4,053.0 |
4,102.0 |
4,264.1 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,508.0 |
4,461.0 |
4,264.7 |
|
| R3 |
4,405.0 |
4,358.0 |
4,236.3 |
|
| R2 |
4,302.0 |
4,302.0 |
4,226.9 |
|
| R1 |
4,255.0 |
4,255.0 |
4,217.4 |
4,278.5 |
| PP |
4,199.0 |
4,199.0 |
4,199.0 |
4,210.8 |
| S1 |
4,152.0 |
4,152.0 |
4,198.6 |
4,175.5 |
| S2 |
4,096.0 |
4,096.0 |
4,189.1 |
|
| S3 |
3,993.0 |
4,049.0 |
4,179.7 |
|
| S4 |
3,890.0 |
3,946.0 |
4,151.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,316.0 |
4,143.0 |
173.0 |
4.0% |
60.2 |
1.4% |
95% |
True |
False |
854,824 |
| 10 |
4,316.0 |
4,063.0 |
253.0 |
5.9% |
55.3 |
1.3% |
96% |
True |
False |
848,100 |
| 20 |
4,316.0 |
4,001.0 |
315.0 |
7.3% |
56.0 |
1.3% |
97% |
True |
False |
874,807 |
| 40 |
4,319.0 |
4,001.0 |
318.0 |
7.4% |
59.1 |
1.4% |
96% |
False |
False |
857,997 |
| 60 |
4,388.0 |
4,001.0 |
387.0 |
9.0% |
57.5 |
1.3% |
79% |
False |
False |
705,418 |
| 80 |
4,533.0 |
4,001.0 |
532.0 |
12.4% |
55.0 |
1.3% |
58% |
False |
False |
529,598 |
| 100 |
4,533.0 |
4,001.0 |
532.0 |
12.4% |
50.5 |
1.2% |
58% |
False |
False |
423,867 |
| 120 |
4,533.0 |
4,001.0 |
532.0 |
12.4% |
45.5 |
1.1% |
58% |
False |
False |
353,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,647.5 |
|
2.618 |
4,520.2 |
|
1.618 |
4,442.2 |
|
1.000 |
4,394.0 |
|
0.618 |
4,364.2 |
|
HIGH |
4,316.0 |
|
0.618 |
4,286.2 |
|
0.500 |
4,277.0 |
|
0.382 |
4,267.8 |
|
LOW |
4,238.0 |
|
0.618 |
4,189.8 |
|
1.000 |
4,160.0 |
|
1.618 |
4,111.8 |
|
2.618 |
4,033.8 |
|
4.250 |
3,906.5 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,297.0 |
4,288.2 |
| PP |
4,287.0 |
4,269.3 |
| S1 |
4,277.0 |
4,250.5 |
|