| 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 |
15,688.0 |
15,801.0 |
113.0 |
0.7% |
15,267.0 |
| High |
15,820.0 |
15,926.0 |
106.0 |
0.7% |
15,426.0 |
| Low |
15,665.0 |
15,760.0 |
95.0 |
0.6% |
15,133.0 |
| Close |
15,805.0 |
15,839.0 |
34.0 |
0.2% |
15,292.0 |
| Range |
155.0 |
166.0 |
11.0 |
7.1% |
293.0 |
| ATR |
193.5 |
191.6 |
-2.0 |
-1.0% |
0.0 |
| Volume |
59,800 |
56,909 |
-2,891 |
-4.8% |
265,818 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,339.7 |
16,255.3 |
15,930.3 |
|
| R3 |
16,173.7 |
16,089.3 |
15,884.7 |
|
| R2 |
16,007.7 |
16,007.7 |
15,869.4 |
|
| R1 |
15,923.3 |
15,923.3 |
15,854.2 |
15,965.5 |
| PP |
15,841.7 |
15,841.7 |
15,841.7 |
15,862.8 |
| S1 |
15,757.3 |
15,757.3 |
15,823.8 |
15,799.5 |
| S2 |
15,675.7 |
15,675.7 |
15,808.6 |
|
| S3 |
15,509.7 |
15,591.3 |
15,793.4 |
|
| S4 |
15,343.7 |
15,425.3 |
15,747.7 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,162.7 |
16,020.3 |
15,453.2 |
|
| R3 |
15,869.7 |
15,727.3 |
15,372.6 |
|
| R2 |
15,576.7 |
15,576.7 |
15,345.7 |
|
| R1 |
15,434.3 |
15,434.3 |
15,318.9 |
15,505.5 |
| PP |
15,283.7 |
15,283.7 |
15,283.7 |
15,319.3 |
| S1 |
15,141.3 |
15,141.3 |
15,265.1 |
15,212.5 |
| S2 |
14,990.7 |
14,990.7 |
15,238.3 |
|
| S3 |
14,697.7 |
14,848.3 |
15,211.4 |
|
| S4 |
14,404.7 |
14,555.3 |
15,130.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,926.0 |
15,228.0 |
698.0 |
4.4% |
185.6 |
1.2% |
88% |
True |
False |
58,091 |
| 10 |
15,926.0 |
15,133.0 |
793.0 |
5.0% |
168.6 |
1.1% |
89% |
True |
False |
56,498 |
| 20 |
15,926.0 |
14,666.0 |
1,260.0 |
8.0% |
179.5 |
1.1% |
93% |
True |
False |
64,114 |
| 40 |
15,926.0 |
14,666.0 |
1,260.0 |
8.0% |
194.6 |
1.2% |
93% |
True |
False |
65,963 |
| 60 |
16,200.0 |
14,666.0 |
1,534.0 |
9.7% |
180.7 |
1.1% |
76% |
False |
False |
52,039 |
| 80 |
16,716.0 |
14,666.0 |
2,050.0 |
12.9% |
156.9 |
1.0% |
57% |
False |
False |
39,037 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.9% |
141.7 |
0.9% |
57% |
False |
False |
31,233 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.9% |
126.6 |
0.8% |
57% |
False |
False |
26,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,631.5 |
|
2.618 |
16,360.6 |
|
1.618 |
16,194.6 |
|
1.000 |
16,092.0 |
|
0.618 |
16,028.6 |
|
HIGH |
15,926.0 |
|
0.618 |
15,862.6 |
|
0.500 |
15,843.0 |
|
0.382 |
15,823.4 |
|
LOW |
15,760.0 |
|
0.618 |
15,657.4 |
|
1.000 |
15,594.0 |
|
1.618 |
15,491.4 |
|
2.618 |
15,325.4 |
|
4.250 |
15,054.5 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,843.0 |
15,778.2 |
| PP |
15,841.7 |
15,717.3 |
| S1 |
15,840.3 |
15,656.5 |
|