| 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 |
7,493.0 |
7,449.0 |
-44.0 |
-0.6% |
7,394.0 |
| High |
7,515.5 |
7,536.0 |
20.5 |
0.3% |
7,546.5 |
| Low |
7,423.5 |
7,443.5 |
20.0 |
0.3% |
7,371.0 |
| Close |
7,430.0 |
7,522.0 |
92.0 |
1.2% |
7,522.0 |
| Range |
92.0 |
92.5 |
0.5 |
0.5% |
175.5 |
| ATR |
88.7 |
90.0 |
1.2 |
1.4% |
0.0 |
| Volume |
97,049 |
102,456 |
5,407 |
5.6% |
504,791 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,778.0 |
7,742.5 |
7,573.0 |
|
| R3 |
7,685.5 |
7,650.0 |
7,547.5 |
|
| R2 |
7,593.0 |
7,593.0 |
7,539.0 |
|
| R1 |
7,557.5 |
7,557.5 |
7,530.5 |
7,575.0 |
| PP |
7,500.5 |
7,500.5 |
7,500.5 |
7,509.5 |
| S1 |
7,465.0 |
7,465.0 |
7,513.5 |
7,483.0 |
| S2 |
7,408.0 |
7,408.0 |
7,505.0 |
|
| S3 |
7,315.5 |
7,372.5 |
7,496.5 |
|
| S4 |
7,223.0 |
7,280.0 |
7,471.0 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,006.5 |
7,939.5 |
7,618.5 |
|
| R3 |
7,831.0 |
7,764.0 |
7,570.5 |
|
| R2 |
7,655.5 |
7,655.5 |
7,554.0 |
|
| R1 |
7,588.5 |
7,588.5 |
7,538.0 |
7,622.0 |
| PP |
7,480.0 |
7,480.0 |
7,480.0 |
7,496.5 |
| S1 |
7,413.0 |
7,413.0 |
7,506.0 |
7,446.5 |
| S2 |
7,304.5 |
7,304.5 |
7,490.0 |
|
| S3 |
7,129.0 |
7,237.5 |
7,473.5 |
|
| S4 |
6,953.5 |
7,062.0 |
7,425.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,546.5 |
7,371.0 |
175.5 |
2.3% |
88.5 |
1.2% |
86% |
False |
False |
100,958 |
| 10 |
7,546.5 |
7,332.0 |
214.5 |
2.9% |
80.0 |
1.1% |
89% |
False |
False |
94,637 |
| 20 |
7,546.5 |
7,274.5 |
272.0 |
3.6% |
81.5 |
1.1% |
91% |
False |
False |
98,276 |
| 40 |
7,738.0 |
7,274.5 |
463.5 |
6.2% |
88.5 |
1.2% |
53% |
False |
False |
97,862 |
| 60 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
84.0 |
1.1% |
46% |
False |
False |
93,246 |
| 80 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
71.5 |
0.9% |
46% |
False |
False |
69,941 |
| 100 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
60.5 |
0.8% |
46% |
False |
False |
55,959 |
| 120 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
50.5 |
0.7% |
46% |
False |
False |
46,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,929.0 |
|
2.618 |
7,778.0 |
|
1.618 |
7,685.5 |
|
1.000 |
7,628.5 |
|
0.618 |
7,593.0 |
|
HIGH |
7,536.0 |
|
0.618 |
7,500.5 |
|
0.500 |
7,490.0 |
|
0.382 |
7,479.0 |
|
LOW |
7,443.5 |
|
0.618 |
7,386.5 |
|
1.000 |
7,351.0 |
|
1.618 |
7,294.0 |
|
2.618 |
7,201.5 |
|
4.250 |
7,050.5 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,511.0 |
7,509.5 |
| PP |
7,500.5 |
7,497.5 |
| S1 |
7,490.0 |
7,485.0 |
|