| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
15,545.00 |
15,433.00 |
-112.00 |
-0.7% |
15,391.00 |
| High |
15,647.50 |
15,809.25 |
161.75 |
1.0% |
15,809.25 |
| Low |
15,430.00 |
15,401.25 |
-28.75 |
-0.2% |
15,329.75 |
| Close |
15,448.50 |
15,791.75 |
343.25 |
2.2% |
15,791.75 |
| Range |
217.50 |
408.00 |
190.50 |
87.6% |
479.50 |
| ATR |
247.64 |
259.09 |
11.45 |
4.6% |
0.00 |
| Volume |
1,303 |
1,631 |
328 |
25.2% |
5,964 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,891.50 |
16,749.50 |
16,016.25 |
|
| R3 |
16,483.50 |
16,341.50 |
15,904.00 |
|
| R2 |
16,075.50 |
16,075.50 |
15,866.50 |
|
| R1 |
15,933.50 |
15,933.50 |
15,829.25 |
16,004.50 |
| PP |
15,667.50 |
15,667.50 |
15,667.50 |
15,703.00 |
| S1 |
15,525.50 |
15,525.50 |
15,754.25 |
15,596.50 |
| S2 |
15,259.50 |
15,259.50 |
15,717.00 |
|
| S3 |
14,851.50 |
15,117.50 |
15,679.50 |
|
| S4 |
14,443.50 |
14,709.50 |
15,567.25 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,082.00 |
16,916.50 |
16,055.50 |
|
| R3 |
16,602.50 |
16,437.00 |
15,923.50 |
|
| R2 |
16,123.00 |
16,123.00 |
15,879.75 |
|
| R1 |
15,957.50 |
15,957.50 |
15,835.75 |
16,040.25 |
| PP |
15,643.50 |
15,643.50 |
15,643.50 |
15,685.00 |
| S1 |
15,478.00 |
15,478.00 |
15,747.75 |
15,560.75 |
| S2 |
15,164.00 |
15,164.00 |
15,703.75 |
|
| S3 |
14,684.50 |
14,998.50 |
15,660.00 |
|
| S4 |
14,205.00 |
14,519.00 |
15,528.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,809.25 |
15,329.75 |
479.50 |
3.0% |
221.50 |
1.4% |
96% |
True |
False |
1,192 |
| 10 |
15,809.25 |
14,488.75 |
1,320.50 |
8.4% |
237.00 |
1.5% |
99% |
True |
False |
1,356 |
| 20 |
15,809.25 |
14,322.75 |
1,486.50 |
9.4% |
257.50 |
1.6% |
99% |
True |
False |
1,216 |
| 40 |
15,809.25 |
14,322.75 |
1,486.50 |
9.4% |
260.00 |
1.6% |
99% |
True |
False |
1,078 |
| 60 |
16,063.50 |
14,322.75 |
1,740.75 |
11.0% |
252.25 |
1.6% |
84% |
False |
False |
774 |
| 80 |
16,306.75 |
14,322.75 |
1,984.00 |
12.6% |
241.75 |
1.5% |
74% |
False |
False |
595 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.4% |
213.75 |
1.4% |
69% |
False |
False |
477 |
| 120 |
16,436.50 |
14,122.00 |
2,314.50 |
14.7% |
183.00 |
1.2% |
72% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,543.25 |
|
2.618 |
16,877.50 |
|
1.618 |
16,469.50 |
|
1.000 |
16,217.25 |
|
0.618 |
16,061.50 |
|
HIGH |
15,809.25 |
|
0.618 |
15,653.50 |
|
0.500 |
15,605.25 |
|
0.382 |
15,557.00 |
|
LOW |
15,401.25 |
|
0.618 |
15,149.00 |
|
1.000 |
14,993.25 |
|
1.618 |
14,741.00 |
|
2.618 |
14,333.00 |
|
4.250 |
13,667.25 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,729.50 |
15,729.50 |
| PP |
15,667.50 |
15,667.50 |
| S1 |
15,605.25 |
15,605.25 |
|