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 |
1,728.5 |
1,827.9 |
99.4 |
5.8% |
1,783.6 |
High |
1,826.9 |
1,857.3 |
30.4 |
1.7% |
1,790.0 |
Low |
1,726.2 |
1,821.4 |
95.2 |
5.5% |
1,705.7 |
Close |
1,824.0 |
1,827.3 |
3.3 |
0.2% |
1,729.3 |
Range |
100.7 |
35.9 |
-64.8 |
-64.3% |
84.3 |
ATR |
37.3 |
37.2 |
-0.1 |
-0.3% |
0.0 |
Volume |
469 |
340 |
-129 |
-27.5% |
1,051 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.0 |
1,921.1 |
1,847.0 |
|
R3 |
1,907.1 |
1,885.2 |
1,837.2 |
|
R2 |
1,871.2 |
1,871.2 |
1,833.9 |
|
R1 |
1,849.3 |
1,849.3 |
1,830.6 |
1,842.3 |
PP |
1,835.3 |
1,835.3 |
1,835.3 |
1,831.9 |
S1 |
1,813.4 |
1,813.4 |
1,824.0 |
1,806.4 |
S2 |
1,799.4 |
1,799.4 |
1,820.7 |
|
S3 |
1,763.5 |
1,777.5 |
1,817.4 |
|
S4 |
1,727.6 |
1,741.6 |
1,807.6 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.6 |
1,946.2 |
1,775.7 |
|
R3 |
1,910.3 |
1,861.9 |
1,752.5 |
|
R2 |
1,826.0 |
1,826.0 |
1,744.8 |
|
R1 |
1,777.6 |
1,777.6 |
1,737.0 |
1,759.7 |
PP |
1,741.7 |
1,741.7 |
1,741.7 |
1,732.7 |
S1 |
1,693.3 |
1,693.3 |
1,721.6 |
1,675.4 |
S2 |
1,657.4 |
1,657.4 |
1,713.8 |
|
S3 |
1,573.1 |
1,609.0 |
1,706.1 |
|
S4 |
1,488.8 |
1,524.7 |
1,682.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,857.3 |
1,705.7 |
151.6 |
8.3% |
46.1 |
2.5% |
80% |
True |
False |
306 |
10 |
1,857.3 |
1,696.5 |
160.8 |
8.8% |
41.6 |
2.3% |
81% |
True |
False |
260 |
20 |
1,857.3 |
1,656.1 |
201.2 |
11.0% |
35.4 |
1.9% |
85% |
True |
False |
226 |
40 |
1,857.3 |
1,656.1 |
201.2 |
11.0% |
34.6 |
1.9% |
85% |
True |
False |
187 |
60 |
1,970.8 |
1,656.1 |
314.7 |
17.2% |
29.1 |
1.6% |
54% |
False |
False |
137 |
80 |
2,052.8 |
1,656.1 |
396.7 |
21.7% |
27.3 |
1.5% |
43% |
False |
False |
103 |
100 |
2,052.8 |
1,656.1 |
396.7 |
21.7% |
25.3 |
1.4% |
43% |
False |
False |
83 |
120 |
2,052.8 |
1,656.1 |
396.7 |
21.7% |
21.6 |
1.2% |
43% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.9 |
2.618 |
1,951.3 |
1.618 |
1,915.4 |
1.000 |
1,893.2 |
0.618 |
1,879.5 |
HIGH |
1,857.3 |
0.618 |
1,843.6 |
0.500 |
1,839.4 |
0.382 |
1,835.1 |
LOW |
1,821.4 |
0.618 |
1,799.2 |
1.000 |
1,785.5 |
1.618 |
1,763.3 |
2.618 |
1,727.4 |
4.250 |
1,668.8 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,839.4 |
1,813.3 |
PP |
1,835.3 |
1,799.2 |
S1 |
1,831.3 |
1,785.2 |
|