| 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 |
34,868.03 |
34,964.82 |
96.79 |
0.3% |
34,259.25 |
| High |
35,022.46 |
35,028.22 |
5.76 |
0.0% |
35,051.10 |
| Low |
34,818.03 |
34,882.82 |
64.79 |
0.2% |
34,205.81 |
| Close |
34,945.47 |
34,947.28 |
1.81 |
0.0% |
34,947.28 |
| Range |
204.43 |
145.40 |
-59.03 |
-28.9% |
845.29 |
| ATR |
335.26 |
321.70 |
-13.56 |
-4.0% |
0.00 |
| Volume |
436,835,917 |
343,386,652 |
-93,449,265 |
-21.4% |
1,707,763,437 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,388.97 |
35,313.53 |
35,027.25 |
|
| R3 |
35,243.57 |
35,168.13 |
34,987.27 |
|
| R2 |
35,098.17 |
35,098.17 |
34,973.94 |
|
| R1 |
35,022.73 |
35,022.73 |
34,960.61 |
34,987.75 |
| PP |
34,952.77 |
34,952.77 |
34,952.77 |
34,935.29 |
| S1 |
34,877.33 |
34,877.33 |
34,933.95 |
34,842.35 |
| S2 |
34,807.37 |
34,807.37 |
34,920.62 |
|
| S3 |
34,661.97 |
34,731.93 |
34,907.30 |
|
| S4 |
34,516.57 |
34,586.53 |
34,867.31 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,270.60 |
36,954.23 |
35,412.19 |
|
| R3 |
36,425.31 |
36,108.94 |
35,179.73 |
|
| R2 |
35,580.02 |
35,580.02 |
35,102.25 |
|
| R1 |
35,263.65 |
35,263.65 |
35,024.76 |
35,421.84 |
| PP |
34,734.73 |
34,734.73 |
34,734.73 |
34,813.82 |
| S1 |
34,418.36 |
34,418.36 |
34,869.80 |
34,576.55 |
| S2 |
33,889.44 |
33,889.44 |
34,792.31 |
|
| S3 |
33,044.15 |
33,573.07 |
34,714.83 |
|
| S4 |
32,198.86 |
32,727.78 |
34,482.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35,051.10 |
34,205.81 |
845.29 |
2.4% |
216.46 |
0.6% |
88% |
False |
False |
341,552,687 |
| 10 |
35,051.10 |
33,859.77 |
1,191.33 |
3.4% |
240.92 |
0.7% |
91% |
False |
False |
317,572,965 |
| 20 |
35,051.10 |
32,327.20 |
2,723.90 |
7.8% |
291.50 |
0.8% |
96% |
False |
False |
326,645,611 |
| 40 |
35,051.10 |
32,327.20 |
2,723.90 |
7.8% |
327.13 |
0.9% |
96% |
False |
False |
306,005,599 |
| 60 |
35,070.21 |
32,327.20 |
2,743.01 |
7.8% |
308.27 |
0.9% |
96% |
False |
False |
306,854,665 |
| 80 |
35,679.13 |
32,327.20 |
3,351.93 |
9.6% |
310.35 |
0.9% |
78% |
False |
False |
311,720,290 |
| 100 |
35,679.13 |
32,327.20 |
3,351.93 |
9.6% |
300.35 |
0.9% |
78% |
False |
False |
313,050,576 |
| 120 |
35,679.13 |
32,327.20 |
3,351.93 |
9.6% |
296.05 |
0.8% |
78% |
False |
False |
320,062,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,646.17 |
|
2.618 |
35,408.88 |
|
1.618 |
35,263.48 |
|
1.000 |
35,173.62 |
|
0.618 |
35,118.08 |
|
HIGH |
35,028.22 |
|
0.618 |
34,972.68 |
|
0.500 |
34,955.52 |
|
0.382 |
34,938.36 |
|
LOW |
34,882.82 |
|
0.618 |
34,792.96 |
|
1.000 |
34,737.42 |
|
1.618 |
34,647.56 |
|
2.618 |
34,502.16 |
|
4.250 |
34,264.87 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
34,955.52 |
34,943.04 |
| PP |
34,952.77 |
34,938.80 |
| S1 |
34,950.03 |
34,934.57 |
|